An Optimized Step-Size Random Search (OSSRS)

Sheela, BV (1979) An Optimized Step-Size Random Search (OSSRS). Computer Methods in Applied Mechanics and Engineering, 19. pp. 99-106. ISSN 0045-7825

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A random search method, Optimized Step-Size Random Search (OSSRS), for function minimization is proposed. In this method the step-size is determined by fitting a quadratic for the function value in terms of the step-size in each of the random directions. The random direction is generated using a pseudorandom number generator with a normal distribution of zero mean and a given standard deviation.

Item Type: Article
Additional Information: Copyright for this article bellongs to Elsevier Science
Uncontrolled Keywords: Computer techniques;Random processes;Search profiles;Algorithms;Flow charts;Linear equations;Nonlinear equations;Optimization;Pseudorandom sequences
Subjects: MATHEMATICAL AND COMPUTER SCIENCES > Computer Programming and Software
Depositing User: Ms. Alphones Mary
Date Deposited: 31 May 2006
Last Modified: 03 May 2012 10:40

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