Optimized relative step size random searches
- 175 Downloads
New results concerning the family of random searches as proposed by Rastrigin are presented. In particular, the random search with reversals and two optimized relative step size random searches are investigated. Random searches with reversals are found to be substantially better than their counterparts. A new principle of updating the step size for this family of searches is proposed.
KeywordsMathematical Method Random Search Relative Step Relative Step Size
Unable to display preview. Download preview PDF.
- J.P. Lawrence III and F.P. Emad, “An analytic comparison of random searching and gradient searching for the extremum of a known objective function”,IEEE Transactions on Automatic Control AC-18 (1973) 669–671.Google Scholar
- J.P. Lawrence III and K. Steiglitz, “Randomized pattern search”,IEEE Transactions on Computers C-21 (1972) 382–385.Google Scholar
- V.A. Mutseniyeks and L.A. Rastrigin, “Extremal control of continuous multi-parameter systems by the method of random search”,Engineering Cybernetics 1 (1964) 82–90.Google Scholar
- L.A. Rastrigin, “The convergence of the random search method in the extremal control of a many-parameter system”,Automation and Remote Control 24 (1963) 1337–1342.Google Scholar
- G. Schrack and N. Borowski, “An experimental comparison of three random searches”, in: F.A. Lootsma, Ed.,Numerical methods for non-linear optimization (Academic Press, London, 1972) pp. 137–147.Google Scholar