Home > Articles, Numerical Methods > Random Search (Stochastic Algorithm).

Random Search (Stochastic Algorithm).

February 9, 2011 Leave a comment Go to comments

Taxonomy

Random search belongs to the fields of Stochastic Optimization and Global Optimization. Random search is a direct search method as it does not require derivatives to search a continuous domain. This base approach is related to techniques that provide small improvements such as Directed Random Search, and Adaptive Random Search.

Strategy

The strategy of Random Search is to sample solutions from across the entire search space using a uniform probability distribution. Each future sample is independent of the samples that come before it.

Implementation

http://www.cleveralgorithms.com/nature-inspired/stochastic/random_search.rb

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