On the problem of global optimisation of a multivariable function

Abstract

One of the actual problems in the field of numerical optimisation, as is well known, is the problem of the search for the global extremum of a multivariate function [1-9,13,14,17-21]. Various versions of the random search methods [6,8,9] are considered to be the most reliable to solve the problem of global optimisation. In this work we present the little-known methods of Halton and LP-search, which has been proved as one of the best practical solutions of the global optimisation problem.