Title :
Global optimization using linear lower bounds: one dimensional case
Author :
Bromberg, Matt ; Chang, Tsu-Shuan
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., California Univ., Davis, CA, USA
Abstract :
A new one-dimensional global optimization algorithm using linear lower bounds is presented. The algorithm is guaranteed to converge to a global minimum with given specified tolerance in a finite number of steps. Some numerical testing examples are used to illustrate the effectiveness of the algorithm
Keywords :
convergence of numerical methods; optimisation; 1D global optimisation; convergence; linear lower bounds; Computer aided software engineering; Computer science; Differential equations; Testing; Upper bound;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.204069
