.png){kind=icon}
返回
Stopping rules for box-constrained stochastic global optimization
.png){kind=icon}
PRE
AI
DOI：10.1016/j.amc.2007.08.001.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We 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.
Keyword:
stochastic global optimization
multistart
stopping rules
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
机构
引用论文
.png){kind=icon}
分享收藏 没有更多内容
没有更多内容