Stopping rules for box-constrained stochastic global optimization

DOI10.1016/j.amc.2007.08.001zbMath1135.65330OpenAlexW2091776053MaRDI QIDQ2479233

Ioannis G. Tsoulos, Isaac E. Lagaris

Publication date: 26 March 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.08.001

zbMATH Keywords

numerical examplesstochastic global optimizationstopping rulesmultistart

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (5)

A stochastic optimization algorithm for analyzing planar central and balanced configurations in the \(n\)-body problem ⋮ Reducing transformation and global optimization ⋮ On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods ⋮ Stochastic optimization with adaptive restart: a framework for integrated local and global learning ⋮ Towards ``Ideal multistart. A stochastic approach for locating the minima of a continuous function inside a bounded domain

Uses Software

• Algorithm 829

Cites Work

• Unnamed Item
• A tolerant algorithm for linearly constrained optimization calculations
• Recent developments and trends in global optimization
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Bayesian stopping rules for multistart global optimization methods
• A statistical estimate of the structure of multi-extremal problems
• Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
• Algorithm 829

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