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This is my implementation of the "Multi-Level Single-Linkage" (MLSL)
algorithm for global optimization by random local optimizations (a
multistart algorithm with "clustering" to avoid repeated detection of
the same local minimum), modified to optionally use a Sobol'
low-discrepancy sequence (LDS) instead of pseudorandom numbers. See:
A. H. G. Rinnooy Kan and G. T. Timmer, "Stochastic global optimization
methods," Mathematical Programming, vol. 39, p. 27-78 (1987).
[ actually 2 papers -- part I: clustering methods (p. 27), then
part II: multilevel methods (p. 57) ]
and also:
Sergei Kucherenko and Yury Sytsko, "Application of deterministic
low-discrepancy sequences in global optimization," Computational
Optimization and Applications, vol. 30, p. 297-318 (2005).
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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