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Issue No. 04 - April (1972 vol. 21)
ISSN: 0018-9340
pp: 382-385
Kenneth Steiglitz , Department of Electrical Engineering, Princeton University, Princeton, N. J.
J. P. Lawrence , Part-time student in the Department of Electrical Engineering, University of Maryland, College Park, Md.
ABSTRACT
A random search technique for function minimization is proposed that incorporates the step-size and direction adaptivity of Hooke and Jeeves' [1] pattern search. Experimental results for a variety of functions indicate that the random pattern search is more effective than the corresponding deterministic method for a class of problems with hard constraints.
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CITATION
Kenneth Steiglitz, J. P. Lawrence, "Randomized Pattern Search", IEEE Transactions on Computers, vol. 21, no. , pp. 382-385, April 1972, doi:10.1109/TC.1972.5008979
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