Sequential stopping rules for the multistart algorithm in global optimisation

DOI10.1007/BF02592015MaRDI QIDQ3775340zbMATH OpenOpenAlexFDO

Authors Bruno Betrò, Fabio Schoen

Publication date 1987

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02592015

zbMATH Keywords

global optimizationMonte Carlo methodsequential stoppingBayesian non-parametric statisticsk-step look-aheadMultistart algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 4084792 (Why is no real title available?)
• scientific article; zbMATH DE number 4099040 (Why is no real title available?)
• scientific article; zbMATH DE number 3598385 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A statistical estimate of the structure of multi-extremal problems
• Bayesian nonparametric estimation based on censored data
• Bayesian nonparametrie inference and monte carlo optimization
• Bayesian stopping rules for multistart global optimization methods
• Empirical probability plots and statistical inference for nonlinear models in the two-sample case

Cited in

(18)

• Bayesian stopping rules for greedy randomized procedures
• Stopping and restarting strategy for stochastic sequential search in global optimization
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Global optimization with a limited solution time
• Stopping rules in \(k\)-adaptive global random search algorithms
• Multistart with early termination of descents
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• On the role of continuously differentiable exact penalty functions in constrained global optimization
• Stochastic techniques for global optimization: A survey of recent advances
• Global optimization on convex sets
• Parallel genetic algorithms with local search
• Bayesian methods in global optimization
• On a new stochastic global optimization algorithm based on censored observations
• Stopping eules for the multistart method when different local minima have different function values
• Stopping rules for box-constrained stochastic global optimization
• A stochastic technique for global optimization
• Bayesian stopping rules for multistart global optimization methods
• Multistart method with estimation scheme for global satisfycing problems

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