UBC Theses and Dissertations

UBC Theses Logo

UBC Theses and Dissertations

Optimized relative step size random search Choit, Mark David


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 Media

Item Citations and Data


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.