Title :
Adaptive step size random search
Author :
Schumer, Michael A. ; Steiglitz, Kenneth
Author_Institution :
Raytheon Company, Waltham, MA, USA
fDate :
6/1/1968 12:00:00 AM
Abstract :
Fixed step size random search for minimization of functions of several parameters is described and compared with the fixed step size gradient method for a particular surface. A theoretical technique, using the optimum step size at each step, is analyzed. A practical adaptive step size random search algorithm is then proposed, and experimental experience is reported that shows the superiority of random search over other methods for sufficiently high dimension.
Keywords :
Adaptive methods; Search methods; Adaptive control; Communication systems; Cost function; Gradient methods; Helium; Military computing; Minimization methods; Newton method; Q measurement; Search methods;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1098903
