Step 1:

Given initial iteration point x, step length is λ, control accuracy is ℓ

Step 2: Iteration times is N, k is the current iteration time

Step 3: When k < N, randomly generate a N-dimension vector u = (u1, u2 … un).then finish the first walkx1 = x + λu'

Step 4: If f(x1) < f(x), k = 1 and return to the step 2, else k = k + 1 and return to the step 3.

Step 5: If the optimal solution is not found in N times, the optimal solution is centered on the current optimal solution.