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. Hart | 1 | 1028 | 141.71 |