Abstract
An efficient and rapid heuristic local search method is dealt with, which can be applied for a wide class of nonlinear functions. The algorithm does not use gradients of the objective, and can be implemented in a very simple way. As it is demonstrated, its computational requirements are also low. The method is working using a coordinate-wise search step in each iteration cycle. Our implementation is described, shown, and analyzed through some test functions of the literature. The illustrative numerical study is attached, as well as a comparison with the well-known gradient method. The simplicity and easy-to-program nature of the method makes it to be able to be used in education.
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