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Ramdomic Search

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Unconstrained global optimization using adaptive random search.

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Unconstrained global optimization using adaptive random search.
Based on the algorithm written in C for constrained global optimization in 1989/09/29 and published as:
A.R. Secchi and C.A. Perlingeiro, "Busca Aleatoria Adaptativa", in Proc. of XII Congresso Nacional de Matematica Aplicada e Computacional, Sao Jose do Rio Preto, SP, pp. 49-52 (1989).

Comments and Ratings (4)

Emmanuel Farhi

It works, but is very slow, and often fails on complex problems.

Stanislav

sjliu liu

good

Dmitrey Kroshko

I connected Giovani Tonel file to the OpenOpt project
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file
& informed him (I hope my letter passed antispam filter OK)
if any pretensions will be received, I promise to exclude the one.

MATLAB Release
MATLAB 5.3 (R11)

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