In the paper, the global optimization problem of a multidimensional
"black-box" function satisfying the Lipschitz condition over a hyperinterval
with an unknown Lipschitz constant is considered. A new efficient algorithm for
solving this problem is presented. At each iteration of the method a number of
possible Lipschitz constants is chosen from a set of values varying from zero
to infinity. This idea is unified with an efficient diagonal partition
strategy. A novel technique balancing usage of local and global information
during partitioning is proposed.