Improving Hit-and-Run

Step 0. Initialize Xo, Yo=fo(Xo) and k=0.
Step1. Generate a direction vector Dk using a direction generator and generate a new point along Dk from the current point by sampling uniformly with a step size generator.
Step2. Update the new point if it is improving.
Step 3. If the stopping criterion is met, stop. Else increment k and continue from Step1.

Reference: Zabinsky, Z.B., Smith, R.L., McDonald, J.F., Romeijn, H.E. and Kaufman, D.E, "Improving Hit-and-Run for Global Optimization", Journal of Global Optimization, Vol.3, pp 171-192, 1993

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