BRST algorithm - Revision history

David Eppstein: not cite journal

2024-02-18T07:49:31Z

not cite journal

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	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033\|s2cid= 5450000\|url= http://ageconsearch.umn.edu/record/272200/files/erasmus127.pdf}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033\|s2cid= 5450000\|url= http://ageconsearch.umn.edu/record/272200/files/erasmus127.pdf}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite ~~journal~~ \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite book \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[local algorithm]]s used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[local algorithm]]s used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

Mazewaxie: WP:GENFIXES

2024-01-15T18:16:57Z

WP:GENFIXES

← Previous revision		Revision as of 18:16, 15 January 2024
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	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[~~Local~~ algorithm~~\|local algorithms~~]] used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[local algorithm]]s used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

	== Background ==		== Background ==

Picantho: link to Local algorithm

2023-07-02T17:42:17Z

link to Local algorithm

← Previous revision		Revision as of 17:42, 2 July 2023
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	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[Local algorithm\|local algorithms]] used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

	== Background ==		== Background ==

Malcolmxl5: Removing link(s): Wikipedia:Articles for deletion/GLOBAL closed as delete (XFDcloser)

2020-09-25T01:12:33Z

Removing link(s): Wikipedia:Articles for deletion/GLOBAL closed as delete (XFDcloser)

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	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product [[GLOBAL]]. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

	== Background ==		== Background ==

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2020-09-07T21:05:14Z

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← Previous revision		Revision as of 21:05, 7 September 2020
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	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033\|s2cid= 5450000\|url= http://ageconsearch.umn.edu/record/272200/files/erasmus127.pdf}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

InternetArchiveBot: Rescuing 2 sources and tagging 0 as dead.) #IABot (v2.0

2019-10-08T15:49:29Z

Rescuing 2 sources and tagging 0 as dead.) #IABot (v2.0

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	==External links==		==External links==
	*[http://www.abo.fi/~atorn/Globopt.html http://www.abo.fi/~atorn/Globopt.html] With the author's permission, text has been verbatim copied.		*[http://www.abo.fi/~atorn/Globopt.html http://www.abo.fi/~atorn/Globopt.html] With the author's permission, text has been verbatim copied.
	*[http://www.mat.univie.ac.at/~vpk/math/gopt_eng.html Janka] Compares various global optimization algorithms, of which BRST shows superior performance.		*[https://web.archive.org/web/20050309213836/http://www.mat.univie.ac.at/~vpk/math/gopt_eng.html Janka] Compares various global optimization algorithms, of which BRST shows superior performance.
	*[http://www.mat.univie.ac.at/~vpk/math/dix_sze_eng.html Janka] Presents the number of function-evaluations performed on the testset of Dixon-Szegö. Along with the [[MCS algorithm]], the BRST requires the lowest number of evaluations.		*[https://web.archive.org/web/20050312123844/http://www.mat.univie.ac.at/~vpk/math/dix_sze_eng.html Janka] Presents the number of function-evaluations performed on the testset of Dixon-Szegö. Along with the [[MCS algorithm]], the BRST requires the lowest number of evaluations.

	[[Category:Stochastic optimization]]		[[Category:Stochastic optimization]]

Tamwin: Fixed citations as per Category:CS1 maint: Multiple names: authors list.

2016-10-18T04:25:28Z

Fixed citations as per Category:CS1 maint: Multiple names: authors list.

← Previous revision		Revision as of 04:25, 18 October 2016
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	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| ~~author~~ = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie ~~and~~ G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

Yobot: /* top */WP:CHECKWIKI error fixes using AWB (12058)

2016-07-27T06:36:38Z

top: WP:CHECKWIKI error fixes using AWB (12058)

← Previous revision		Revision as of 06:36, 27 July 2016
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	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[~~Black_box\|~~black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

201.131.8.28 at 21:24, 26 July 2016

2016-07-26T21:24:16Z

← Previous revision		Revision as of 21:24, 26 July 2016
Line 1:		Line 1:
	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of black box functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[Black_box\|black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

OccultZone: Fixing CS1 error

2014-08-11T03:41:39Z

Fixing CS1 error

← Previous revision		Revision as of 03:41, 11 August 2014
Line 1:		Line 1:
	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of black box functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of black box functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| ~~format~~ = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product [[GLOBAL]]. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product [[GLOBAL]]. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

← Previous revision		Revision as of 07:49, 18 February 2024
Line 1:		Line 1:
	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033\|s2cid= 5450000\|url= http://ageconsearch.umn.edu/record/272200/files/erasmus127.pdf}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of [[black box]] functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author1 = Boender, C.G.E.\|author2= A.H.G. Rinnooy Kan\|author3= L. Strougie\|author4= G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033\|s2cid= 5450000\|url= http://ageconsearch.umn.edu/record/272200/files/erasmus127.pdf}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite ~~journal~~ \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite book \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[local algorithm]]s used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product GLOBAL. The [[local algorithm]]s used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.

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	'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of black box functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.		'''Boender-Rinnooy-Stougie-Timmer''' algorithm (BRST) is an optimization algorithm suitable for finding [[global optimum]] of black box functions. In their paper Boender ''et al.'' <ref name="boender">{{cite journal \| author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T. Timmer \| year = 1982 \| title = A stochastic method for global optimization \| journal = Mathematical Programming \| volume = 22 \| pages = 125–140 \| doi = 10.1007/BF01581033}}</ref> describe their method as a stochastic method involving a combination of sampling, clustering and local search, terminating with a range of confidence intervals on the value of the global minimum.

	The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| ~~format~~ = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.		The algorithm of Boender ''et al.'' has been modified by Timmer.<ref name="timmer">{{cite journal \| last = Timmer \| first = G.T. \| title = Global optimization: A stochastic approach \| type = Ph.D. Thesis \| publisher = Erasmus University Rotterdam \| year = 1984 }}</ref> Timmer considered several clustering methods. Based on experiments a method named "multi level single linkage" was deemed most accurate.

	Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product [[GLOBAL]]. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.		Csendes' algorithms <ref name="csendes">{{cite journal \| last = Csendes \| first = T. \| title = Nonlinear parameter estimation by global optimization—Efficiency and reliability \| journal = Acta Cybernetica \| volume = 8 \| issue = 4 \| year = 1988 \| pages = 361–370 \| url = http://www.inf.u-szeged.hu/actacybernetica/edb/vol08n4/Csendes_1988_ActaCybernetica.xml }}</ref> are implementations of the algorithm of [Boender ''et al.'']<ref name="boender" /> and originated the [[public domain software]] product [[GLOBAL]]. The local algorithms used are a random direction, linear search algorithm also used by Törn, and a quasi—Newton algorithm not using the derivative of the function. The results show the dependence of the result on the auxiliary local algorithm used.