Stopping rules in k-adaptive global random search algorithms
Author
Abstract
Suggested Citation
DOI: 10.1007/s10898-010-9528-6
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Emily Hamilton & Vippal Savani & Anatoly Zhigljavsky, 2007. "Estimating the Minimal Value of a Function in Global Random Search: Comparison of Estimation Procedures," Springer Optimization and Its Applications, in: Aimo Törn & Julius Žilinskas (ed.), Models and Algorithms for Global Optimization, pages 193-214, Springer.
- Anatoly Zhigljavsky & Antanas Žilinskas, 2008. "Stochastic Global Optimization," Springer Optimization and Its Applications, Springer, number 978-0-387-74740-8, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Andrey Pepelyshev & Anatoly Zhigljavsky & Antanas Žilinskas, 2018. "Performance of global random search algorithms for large dimensions," Journal of Global Optimization, Springer, vol. 71(1), pages 57-71, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Vasiliy V. Grigoriev & Petr N. Vabishchevich, 2021. "Bayesian Estimation of Adsorption and Desorption Parameters for Pore Scale Transport," Mathematics, MDPI, vol. 9(16), pages 1-16, August.
- Moody Chu & Matthew Lin & Liqi Wang, 2014. "A study of singular spectrum analysis with global optimization techniques," Journal of Global Optimization, Springer, vol. 60(3), pages 551-574, November.
- Victor Gergel & Evgeny Kozinov, 2018. "Efficient multicriterial optimization based on intensive reuse of search information," Journal of Global Optimization, Springer, vol. 71(1), pages 73-90, May.
- Ferreiro-Ferreiro, Ana M. & García-Rodríguez, José A. & Souto, Luis & Vázquez, Carlos, 2019. "Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs," Applied Mathematics and Computation, Elsevier, vol. 356(C), pages 282-298.
- Yaroslav D. Sergeyev & Marat S. Mukhametzhanov & Dmitri E. Kvasov & Daniela Lera, 2016. "Derivative-Free Local Tuning and Local Improvement Techniques Embedded in the Univariate Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 186-208, October.
- Remigijus Paulavičius & Yaroslav Sergeyev & Dmitri Kvasov & Julius Žilinskas, 2014. "Globally-biased Disimpl algorithm for expensive global optimization," Journal of Global Optimization, Springer, vol. 59(2), pages 545-567, July.
- James Calvin, 2010. "A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise," Journal of Global Optimization, Springer, vol. 48(1), pages 17-27, September.
- Daniela Lera & Yaroslav Sergeyev, 2010. "An information global minimization algorithm using the local improvement technique," Journal of Global Optimization, Springer, vol. 48(1), pages 99-112, September.
- Linas Stripinis & Remigijus Paulavičius, 2022. "Experimental Study of Excessive Local Refinement Reduction Techniques for Global Optimization DIRECT-Type Algorithms," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
- Remigijus Paulavičius & Julius Žilinskas, 2014. "Simplicial Lipschitz optimization without the Lipschitz constant," Journal of Global Optimization, Springer, vol. 59(1), pages 23-40, May.
- Kvasov, Dmitri E. & Mukhametzhanov, Marat S., 2018. "Metaheuristic vs. deterministic global optimization algorithms: The univariate case," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 245-259.
- Sergeyev, Yaroslav D. & Kvasov, Dmitri E. & Mukhametzhanov, Marat S., 2017. "Operational zones for comparing metaheuristic and deterministic one-dimensional global optimization algorithms," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 141(C), pages 96-109.
- Dawid Tarłowski, 2017. "On the convergence rate issues of general Markov search for global minimum," Journal of Global Optimization, Springer, vol. 69(4), pages 869-888, December.
- Yongchao Liu & Alois Pichler & Huifu Xu, 2019. "Discrete Approximation and Quantification in Distributionally Robust Optimization," Mathematics of Operations Research, INFORMS, vol. 44(1), pages 19-37, February.
- Antanas Žilinskas & James Calvin, 2019. "Bi-objective decision making in global optimization based on statistical models," Journal of Global Optimization, Springer, vol. 74(4), pages 599-609, August.
- Lera, Daniela & Posypkin, Mikhail & Sergeyev, Yaroslav D., 2021. "Space-filling curves for numerical approximation and visualization of solutions to systems of nonlinear inequalities with applications in robotics," Applied Mathematics and Computation, Elsevier, vol. 390(C).
- Andrey Pepelyshev & Anatoly Zhigljavsky & Antanas Žilinskas, 2018. "Performance of global random search algorithms for large dimensions," Journal of Global Optimization, Springer, vol. 71(1), pages 57-71, May.
- Jonathan Gillard & Anatoly Zhigljavsky, 2013. "Optimization challenges in the structured low rank approximation problem," Journal of Global Optimization, Springer, vol. 57(3), pages 733-751, November.
- Nazih-Eddine Belkacem & Lakhdar Chiter & Mohammed Louaked, 2024. "A Novel Approach to Enhance DIRECT -Type Algorithms for Hyper-Rectangle Identification," Mathematics, MDPI, vol. 12(2), pages 1-24, January.
- Remigijus Paulavičius & Lakhdar Chiter & Julius Žilinskas, 2018. "Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants," Journal of Global Optimization, Springer, vol. 71(1), pages 5-20, May.
More about this item
Keywords
Global random search; Global optimization; Extreme order statistics; Waiting times; k-th order statistic;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:48:y:2010:i:1:p:87-97. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.