Golden section search over hyper-rectangle: a direct search method

Suvra Kanti Chakraborty and Geetanjali Panda

International Journal of Mathematics in Operational Research, 2016, vol. 8, issue 3, 279-292

Abstract: This paper generalises the golden section optimal search method to higher dimensional optimisation problem. The method is applicable to a strict quasi-convex function of N-variables over an N-dimensional hyper rectangle. An algorithm is proposed in N-dimension. The algorithm is illustrated graphically in two dimensions and verified through several test functions in higher dimension using MATLAB.

Keywords: golden section search; hyper-rectangle; strictly quasi-convex function; gradient free search; direct search; higher dimensional optimisation. (search for similar items in EconPapers)
Date: 2016
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