A controlled random search procedure for global optimisation
Open Access
- 1 January 1977
- journal article
- research article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 20 (4) , 367-370
- https://doi.org/10.1093/comjnl/20.4.367
Abstract
A new random search procedure is described which, while conceptually simple and easily programmed on a minicomputer, is effective in searching for global minima of a multimodal function, with or without constraints. The procedure is compared with a global optimisation algorithm devised by Becker and Lago and the results of trials, using a variety of test problems, are given.Keywords
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