A controlled random search procedure for global optimisation
W. L. Price · The Computer Journal · 1977
A new random search procedure is described which, while conceptually simple and easily programmed on a minicomputer, is effective in searching for global minima of a multimodal function, with or without constraints. The procedure is compared with a global optimisation algorithm devised by Becker and Lago and the results of trials, using a variety of test problems, are given.