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

Authors:
William E. Hart
Affiliations:
-
Venue:
SIAM Journal on Optimization
Year:
1998

Citing 0
Cited 6

Random Tours in the Traveling Salesman Problem: Analysis and Application

Computational Optimization and Applications
Variable-sample methods for stochastic optimization

ACM Transactions on Modeling and Computer Simulation (TOMACS)
Analyzing the Performance of Generalized Hill Climbing Algorithms

Journal of Heuristics
Annealing evolutionary stochastic approximation Monte Carlo for global optimization

Statistics and Computing
Effective probabilistic stopping rules for randomized metaheuristics: GRASP implementations

LION'05 Proceedings of the 5th international conference on Learning and Intelligent Optimization
CARTopt: a random search method for nonsmooth unconstrained optimization

Computational Optimization and Applications

Quantified Score

Hi-index	0.00

Visualization

Abstract

We introduce an interior proximal algorithm for semidefinite optimization problems and establish its convergence properties. We also study the corresponding dual algorithm leading to an exponential multiplier method for semidefinite programs. Potential ...