Mathematical Programming

, Volume 38, Issue 3, pp 271–286 | Cite as

Sequential stopping rules for the multistart algorithm in global optimisation

  • Bruno Betrò
  • Fabio Schoen


In this paper a sequential stopping rule is developed for the Multistart algorithm. A statistical model for the values of the observed local maxima of an objective function is introduced in the framework of Bayesian non-parametric statistics. A suitablea-priori distribution is proposed which is general enough and which leads to computationally manageable expressions for thea-posteriori distribution. Sequential stopping rules of thek-step look-ahead kind are then explicitly derived, and their numerical effectiveness compared.

Key words

Global optimisation Monte Carlo method stopping rules Multistart algorithm Bayes methods 


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Copyright information

© The Mathematical Programming Society, Inc. 1987

Authors and Affiliations

  • Bruno Betrò
    • 1
  • Fabio Schoen
    • 1
  1. 1.CNR-IAMIMilanoItaly

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