An Improved Controlled Random Search Method

Abstract

A modified version of a common global optimization method named controlled random search is presented here. This method is designed to estimate the global minimum of multidimensional symmetric and asymmetric functional problems. The new method modifies the original algorithm by incorporating a new sampling method, a new termination rule and the periodical application of a local search optimization algorithm to the points sampled. The new version is compared against the original using some benchmark functions from the relevant literature.

Keywords

• global optimization
• random search
• termination rule