Function Minimization by a Random Search Method

Here you can minimize a function f(z) of n variables z0,z1,z2.... using a Random Search Method.$ This does not use the derivative of the cost function. The method tends to be inefficient at the vicinity of the minimum. It can therefore be used for obtaining an initial guess for other more efficient methods.

Please use the specific format to input various math functions. Always remember to insert a * for multiplication.

Note: If JavaScript numerical error occurs during execution, click on the 'minimize' button again and it may(!) work.

Enter number of variables 'n'

Function f(z) to be minimized

Minimum

Optimal parameters


$Sheela, Belur V., An Optimized Step-Size Random search, Comput. Methods in Appl.Mech.Engg. Vol 19, pp 99-106

Here's the front panel of LABVIEW implementation of OSSRS.

Report all bugs to Sheela V.Belur at bvsheela@yahoo.com

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