Optimization

[kspanakis]

Hello, i am trying to find the minimum of a multi-variate function using Powell's method. Depending on initial point you get a different (local) minimum.

How can i find the global minimum of my function, using Powell's method? What other options do i have?

[Bignose]

There is no guarantee to find global minimums when using local searches, like Powell's. As far as other options, there is a rich, rich literature on this subject, something I'm not going to re-type all here. This can span everything from starting local searches (like Powell's or other similar ones) from a bunch of different points and taking the best, to more directed randomizations like genetic or evolutionary algorithms. Really, I'd suggest you do some more reading, because given the sparse information you provided, there really isn't much more to suggest.