Editing Random optimization (section)

{{Short description|OPTIMISATION TECHNIC IN MATHS}}
'''Random optimization (RO)''' is a family of numerical [[Optimization (mathematics)|optimization]] methods [[Derivative-free optimization|that do not require the gradient]] of the optimization problem and RO can hence be used on functions that are not [[Continuous function|continuous]] or [[Differentiable function|differentiable]]. Such optimization methods are also known as direct-search, derivative-free, or black-box methods.

The name random optimization is attributed to Matyas <ref name=matyas65random/> 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 [[normal distribution]] surrounding the current position.