Sequential stopping rules for the multistart algorithm in global optimisation

Author:

Betrò Bruno,Schoen Fabio

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference12 articles.

1. F. Archetti and F. Schoen, “A survey on the global optimization problem: general theory and computational approaches,”Annals of Operations Research 1 (1984) 87–110.

2. B. Betrò and C. Vercellis, “Bayesian nonparametric inference and Monte Carlo optimization,” I.A.M.I. report 84.20 (Milano, 1984).

3. B. Betrò, “The tails of distribution functions from homogeneous processes neutral to the right,” to appear (1984).

4. C.G.E. Boender and A.H.G. Rinnooy Kan, “Bayesian, stopping rules for multistart optimization methods,”Mathematical Programming 37 (1987) 59–80.

5. C.G.E. Boender and R. Zieliński, “A sequential Bayesian approach to estimating the dimension of a multinomial distribution,” preprint n. 256, Institute of Mathematics, Polish Academy of Sciences (Warsaw, 1982).

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