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Random walk method

The random walk method is illustrated in the following pseudo-codes:

    for (i=1 to n) 
        x0[i]=random(-SEARCHRANGE,SEARCHRANGE);
    
    f0=f(x0);
    
    for (counter=1 to MAXCOUNT) {
        for (i=1 to n)
            delta_x[i]=random(-STEPSIZE,STEPSIZE);
        
        f1=f(x0+delta_x);
        if (f1 < f0) {
            x0 = x0 + delta;
            f0 = f1;
        }
    }



Joseph Chen 2002-09-05