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). The original CRS2 algorithm was described by: W. L. Price, "A controlled random search procedure for global optimization," in Towards Global Optimization 2, p. 71-84 edited by L. C. W. Dixon and G. P. Szego (North-Holland Press, Amsterdam, 1978). It is under the same MIT license as the rest of my code in NLopt (see ../COPYRIGHT). Steven G. Johnson September 2007