Optimal Search for a Maximum with Sequences of Simultaneous Function Evaluations

Mordecai Avriel and Douglass J. Wilde
Additional contact information
Mordecai Avriel: Stanford University
Douglass J. Wilde: Stanford University

Management Science, 1966, vol. 12, issue 9, 722-731

Abstract: A minimax search plan is developed for locating the maximum of a unimodal function of one variable with a sequence of blocks of simultaneous function evaluations. The proposed "block search strategy" is described for any number of simultaneous function evaluations (experiments) and for any number of blocks in the sequence. For one experiment per block it reduces to the Fibonacci strategy; in the case of only one block of experiments, to the simultaneous search plan. The "block search strategy" is optimal in the sense that for a required final interval of uncertainty, known to contain the point where the function attains its maximum, and for any given number of simultaneous experiments and blocks, it has the largest possible starting interval. A discrete variable version of the proposed search strategy is also described.

Date: 1966
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.12.9.722 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:12:y:1966:i:9:p:722-731

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().