Evaluation of a Novel Stopping Criterion for Optimization

V. Padmanabhan and R.R. Rhinehart (USA)


Optimization, Stopping Criterion, Steady-State


A novel criterion for stopping regression is demonstrated, which uses a probable steady-state concept, with optimization iteration in the place of time. It provides equivalent results to the best possible results. It does not require a priori knowledge of the optimization problem (scale, end-point values, and other classic stopping criteria).

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