The attributes of flexibility and efficiency attainable with random search techniques are discussed as well as a scope of application ranging from uses involving high speed general purpose computers to extremely simple adaptive devices.
1. Introduction
ONLY IN recent years has serious study been given to the concept of applying random search techniques to general engineering problems. The applications range from simple devices, hardly worthy of the name computer, which use random methods to avoid complex logical structures, to techniques for sophisticated general purpose computers which use random searching in the interest of efficiency [-1-13]. It is the purpose of this paper to indicate that there is an entire spectrum of applications in which random searching methods offer great and novel advantages over more traditional methods,
The particular type of problem to be discussed here will be called an optimization problem and is characterized by a search, conducted in a multidimensional space, x = xt, x2 ..... x~ (I) tbr a set of values of the x parameters which yield an absolute extreme (maximum or minimum) of a criterion or reward function, C(x) = C(xl, x2 ..... .~'n)
(2) In fact, either the location in the x space which yields the extreme of C, say, Cm~ X or the value of Cm~x itself may be of primary concern [l I] (Section 2,2.2).
Such problems occur in a variety of contexts as this short list of examples will demonstrate.
- Extremal or adaptive control devices or automatic optimizers are often constructed as maximum seeking devices [7][8][9][11][12][13][14][15].