Used when we need to search for important points. P is the problem list. It should have already gone through BuildConCheckGrid and BinningStep. The returned function must return a value even if WeightedKDE() fails. In case of failure, just assign a large random value to the objective value (to keep the search from stagnating or moving systematically in one direction).
makeOF(P)
The objective function.
The list of problem details.