# What is the name of the following algorithm?

I am using the following algorithm to solve an optimization problem I have. I was wondering if there is a proper name for this algorithm in the literature.

Let $f(x)$ be my objective function.

I guess some $x_0$ and see have it performs.

Next, I randomly generate around $x_0$, some $\{x_k \}$ for $k \in [1:K]$ and see how the compare to $x_0$. If I find $x_n$ that perform better than $x_0$. I perform the same procedure again with $x_n$.

I am only starting to learn about algorithms and would be grateful if you point me to the name and some reference on similar algorithms

• I don't recall seeing a precise name for the particular variant you have, but it's a type of Random Search - essentially a Local Search where you select elements from the neighbourhood at random. – Luke Mathieson Aug 9 '15 at 1:24