Abstract
The paper describes a new version, known as CRS2, of the author's controlled random search procedure for global optimization (CRS). The new procedure is simpler and requires less computer storage than the original version, yet it has a comparable performance. The results of comparative trials of the two procedures, using a set of standard test problems, are given. These test problems are examples of unconstrained optimization. The controlled random search procedure can also be effective in the presence of constraints. The technique of constrained optimization using CRS is illustrated by means of examples taken from the field of electrical engineering.
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Communicated by L. C. W. Dixon
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Price, W.L. Global optimization by controlled random search. J Optim Theory Appl 40, 333–348 (1983). https://doi.org/10.1007/BF00933504
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DOI: https://doi.org/10.1007/BF00933504