An optimized step-size random search (OSSRS) |
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| Authors: | B.V. Sheela |
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| Affiliation: | Aerodynamics Division, National Aeronautical Laboratory, Bangalore 560 017, India |
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| Abstract: | A random search method, Optimized Step-Size Random Search (OSSRS), for function minimization is proposed. In this method the step-size is determined by fitting a quadratic for the function value in terms of the step-size in each of the random directions. The random direction is generated using a pseudorandom number generator with a normal distribution of zero mean and a given standard deviation. |
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