A stochastic technique for global optimization

DOI10.1016/0898-1221(91)90167-3zbMath0729.90075OpenAlexW2042817760MaRDI QIDQ806680

Fabio Schoen, Bruno Betrò

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

zbMATH Keywords

global optimizationrandom multistart algorithmSequential stepping rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A wide class of test functions for global optimization, Stochastic optimization with adaptive restart: a framework for integrated local and global learning, Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization

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