Prejudicial searches and the pole balancer

The authors describe a modified random search method called `prejudicial searching´. This method always finds the global minimum of any continuous function on a compact domain. The authors consider the method in the context of minimizing an objective function for the pole-balancer control problem. They begin by reviewing the derivation of cooling schedules for simulated annealing. Using similar methods they prove the convergence of the `prejudicial search´ algorithm. Preliminary simulation results indicate that the random search and simulated annealing have roughly the same efficiency. The authors expect the prejudicial search to provide substantial improvements over the random search