Towards “Ideal Multistart”. A stochastic approach for locating the minima of a continuous function inside a bounded domain

A stochastic global optimization method based on Multistart is presented. In this, the local search is conditionally applied with a probability that takes in account the topology of the objective function at the detail offered by the current status of exploration. As a result, the number of unnecessary local searches is drastically limited, yielding an efficient method. Results of its application on a set of common test functions are reported, along with a performance comparison against other established methods of similar nature.