By Costa, M.F.P.; Rocha, A.M.A.C.; Fernandes, E.M.G.P.
AIP Conference Proceedings
In this paper, we present a derivative-free multilevel coordinate search (MCS) approach, that relies on the Hooke and Jeeves local search, for globally solving bound constrained optimization problems. Numerical experiments show that the proposed algorithm is effective in solving benchmark problems, when compared with the well-known solvers MCS and DIRECT.