Locating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase when the derivatives of the functions defining the problem are not available for use. In this work, we present a new algorithm suited for bound constrained, derivative-free, global optimization. Using direct search of directional type, the method alternates between a search step, where potentially good regions are located, and a poll step where the previously located regions are explored. This exploitation is made through the launching of several pattern search methods, one in each of the regions of interest. Differently from a multistart strategy, the several pattern search methods will merge between them when sufficiently close to each other. The goal is to end with as many pattern searches as the number of local minimizers, which would allow to easily locating the possible global extreme value. We describe the algorithmic structure considered, present the corresponding convergence analysis and report numerical results, showing that the proposed method is competitive with currently commonly used solvers. |