title: Optimization of multivariate function with a initial solution close to the optimum
body: <p>I was wondering if anyone knows which kind of algorithm could be use in my case. I already have run the optimizer on my multivariate function and found a solution to my problem, assuming that my function is regular enough.  I slightly perturbate the problem and would like to find the optimum solution which is close to my last solution. Is there any very fast algorithm in this case or should I just fallback to a regular one.</p>