What is global optimization?
1. Intuitive interpretation
In mountain climbing, people like getting on the summit of the mountain. They are seeking global optimization (See Fig.1).
2. Mathematical interpretation
The objective of global optimization is to find the true best solution to a problem, in the (possible or known) presence of multiple local optimal solution. Mathematically, the global optimum x* of a function f is a point in R^n such that f(x*)<=f(x) for all x in a given domain; the local optimum has less requirement, i.e., f(x*)<=f(x) for all x in a neighborhood of x*. (See Fig. 2).