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• W2000486853 abstract "A new random-search global optimization is described in which the variance of the step-size distribution is periodically optimized. By searching over a variance range of 8 to 10 decades, the algorithm finds the step-size distribution that yields the best local improvement in the criterion function. The variance search is then followed by a specified number of iterations of local random search where the step-size variance remains fixed. Periodic wide-range searches are introduced to ensure that the process does not stop at a local minimum. The sensitivity of the complete algorithm to various search parameters is investigated experimentally for a specific test problem. The ability of the method to locate global minima is illustrated by an example. The method also displays considerable problem independence, as demonstrated by two large and realistic example problems: (1) the identification of 25 parameters in a nonlinear model of a five-degrees-of-freedom mechanical dynamic system and (2) solution of a 24-parameter inverse problem required to identify a pulse train whose frequency spectrum matched a desired reference spectrum." @default.
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• W2000486853 date "1980-12-01" @default.
• W2000486853 modified "2023-10-03" @default.
• W2000486853 title "A global optimization algorithm using adaptive random search" @default.
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• W2000486853 doi "https://doi.org/10.1016/0096-3003(80)90027-2" @default.
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