ossrs (Scripts) Publisher's description
from Sheela Belur
Optimized Step Size Random Search(OSSRS) A random search method for the optimization of a function of n variables
Optimized Step Size Random Search(OSSRS) A random search method for the optimization of a function of n variables. Can be used as a start-up before using a determistic method like Simplex method of Nelder and Mead to arrive at the region of the optimum and then switch to a deterministic search.
The function to be minimized is to be deifned in the m function called fun.m. 'n' is the number of variables. x is the vector of initial variables. 'std' can be set based on the range of variation of the variables- about 10% of x- the initial values-should be right.
The following demo function is included:
Sheela Belur V, An Optimized Step Size Random Search , Computer Methods in Appl. Mech & Engg, Vol. 19, 99-106 , 1979
Tested under MATLAB 4.2c & 5
System Requirements:MATLAB 5.2 (R10)
Program Release Status: New Release
Program Install Support: Install and Uninstall