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This is my implementation of the "controlled random search" (CRS2) algorithm
with the "local mutation" modification, as defined by:
P. Kaelo and M. M. Ali, "Some variants of the controlled random
search algorithm for global optimization," J. Optim. Theory Appl.
130 (2), 253-264 (2006).
The original CRS2 algorithm was described by:
W. L. Price, "A controlled random search procedure for global
optimization," in Towards Global Optimization 2, p. 71-84
edited by L. C. W. Dixon and G. P. Szego (North-Holland Press,
Amsterdam, 1978).
It is under the same MIT license as the rest of my code in NLopt (see
../COPYRIGHT).
Steven G. Johnson
September 2007
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