Open Collections

UBC Theses and Dissertations

UBC Theses Logo
Featured Collection

UBC Theses and Dissertations

Optimized relative step size random search Choit, Mark David

Abstract

A theoretical technique for the minimization of a function by a random search is presented. The search is a modification of the Optimum Step Size Random Search of Schumer and Steiglitz to include reversals. A theory for updating the step size is presented upon which an implementation of a search algorithm suitable for high-dimensional functions with no requirements for derivative evaluations is based.

Item Metadata

Title
Optimized relative step size random search
Creator
Choit, Mark David
Publisher
University of British Columbia
Date Issued
1973
Description
A theoretical technique for the minimization of a function by a random search is presented. The search is a modification of the Optimum Step Size Random Search of Schumer and Steiglitz to include reversals. A theory for updating the step size is presented upon which an implementation of a search algorithm suitable for high-dimensional functions with no requirements for derivative evaluations is based.
Genre
Thesis/Dissertation
Type
Text
Language
eng
Date Available
2011-03-29
Provider
Vancouver : University of British Columbia Library
Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
DOI
10.14288/1.0101426
URI
http://hdl.handle.net/2429/33041
Degree (Theses)
Master of Applied Science - MASc
Program (Theses)
Electrical and Computer Engineering
Affiliation
Applied Science, Faculty of; Electrical Engineering, Department of
Degree Grantor
University of British Columbia
Campus
UBCV
Scholarly Level
Graduate
Aggregated Source Repository
DSpace

Item Media

Item Citations and Data

Rights

For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.