Stopping rules for box-constrained stochastic global optimization
| dc.contributor.author | Lagaris, I. E. | en |
| dc.contributor.author | Tsoulos, I. G. | en |
| dc.date.accessioned | 2015-11-24T17:01:50Z | |
| dc.date.available | 2015-11-24T17:01:50Z | |
| dc.identifier.issn | 0096-3003 | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/10984 | |
| dc.rights | Default Licence | - |
| dc.subject | stochastic global optimization | en |
| dc.subject | multistart | en |
| dc.subject | stopping rules | en |
| dc.subject | algorithm | en |
| dc.title | Stopping rules for box-constrained stochastic global optimization | en |
| heal.abstract | We present three new stopping rules for Multistart based methods. The first uses a device that enables the determination of the coverage of the bounded search domain. The second is based on the comparison of asymptotic expectation values of observable quantities to the actually measured ones. The third offers a probabilistic estimate for the number of local minima inside the search domain. Their performance is tested and compared to that of other widely used rules on a host of test problems in the framework of Multistart. (c) 2007 Elsevier Inc. All rights reserved. | en |
| heal.access | campus | - |
| heal.fullTextAvailability | TRUE | - |
| heal.identifier.primary | DOI 10.1016/j.amc.2007.08.001 | - |
| heal.journalName | Applied Mathematics and Computation | en |
| heal.journalType | peer reviewed | - |
| heal.language | en | - |
| heal.publicationDate | 2008 | - |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μηχανικών Ηλεκτρονικών Υπολογιστών και Πληροφορικής | el |
| heal.type | journalArticle | - |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.type.en | Journal article | en |
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