A new approach to global minimization

A new algorithm is presented for the location of the global minimum of a multiple minima problem. It begins with a series of randomly placed probes in phase space, and then uses an iterative Gaussian redistribution of the worst probes into better regions of phase space until all probes converge to a single point. The method quickly converges, does not require derivatives, and is resistant to becoming trapped in local minima. Comparison of this algorithm with others using a standard test suite demonstrates that the number of function calls has been decreased conservatively by a factor of about three with the same degree of accuracy. A sample problem of a system of seven Lennard‐Jones particles is presented as a concrete example. © 1997 by John Wiley & Sons, Inc.

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