Mathematical Programming

, Volume 10, Issue 1, pp 230–244 | Cite as

Optimized relative step size random searches

  • Günther Schrack
  • Mark Choit
Article

Abstract

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.

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Copyright information

© The Mathematical Programming Society 1976

Authors and Affiliations

  • Günther Schrack
    • 1
  • Mark Choit
    • 1
  1. 1.Department of Electrical EngineeringThe University of British ColumbiaVancouverCanada

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