A generalization of the multistart algorithm is proposed for finding the globalminimizer of a nonlinear function of n variables. Our method concentrates a quasirandomsample by performing a few inexpensive local search...
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A generalization of the multistart algorithm is proposed for finding the globalminimizer of a nonlinear function of n variables. Our method concentrates a quasirandomsample by performing a few inexpensive local searches. The sample is thed reduced byreplacing worse points by flew quasirandom points. A complete local search is performedonly on those points with small function values. This method performs favorably incomparison to other global optimization methods.
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