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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.

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