Incorporation of gradient into random search optimization

1 January 1989

journal article
research article
Published by Wiley in Chemical Engineering & Technology

Vol. 12 (1) , 309-318
https://doi.org/10.1002/ceat.270120143

Abstract

To improve the rate of convergence of random search optimization procedures, the incorporation of a gradient‐oriented one‐dimensional search is investigated. With this modification to the random search procedure based on uniform sampling and region contraction [1], convergence to within 0.01% of the global optimum was obtained substantially faster for typical chemical engineering problems. It was also found that the reliability of obtaining the global optimum was improved.

Keywords

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