Optimization by Random Search on the Analog Computer

One method of searching a system for optimum operating conditions is to evaluate system performance for many randomly-chosen combinations of the independent parameters. This paper explains the use of standard electronic analog computer equipment to accomplish such a search of a mathematical model quickly and economically. Gaussian noise sources generate values of the independent parameters and sample-hold circuits hold those values which give the best value of the optimization criterion. An application of the method to a production allocation problem is mentioned.