Optimization by Random Search on the Analog Computer
- 1 June 1959
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Electronic Computers
- Vol. EC-8 (2) , 200-203
- https://doi.org/10.1109/tec.1959.5219522
Abstract
One method of searching a system for optimum operating conditions is to evaluate system performance for many randomly-chosen combinations of the independent parameters. This paper explains the use of standard electronic analog computer equipment to accomplish such a search of a mathematical model quickly and economically. Gaussian noise sources generate values of the independent parameters and sample-hold circuits hold those values which give the best value of the optimization criterion. An application of the method to a production allocation problem is mentioned.Keywords
This publication has 3 references indexed in Scilit:
- Global multidimensional optimization on parallel computerParallel Computing, 1992
- A Discussion of Random Methods for Seeking MaximaOperations Research, 1958
- Linear programming on an electronic analogue computerTransactions of the American Institute of Electrical Engineers, Part I: Communication and Electronics, 1956