MCS

Global Optimization by Multilevel Coordinate Search MCS is a Matlab program for bound constrained global optimization using function values only, based on a multilevel coordinate search that balances global and local search. The local search is done via sequential quadratic programming.

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MCS attempts to find the global minimizer of the bound constrained optimization problem

 
 min f(data,x)
 s.t. x in [u,v] (a box in R^n)

where data is a fixed data vector (or other data structure), and f is a function of data and x defined by a user-provided m-File,

The search is not exhaustive; so the global minimum may be missed. However, a comparison to other global optimization algorithms shows excellent performance in many cases, especially in low dimensions.

Need more info?

MCS is available as Matlab source code from
http://www.mat.univie.ac.at/~neum/software/mcs/
and runs under Matlab 4 and Matlab 5.

Reference:

W. Huyer and A. Neumaier,
Global optimization by multilevel coordinate search,
to appear in J. Global Optimization.

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