메뉴 건너뛰기




Volumn 9, Issue 1, 1998, Pages 270-290

Sequential stopping rules for random optimization methods with applications to multistart local search

Author keywords

Multistart; Optimization; Pure random search; Stopping rules; Stratified random search

Indexed keywords


EID: 0032237525     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623494277317     Document Type: Article
Times cited : (29)

References (21)
  • 1
    • 0023393088 scopus 로고
    • Sequential stopping rules for the multistart algorithm in global optimization
    • B. BETRÒ AND F. SCHOEN, Sequential stopping rules for the multistart algorithm in global optimization, Math. Programming, 38 (1987), pp. 271-286.
    • (1987) Math. Programming , vol.38 , pp. 271-286
    • Betrò, B.1    Schoen, F.2
  • 2
    • 0039069375 scopus 로고
    • A stochastic technique for global optimization
    • B. BETRÒ AND F. SCHOEN, A stochastic technique for global optimization, Comput. Math. Appl., 21 (1991), pp. 127-133.
    • (1991) Comput. Math. Appl. , vol.21 , pp. 127-133
    • Betrò, B.1    Schoen, F.2
  • 3
    • 0027114543 scopus 로고
    • Optimal and suboptimal stopping rules for the multistart algorithm in global optimisation
    • B. BETRÒ AND F. SCHOEN, Optimal and suboptimal stopping rules for the multistart algorithm in global optimisation, Math. Programming, 57 (1992), pp. 445-458.
    • (1992) Math. Programming , vol.57 , pp. 445-458
    • Betrò, B.1    Schoen, F.2
  • 4
    • 0023293769 scopus 로고
    • Bayesian stopping rules for multistart global optimization methods
    • C. BOENDER AND A. RINNOOY KAN, Bayesian stopping rules for multistart global optimization methods, Math. Programming, 37 (1987), pp. 59-80.
    • (1987) Math. Programming , vol.37 , pp. 59-80
    • Boender, C.1    Rinnooy Kan, A.2
  • 5
    • 0000377028 scopus 로고
    • On when to stop sampling for the maximum
    • C. BOENDER AND A. RINNOOY KAN, On when to stop sampling for the maximum, J. Global Optim., 1 (1991), pp. 331-340.
    • (1991) J. Global Optim. , vol.1 , pp. 331-340
    • Boender, C.1    Rinnooy Kan, A.2
  • 6
    • 0000408770 scopus 로고
    • Estimation of the minimum of a function using order statistics
    • L. DE HAAN, Estimation of the minimum of a function using order statistics, J. Amer. Statist. Assoc., 76 (1981), pp. 467-469.
    • (1981) J. Amer. Statist. Assoc. , vol.76 , pp. 467-469
    • De Haan, L.1
  • 7
    • 0001591373 scopus 로고
    • On the estimation of the extreme-value index and large quantile esimation
    • A. L. DEKKERS AND L. DE HAAN, On the estimation of the extreme-value index and large quantile esimation, Ann. Statist., 17 (1989), pp. 1795-1832.
    • (1989) Ann. Statist. , vol.17 , pp. 1795-1832
    • Dekkers, A.L.1    De Haan, L.2
  • 8
    • 0012936468 scopus 로고
    • The global optimization problem: An introduction
    • L. Dixon and G. Szegö, eds., North-Holland, Amsterdam
    • L. DIXON AND G. SZEGÖ, The global optimization problem: An introduction, in Towards Global Optimization 2, L. Dixon and G. Szegö, eds., North-Holland, Amsterdam, 1978, pp. 1-15.
    • (1978) Towards Global Optimization , vol.2 , pp. 1-15
    • Dixon, L.1    Szegö, G.2
  • 9
    • 0022497544 scopus 로고
    • Limiting distribution for random optimization methods
    • C. DOREA, Limiting distribution for random optimization methods, SIAM J. Control Optim., 24 (1986), pp. 76-82.
    • (1986) SIAM J. Control Optim. , vol.24 , pp. 76-82
    • Dorea, C.1
  • 10
    • 51249170787 scopus 로고
    • Estimation of the extreme value and the extreme points
    • C. DOREA, Estimation of the extreme value and the extreme points, Ann. Inst. Statist. Math., 39 (1987), pp. 37-48.
    • (1987) Ann. Inst. Statist. Math. , vol.39 , pp. 37-48
    • Dorea, C.1
  • 11
    • 0025460459 scopus 로고
    • Stopping rules for a random optimization method
    • C. DOREA, Stopping rules for a random optimization method, SIAM J. Control Optim., 28 (1990), pp. 841-850.
    • (1990) SIAM J. Control Optim. , vol.28 , pp. 841-850
    • Dorea, C.1
  • 14
    • 0026202403 scopus 로고
    • Systematic choice of initial points in local search: Extensions and application to neural networks
    • R. J. MORRIS AND W. S. WONG, Systematic choice of initial points in local search: Extensions and application to neural networks, Inform. Process. Lett., 39 (1991), pp. 213-217.
    • (1991) Inform. Process. Lett. , vol.39 , pp. 213-217
    • Morris, R.J.1    Wong, W.S.2
  • 15
    • 0039661454 scopus 로고
    • Stopping rules for the multistart method when different local minima have different function values
    • M. PlCCIONl AND A. RAMPONI, Stopping rules for the multistart method when different local minima have different function values, Optimization, 21 (1990), pp. 697-707.
    • (1990) Optimization , vol.21 , pp. 697-707
    • Plccionl, M.1    Ramponi, A.2
  • 16
    • 0023419959 scopus 로고
    • Stochastic global optimization methods - Part II: Multi level methods
    • A. RINNOOY KAN AND G. TIMMER, Stochastic global optimization methods - part II: Multi level methods, Math. Programming, 39 (1987), pp. 57-78.
    • (1987) Math. Programming , vol.39 , pp. 57-78
    • Rinnooy Kan, A.1    Timmer, G.2
  • 17
    • 0031540855 scopus 로고    scopus 로고
    • On the convergence of pattern search methods
    • V. TORCZON, On the convergence of pattern search methods, SIAM J. Optim., 7 (1997), pp. 1-25.
    • (1997) SIAM J. Optim. , vol.7 , pp. 1-25
    • Torczon, V.1
  • 19
    • 0039069374 scopus 로고
    • Testing for a global maximum in an econometric context
    • M. R. VEALL, Testing for a global maximum in an econometric context, Econometrica, 58 (1990), pp. 1459-1465.
    • (1990) Econometrica , vol.58 , pp. 1459-1465
    • Veall, M.R.1
  • 20
    • 0024302341 scopus 로고
    • A new approach to choosing initial points in local search
    • W. S. WONG AND R. J. MORRIS, A new approach to choosing initial points in local search, Inform. Process. Lett., 30 (1989), pp. 67-72.
    • (1989) Inform. Process. Lett. , vol.30 , pp. 67-72
    • Wong, W.S.1    Morris, R.J.2
  • 21
    • 34250238842 scopus 로고
    • A statistical estimate of the structure of multiextremal functions
    • R. ZlELIŃSKI, A statistical estimate of the structure of multiextremal functions, Math. Programming, 21 (1981), pp. 348-356.
    • (1981) Math. Programming , vol.21 , pp. 348-356
    • Zleliński, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.