Iterative optimization RCO: A "Ruler & Compass" deterministic method
Résumé
We present here the basic version of an iterative optimization algorithm that is deterministic, needs
just one parameter, and often capable of finding a good solution after very few evaluations of the fitness
function. We explain its principles using a multimodal one-dimensional problem. For such problems, it could
be applied using nothing more than a ruler and a compass. We provide classical examples illustrating the
algorithm’s properties, as well examples where it fails. As this version does not address possible stagnation,
it is really only useful for low-dimensional problems (typically at most ten), where each evaluation of a
position in the search space is very costly in terms of computational resources.
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