Stopping Rules for a Random Optimization Method

DOI10.1137/0328048zbMath0711.65043OpenAlexW2013226802MaRDI QIDQ3495544

Chang Chung Yu 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

algorithmglobal optimizationstopping rulesregion of attractionrandom optimization methodrandom search methodsnumerical and analytic comparisons

Mathematics Subject Classification ID

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

Related Items (12)

CARTopt: a random search method for nonsmooth unconstrained optimization ⋮ Two-phase generalized reduced gradient method for constrained global optimization ⋮ Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems ⋮ Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation ⋮ Probabilistic stopping rules for GRASP heuristics and extensions ⋮ Speeding up continuous GRASP ⋮ \textsc{Oscars}-II: an algorithm for bound constrained global optimization ⋮ Annealing evolutionary stochastic approximation Monte Carlo for global optimization ⋮ Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints ⋮ Annealing evolutionary stochastic approximation Monte Carlo for global optimization ⋮ Alternative sampling strategy for a random optimization algorithm ⋮ Semiparametric statistical inference in global random search

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