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dc.contributor.authorLagaris, I. E.en
dc.contributor.authorTsoulos, I. G.en
dc.date.accessioned2015-11-24T17:01:50Z-
dc.date.available2015-11-24T17:01:50Z-
dc.identifier.issn0096-3003-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/10984-
dc.rightsDefault Licence-
dc.subjectstochastic global optimizationen
dc.subjectmultistarten
dc.subjectstopping rulesen
dc.subjectalgorithmen
dc.titleStopping rules for box-constrained stochastic global optimizationen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primaryDOI 10.1016/j.amc.2007.08.001-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μηχανικών Ηλεκτρονικών Υπολογιστών και Πληροφορικήςel
heal.publicationDate2008-
heal.abstractWe 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.journalNameApplied Mathematics and Computationen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά)

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