  We present 20 candidate hypervelocity stars from the Sloan Extension for
Galactic Understanding and Exploration (SEGUE) G and K dwarf samples. Previous
searches for hypervelocity stars have only focused on large radial velocities;
in this study we also use proper motions to select the candidates. We determine
the hypervelocity likelihood of each candidate by means of Monte Carlo
simulations, considering the significant errors often associated with high
proper motion stars. We find that nearly half of the candidates exceed their
escape velocities with at least 98% probability. Every candidate also has less
than a 25% chance of being a high-velocity fluke within the SEGUE sample. Based
on orbits calculated using the observed six-dimensional positions and
velocities, few, if any, of these candidates originate from the Galactic
center. If these candidates are truly hypervelocity stars, they were not
ejected by interactions with the Milky Way's supermassive black hole. This
calls for a more serious examination of alternative hypervelocity-star ejection
scenarios.
