A stochastic technique for global optimization
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Publication:806680
DOI10.1016/0898-1221(91)90167-3zbMATH Open0729.90075OpenAlexW2042817760MaRDI QIDQ806680FDOQ806680
Authors: Bruno Betrò, Fabio Schoen 
Publication date: 1991
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(91)90167-3
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Cites Work
- A Bayesian analysis of some nonparametric problems
- Bayesian nonparametric estimation based on censored data
- Statistical decision theory. Foundations, concepts, and methods
- Tailfree and neutral random probabilities and their posterior distributions
- Shepard's Method of "Metric Interpolation" to Bivariate and Multivariate Interpolation
- Bayesian stopping rules for multistart global optimization methods
- Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
- Bayesian testing of nonparametric hypotheses and its application to global optimization
- Sequential stopping rules for the multistart algorithm in global optimisation
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Cited In (14)
- A wide class of test functions for global optimization
- Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
- A Global Search Method for Discrete Stochastic Optimization
- Multistart global optimization with tunnelling and an evolutionary strategy supervised by a martingale
- Multistart with early termination of descents
- Stochastic optimization with adaptive restart: a framework for integrated local and global learning
- Fast stochastic global optimization
- A stochastic level-value estimation method for global optimization
- A branch and bound method for stochastic global optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A global optimization method using a random walk on a topological map and local variational inversions
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