Kumar, Rajeeva; Kabamba, Pierre T.; Hyland, David C. - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 2, pp. 95-103
This paper presents an analysis of an adaptive random search (ARS) algorithm, a global minimization method. A probability model is introduced to characterize the statistical properties of the number of iterations required to find an acceptable solution. Moreover, based on this probability model,...