The multi_step case examines each trial step in the pattern in
turn. If a successful step is found, the pattern search continues
examining trial steps about this new point. In this manner, the
effects of multiple successful steps are cumulative within a single
iteration. This option does not support any parallelism and will
result in a serial pattern
Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.