random search
naključno iskanje
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.
The algorithm described herein is a type of local random search, where every iteration is dependent on the prior iteration's candidate solution. There are alternative random search methods which sample from the entirety of the search space (for example pure random search or uniform global random search), but these are not described in this article.
