This is my implementation of the "controlled random search" (CRS2) algorithm
with the "local mutation" modification, as defined by:

       P. Kaelo and M. M. Ali, "Some variants of the controlled random
       search algorithm for global optimization," J. Optim. Theory Appl.
       130 (2), 253-264 (2006).

It is under the same MIT license as the rest of my code in NLopt (see
../COPYRIGHT).

Steven G. Johnson
September 2007