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Random optimization
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<p>Random optimization (RO) is a family of numerical <a href="/facts/Optimization_(mathematics)/oRn8Iv5I">optimization</a> methods <a href="/facts/Derivative-free_optimization/G1zVMgtf">that do not require the gradient</a> of the optimization problem and RO can hence be used on functions that are not <a href="/facts/Continuous_function/sKbl02pB">continuous</a> or <a href="/facts/Differentiable_function/jQqTgLk1">differentiable</a>. Such optimization methods are also known as direct-search, derivative-free, or black-box methods. </p><p>The name random optimization is attributed to Matyas who made an early presentation of RO along with basic mathematical analysis. RO works by iteratively moving to better positions in the search-space which are sampled using e.g. a <a href="/facts/Normal_distribution/UapjjPyQ">normal distribution</a> surrounding the current position. </p>