Fixed Step Size Random Search (FSSRS)

In the 1963 paper (Rastrigin, 1963) the author Rastrigin presents an improved version of Random Search.

  1. Given fitness function “f”
  2. Select a starting point x at random within the solution space.
  3. Let best = x.
  4. Sample a new position x within a given hypersphere of a specified radius r around best. That is, randomly select x to be a new point within a specified distance r of best.
  5. If f(x) < f(best), replace best with x.
  6. Continue (from step 4) until termination criteria is reached.

The user must choose the radius r.

Later authors propose was to dynamically adjust r. See ASSRS and ORSSRS.

Further Reading

References

  • Rastrigin, L.A (1963), “About Convergence of Random Search Method in Extremal Control of Multi-Parameter Systems” L.A. Rastrigin (mathnet.ru, includes PDF, russian language).