Random search

Random search (RS) is a family of numerical optimization methods that do not require the gradient of the problem to be optimized, and RS can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods. Random search (RS) is a family of numerical optimization methods that do not require the gradient of the problem to be optimized, and RS can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods. The name 'random search' is attributed to Rastrigin who made an early presentation of RS along with basic mathematical analysis. RS works by iteratively moving to better positions in the search-space, which are sampled from a hypersphere surrounding the current position. Let f: ℝn → ℝ be the fitness or cost function which must be minimized. Let x ∈ ℝn designate a position or candidate solution in the search-space. The basic RS algorithm can then be described as: