Abstract
For finding the global minimum of a nondifferentiable function of several variables, which has a finite number of local minima in its domain of definition, an algorithm based on optimal set partitioning method is suggested. The algorithm enables one to simultaneously find all local minima and their attraction zones with subsequent selection of the global minimum point. As the optimality criterion of partitioning the definition domain of the minimized function into attraction zones of local minima, we take the minimal error admitted by incorrect referring the point x of attraction zone of one local minimum to the attraction zone of another local minimum. The algorithm is evaluated on a set of test one-dimensional functions. Recommendations for selecting parameters of the algorithm are given.
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