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Optimization by Random Search on the Analog Computer

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2 Author(s)
Munson, J.K. ; E. I. Du Pont de Nemours and Company, Wilmington, Del. ; Rubin, A.I.

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.

Published in:

Electronic Computers, IRE Transactions on  (Volume:EC-8 ,  Issue: 2 )