Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search

DOI10.1137/S1052623494277317zbMath0959.65075OpenAlexW2013823866MaRDI QIDQ4229490

William E. Hart

Publication date: 22 February 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623494277317

zbMATH Keywords

numerical resultsstochastic algorithmsstopping rulesmultistartrandom optimization methodspure random searchstratified random search

Mathematics Subject Classification ID

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

Related Items (9)

CARTopt: a random search method for nonsmooth unconstrained optimization ⋮ Bayesian stopping rules for greedy randomized procedures ⋮ Stopping rules for box-constrained stochastic global optimization ⋮ Probabilistic stopping rules for GRASP heuristics and extensions ⋮ Speeding up continuous GRASP ⋮ \textsc{Oscars}-II: an algorithm for bound constrained global optimization ⋮ Stochastic optimization with adaptive restart: a framework for integrated local and global learning ⋮ Annealing evolutionary stochastic approximation Monte Carlo for global optimization ⋮ Annealing evolutionary stochastic approximation Monte Carlo for global optimization

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