Implement random search algorithm in java

Question

I'm tryin to implement a simple "random search algorithm" in Java

here's a piece of the code:

//execute the algorithm

    double bestSolution; //INITIAL SOLUTION!
    Vector bestVector=null;

    for (int iter=0; iter<maxIterations; iter++) {
        //generate random vector-solution
        Vector v = Vector.generateRandomVector(problemSize, minOfSearchSpace, maxOfSearchSpace);
        double currentObjValue = objectiveFunctionValue(v);
        // if a better solution is found
        if (currentObjValue < bestSolution); { 
            bestVector = v;
            bestSolution = currentObjValue;
        }
        System.out.println("Iteration: "+(iter+1)+" Best solution: "+bestSolution);
    } // end for

    System.out.println("\n\nBest solution: "+bestVector.toString()+" Objective Value: "+bestSolution);

my problem is: somehow i have to initialize the initial solution "double bestSolution". what initial value should i give? note that for certain objective function, values such as "0" while make the convergence harder.

sverre · Accepted Answer · 2011-07-06 21:38:35Z

1

It seems natural to me to use

double bestSolution = Double.MAX_VALUE

since presumably your first guess will be the best so far, no matter what it is.

or maybe even

double bestSolution = Double.POSITIVE_INFINITY

answered Jul 6, 2011 at 21:38

sverre

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6 Comments

Florenc Over a year ago

pretty reasonable idea but think of this example:

Florenc Over a year ago

min x^2 using that initial value the algorithm will never converge

sverre Over a year ago

I don't see where in your code you are using the value of bestSolution as a seed for generating the next vector. I must be missing something, does generateRandomVector() somehow use bestSolution? As I understand it you're just generating random candidates, so the initial value shouldn't affect the result.

Florenc Over a year ago

that's what exacty random search does. create random solutions using generateRandomVector() in a pre-specified search space and comparees with the pevious best solution.

sverre Over a year ago

in that case the solution will not converge any faster no matter what your initial choice of bestSolution is.

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JB Nizet · Accepted Answer · 2011-07-06 21:44:47Z

0

Check if you're at the first iteration (iter == 0), and initialize the bestSolution with the computed solution if it's the first iteration, else compare it with the previous bestSolution.

answered Jul 6, 2011 at 21:44

JB Nizet

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