Stopping eules for the multistart method when different local minima have different function values
Mauro Piccioni, Alessandro Ramponi · Optimization · 1990
In this paper the Bayesian stopping rules derived by Boendeb and Rin-Nooy Kan for the Multistart method in global optimization are adjusted to incorporate both in the likelihood and in the loss function the a priori assumption that different local minimum points have different, function values.