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On the Experience of Using Various Pseudorandom Number Sensors in Random Search Algorithms for the Global Extremum of Functions
Urazaeva Tatiana Alfredovna

PhD in Economics

Head of the Department of Information Systems in the economy, Volga State University of Technology

424032, Russia, respublika Marii El, g. Ioshkar-Ola, ul. Pavlenko, 60

bor1@mari-el.com
Другие публикации этого автора
 

 
Smirnova Svetlana Yur'evna

Master's degree student of the Department of Information Systems in Economics at Volga State University of Technology

424000, Russia, Republic of Mari El, Yoshkar-Ola, Lenin's square, 3

svetiki_2807@mail.ru

Abstract.

The subject of the research is the methods of optimization, in particular, methods of random search for the global extremum of functions. The object of the research is the problems of the random search connected with the replacing the flow of equally distributed truly random numbers with pseudorandom sequences. The authors have created a simulative example that can clearly demonstrate limitations of the method of equal random search in case when the period length of a pseudo-random sequence used is comparable to potentially achievable number of target function calculations in the given group of traditional calculations. The authors demonstrate that there are serious limitations of the random number generator installed in the VBA-subsystem of the Microsoft Office package when using the option of random search in algorithms. When synthesizing the model target function, the author has used the methods of algebra and analysis. The main results of the research is the statement about impractibility of using the pseudo-random number generator installed in the VBA-subsystem of the Microsoft Office package in random search algorithms and recommendations on how to replace the installed sensor with the new generation generators such as Mersenne twister. 
 

Keywords: stochastic optimization, optimization, continuous function, nonlinear programming, linear congruential generator, smooth function, Mersenne twister, Rosenbrock function, objective functions, extremum

DOI:

10.7256/2306-4196.2016.6.19397

Article was received:

14-06-2016


Review date:

16-06-2016


Publish date:

02-02-2017


This article written in Russian. You can find full text of article in Russian here .

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