Discrete optimisation

A computer-implemented method of discrete optimisation comprising:

• receiving an optimisation objective function;
• performing a continuous optimisation based upon the optimisation objective function to generate an initial continuous value;
• generating a plurality of candidate discrete values based upon the initial continuous value and limiting a size of a search space by centering the plurality of candidate discrete values on the initial continuous value;
• evaluating the plurality of candidate discrete values based upon the optimisation objective function, wherein the evaluation of the plurality of candidate discrete values is carried out in parallel;
• and
• outputting a candidate discrete value based upon the evaluation.