SECTION 7.

RNSRCH

This is a random search algorithm. For a description see
Schumer, M.A. and K. Steiglitz, Adaptive Step Size Random Search,
*IEEE Transactions of Automatic Control*, AC-13
(1968),270-276.

STORAGE REQUIREMENTS

NQ = i2 = 4*NP

TERMINATION FLAGS

IER = Greater than 0 if optimum is achieved

IER = 3 Function value is accurate to relative ACC

IER = 1 Attempted stepsize is less than ACC (relatively)

IER = -1 Iteration limit exceeded

IER = -3 Input error

IER = -4 Not enough scratch storage

IER = -9 Function error in first FUNC call

IER = -15 No stopping criterion is enabled

SECTION 7.1 OPTIONS

Besides the general options the following are available.

COMMON/BOPT6/DELTAZ,SDELTA,RHO

DELTAZ = Initial stepsize (Default value is 4.0)

SDELTA = Minimum stepsize permitted. (Default value is 1.D-4).
For effective optimization SDELTA should be .LE. 0.1*ACC

RHO = Stepsize shrinkage factor (default value is 0.5)

Note: In this algorithm the value of ITERL should be set at the maximum number of function evaluations permitted. The algorithm will compare ITERL with IVAL, not with ITERC. Iterations are still counted by ITERC but are of no interest to the general user.