Controlled Random Search
Controlled Random Search is a basic population algorithm for Global Optimization published in 1977 before the populatiry of Genetic Algorithms and the like. It allows a bit of analysis of its convergence behaviour and I have seen many applications for parameter estimation use 30 years ago. This means, it has an easy to understand structure and despite all published variants, its basic engine is quite effecive.
Scientific Area:
MatLab, Python
Language/Environments:
Optimization
Target Group:
Basic
Cite as:
W. L. Price, A controlled random search procedure for global optimisation, The Computer Journal, Volume 20, Issue 4, 1977, Pages 367–370, https://doi.org/10.1093/comjnl/20.4.367
Author of the review:
Eligius Hendrix
University of Malaga
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