On the efficiency of a random search method
Gilberto Pérez Lechuga, Juan Carlos Seck-Tuoh-Mora, Eduardo Morales‐Sánchez, Mariano Méndez-Suárez · International Conference on Applied Mathematics · 2005
This paper studies the efficiency of the random search reported by Rubinstein [1] and widely studied by Perez-Lechuga [2]. We proof that the efficiency of the selected random search algorithm is a linear function both of the step size and the direction of the descent movement. We report the theoretical results.