Random search (RS) is a family of numerical optimization methods that do not require the gradient of the problem to be optimized, and RS can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods.
The name "random search" is attributed to Rastrigin who made an early presentation of RS along with basic mathematical analysis. RS works by iteratively moving to better positions in the search-space, which are sampled from a hypersphere surrounding the current position.
Let f: ℝn → ℝ be the fitness or cost function which must be minimized. Let x ∈ ℝn designate a position or candidate solution in the search-space. The basic RS algorithm can then be described as:
- Initialize x with a random position in the search-space.
- Until a termination criterion is met (e.g. number of iterations performed, or adequate fitness reached), repeat the following:
- Now x holds the best-found position.
A number of RS variants have been introduced in the literature:
- Fixed Step Size Random Search (FSSRS) is Rastrigin's  basic algorithm which samples from a hypersphere of fixed radius.
- Optimum Step Size Random Search (OSSRS) by Schumer and Steiglitz  is primarily a theoretical study on how to optimally adjust the radius of the hypersphere so as to allow for speedy convergence to the optimum. An actual implementation of the OSSRS needs to approximate this optimal radius by repeated sampling and is therefore expensive to execute.
- Adaptive Step Size Random Search (ASSRS) by Schumer and Steiglitz  attempts to heuristically adapt the hypersphere's radius: two new candidate solutions are generated, one with the current nominal step size and one with a larger step-size. The larger step size becomes the new nominal step size if and only if it leads to a larger improvement. If for several iterations neither of the steps leads to an improvement, the nominal step size is reduced.
- Optimized Relative Step Size Random Search (ORSSRS) by Schrack and Choit  approximate the optimal step size by a simple exponential decrease. However, the formula for computing the decrease-factor is somewhat complicated.
- Random optimization is a closely related family of optimization methods which sample from a normal distribution instead of a hypersphere.
- Luus–Jaakola is a closely related optimization method using a uniform distribution in its sampling and a simple formula for exponentially decreasing the sampling range.
- Pattern search takes steps along the axes of the search-space using exponentially decreasing step sizes.
- Rastrigin, L.A. (1963). "The convergence of the random search method in the extremal control of a many parameter system". Automation and Remote Control 24 (10): 1337–1342.
- Schumer, M.A.; Steiglitz, K. (1968). "Adaptive step size random search". IEEE Transactions on Automatic Control 13 (3): 270–276. doi:10.1109/tac.1968.1098903.
- Schrack, G.; Choit, M. (1976). "Optimized relative step size random searches". Mathematical Programming 10 (1): 230–244. doi:10.1007/bf01580669.