Genetically controlled random search: a global optimization method for continuous multidimensional functions
A new stochastic method for locating the global mini mum of a multidimensional function inside a rectangular hyperbox is presented. A sampling technique is employed that makes use of the procedure known as grammatical evolution. The method can be considered as a "genetic" modification of the Controlled Random Search procedure due to Price. The user may code the objective function either in C++ or in Fortran 77. We offer a comparison of the new method with others of similar structure, by presenting results of computational experiments on a set of test functions.
global optimization stochastic methods grammatical evolution genetic programming