Stopping rules for box-constrained stochastic global optimization

DOI10.1016/J.AMC.2007.08.001MaRDI QIDQ2479233zbMATH OpenOpenAlexFDO

Authors 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

multistartnumerical examplesstochastic global optimizationstopping rules

Mathematics Subject Classification ID

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

Recommendations

• Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
• Sequential stopping rules for the multistart algorithm in global optimisation
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Bayesian stopping rules for multistart global optimization methods
• Stopping and restarting strategy for stochastic sequential search in global optimization

Cites work

• A statistical estimate of the structure of multi-extremal problems
• A tolerant algorithm for linearly constrained optimization calculations
• Algorithm 829
• Bayesian stopping rules for multistart global optimization methods
• scientific article; zbMATH DE number 757687 (Why is no real title available?)
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Recent developments and trends in global optimization
• Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search

Cited in

(12)

• Towards ``Ideal multistart. A stochastic approach for locating the minima of a continuous function inside a bounded domain
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Stopping rules in \(k\)-adaptive global random search algorithms
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• A stochastic optimization algorithm for analyzing planar central and balanced configurations in the \(n\)-body problem
• Stopping and restarting strategy for stochastic sequential search in global optimization
• Stopping Rules for a Random Optimization Method
• Sequential stopping rules for the multistart algorithm in global optimisation
• Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
• Reducing transformation and global optimization
• Stopping eules for the multistart method when different local minima have different function values
• On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods

Describes a project that uses

Uses Software

• Algorithm 829

This page was built for publication: Stopping rules for box-constrained stochastic global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2479233)