Optimization by direct search and systematic reduction of the size of search region
Rein Luus, T. H. I. Jaakola · AIChE Journal · 1973
Abstract A direct search procedure utilizing pseudo random numbers over a region is presented to solve nonlinear programming problems. After each iteration the size of the region is reduced so that the optimum can be found as accurately as desired. The ease of programming, the speed of convergence, and the reliability of results make the procedure very attractive for solving nonlinear programming problems.