Title
Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
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 ...
Year
DOI
Venue
1998
10.1137/S1052623494277317
SIAM Journal on Optimization
Keywords
Field
DocType
optimization,pure random search,stratified random search,stopping rules,multistart
Stochastic algorithms,Random search,Mathematical optimization,Optimal stopping,Probability measure,Local search (optimization),Random optimization,Mathematics,Bayesian probability,Test set
Journal
Volume
Issue
ISSN
9
1
1052-6234
Citations 
PageRank 
References 
10
0.78
0
Authors
1
Name
Order
Citations
PageRank
William E. Hart11028141.71