Stopping eules for the multistart method when different local minima have different function values

DOI10.1080/02331939008843596zbMATH Open0719.90072OpenAlexW2011221296MaRDI QIDQ5752298FDOQ5752298

Authors Mauro Piccioni, Alessandro Ramponi

Publication date 1990

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939008843596

zbMATH Keywords

global optimizationmultinomial distributionimproper priorsBayesian stopping rulesmultistart method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Optimal stopping in statistics (62L15)

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Cites work

• A statistical estimate of the structure of multi-extremal problems
• Bayesian stopping rules for multistart global optimization methods
• Sequential stopping rules for the multistart algorithm in global optimisation

Cited in

(6)

• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• On the efficient computation of robust regression estimators
• On when to stop sampling for the maximum
• On a new stochastic global optimization algorithm based on censored observations
• Bayesian stopping rules for improvement of local minima algorithms in global optimization
• Bayesian methods in global optimization

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