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
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Cites Work
Cited In (6)
- Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
- Bayesian methods in global optimization
- On the efficient computation of robust regression estimators
- On a new stochastic global optimization algorithm based on censored observations
- On when to stop sampling for the maximum
- Bayesian stopping rules for improvement of local minima algorithms in global optimization
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