Stopping Rules for a Random Optimization Method

DOI10.1137/0328048MaRDI QIDQ3495544zbMATH OpenOpenAlexFDO

Authors Chang C. Y. Dorea

Publication date 1990

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0328048

zbMATH Keywords

global optimizationalgorithmregion of attractionstopping rulesrandom optimization methodrandom search methodsnumerical and analytic comparisons

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cited in

(18)

• Bayesian stopping rules for improvement of local minima algorithms in global optimization
• Probabilistic stopping rules for GRASP heuristics and extensions
• Semiparametric statistical inference in global random search
• Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation
• CARTopt: a random search method for nonsmooth unconstrained optimization
• \textsc{Oscars}-II: an algorithm for bound constrained global optimization
• Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
• Stopping rules in \(k\)-adaptive global random search algorithms
• Robust Stopping Criteria for Dykstra's Algorithm
• Speeding up continuous GRASP
• Two-phase generalized reduced gradient method for constrained global optimization
• scientific article; zbMATH DE number 3874334 (Why is no real title available?)
• Alternative sampling strategy for a random optimization algorithm
• Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
• Stopping rules for a class of sampling-based stochastic programming algorithms
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Miscellanea. A stopping rule for the continual reassessment method

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