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

DOI10.1080/02331939008843596zbMath0719.90072OpenAlexW2011221296MaRDI QIDQ5752298

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

Related Items

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

Cites Work

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