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Optimized relative step size random search

A theoretical technique for the minimization of a function by a random search is presented. The search is a modification of the Optimum Step Size Random Search of Schumer and Steiglitz to include reversals. A theory for updating the step size is presented upon which an implementation of a search algorithm suitable for high-dimensional functions with no requirements for derivative evaluations is based. / Applied Science, Faculty of / Electrical and Computer Engineering, Department of / Graduate

Identiferoai:union.ndltd.org:UBC/oai:circle.library.ubc.ca:2429/33041
Date January 1973
CreatorsChoit, Mark David
PublisherUniversity of British Columbia
Source SetsUniversity of British Columbia
LanguageEnglish
Detected LanguageEnglish
TypeText, Thesis/Dissertation
RightsFor non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.

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