The Shuffled Complex Evolution (SCE) algorithm finds a global minimum of a function of several variables. The algorithm is introduced in 1992 by Duan et al.
Initially, a set of points are drawn randomly from the specified distributions. Each point consists of a set of values of the calibration parameters. For each point, a cost is assigned. These points are then ordered and grouped into "complexes" based on their costs. The next step is an iterative procedure, where the first step is to divide each complex into "simplexes" and propagate each simplex to find a new point with smaller cost using the simplex method. Afterwards, the complexes are merged back, all the points are reshuffled and regrouped into a new set of complexes. After each iteration the points will tend to become neighbours of each other around the global minimum of the cost function.