Shows the non continuous target function I'm talking about. That's just to illustrate the problem. I'm looking for an algorithm that searches for the minimum/minima of this function or similar functions.
As you can see, it consists of rectangular areas with constant function value (represented by color). That's a problem, as all the algorithms I know expect the objective function to be continuous.
Algorithms like PSO or GA do actually some kind of optimization if I apply them, but I guess that's not really the most effective way to do this, they converge way to early. No surprise there.
Any suggestions on what algorithms could be applicable? Maybe even some key words for searching would be of help.