Abstract
New results concerning the family of random searches as proposed by Rastrigin are presented. In particular, the random search with reversals and two optimized relative step size random searches are investigated. Random searches with reversals are found to be substantially better than their counterparts. A new principle of updating the step size for this family of searches is proposed.
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Schrack, G., Choit, M. Optimized relative step size random searches. Mathematical Programming 10, 230–244 (1976). https://doi.org/10.1007/BF01580669
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DOI: https://doi.org/10.1007/BF01580669