• DocumentCode
    797481
  • Title

    Adaptive step size random search

  • Author

    Schumer, Michael A. ; Steiglitz, Kenneth

  • Author_Institution
    Raytheon Company, Waltham, MA, USA
  • Volume
    13
  • Issue
    3
  • fYear
    1968
  • fDate
    6/1/1968 12:00:00 AM
  • Firstpage
    270
  • Lastpage
    276
  • Abstract
    Fixed step size random search for minimization of functions of several parameters is described and compared with the fixed step size gradient method for a particular surface. A theoretical technique, using the optimum step size at each step, is analyzed. A practical adaptive step size random search algorithm is then proposed, and experimental experience is reported that shows the superiority of random search over other methods for sufficiently high dimension.
  • Keywords
    Adaptive methods; Search methods; Adaptive control; Communication systems; Cost function; Gradient methods; Helium; Military computing; Minimization methods; Newton method; Q measurement; Search methods;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1098903
  • Filename
    1098903
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=797481