Random Search Algorithm

The strategy of Random Search is to sample solutions from across the entire search space using a uniform probability distribution. Each future sample is independent of the samples that come before it.

Random search have a minimal time and memory complexities in that it only requires a candidate solution construction routine and a candidate solution evaluation routine, both of which may be calibrated using the approach.

The worst case performance for Random Search for locating the optima is worse than an Enumeration of the search domain, given that Random Search has no memory and can blindly resample.

Random Search can return a reasonable approximation of the optimal solution within a reasonable time under low problem dimensionality, although the approach does not scale well with problem size (such as the number of dimensions).

The results of a Random Search can be used to seed another search technique, like a local search technique (such as the Hill Climbing algorithm) that can be used to locate the best solution in the neighborhood of the good candidate solution.

randomsearch

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