Incorporation of gradient into random search optimization
Rein Luus, Paul Brenek · Chemical Engineering & Technology · 1989
Abstract To improve the rate of convergence of random search optimization procedures, the incorporation of a gradient‐oriented one‐dimensional search is investigated. With this modification to the random search procedure based on uniform sampling and region contraction [1], convergence to within 0.01% of the global optimum was obtained substantially faster for typical chemical engineering problems. It was also found that the reliability of obtaining the global optimum was improved.