An evaluation of adaptive step-size random search
- 1 October 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (5) , 475-478
- https://doi.org/10.1109/tac.1971.1099768
Abstract
An evaluation is made of a proposed adaptive step-size random search method to minimize a quadratic function, and the computational results are replicated and improved. Comparing this method to the Fletcher-Powell technique, it is shown that the required number of function evaluations grow linearly with dimension for both algorithms, with the Fletcher-Powell method superior to the proposed random search technique. In addition, several interesting characteristics of the Fletcher-Powell method are experimentally noted.Keywords
This publication has 4 references indexed in Scilit:
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- A Simplex Method for Function MinimizationThe Computer Journal, 1965
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