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On random minimization of functions

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Abstract

A non-deterministic minimization algorithm recently proposed is analyzed. Some characteristics are analytically derived from the analysis of positive definite quadratic forms. An improvement is proposed and compared with the basic algorithm. Different variants of the basic algorithm are finally compared to a standard Conjugate Gradient minimization algorithm in the computation of the Rayleigh coefficient of a positive definite symmetric matrix.

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Authors and Affiliations

  1. IRST Istituto per la Ricerca Scientifica e Tecnologica, I-38050, Povo, Trento, Italy

    G. P. Tecchiolli & R. Brunelli

Authors
  1. G. P. Tecchiolli
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  2. R. Brunelli
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Tecchiolli, G.P., Brunelli, R. On random minimization of functions. Biol. Cybern. 65, 501–506 (1991). https://doi.org/10.1007/BF00204663

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  • DOI: https://doi.org/10.1007/BF00204663

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