On a Global Optimization Algorithm for Bivariate Smooth Functions

James M. Calvin () and Antanas Žilinskas ()
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James M. Calvin: New Jersey Institute of Technology
Antanas Žilinskas: Vilnius University

Journal of Optimization Theory and Applications, 2014, vol. 163, issue 2, No 10, 528-547

Abstract: Abstract The problem of approximating the global minimum of a function of two variables is considered. A method is proposed rooted in the statistical approach to global optimization. The proposed algorithm partitions the feasible region using a Delaunay triangulation. Only the objective function values are required by the optimization algorithm. The asymptotic convergence rate is analyzed for a class of smooth functions. Numerical examples are provided.

Keywords: Global optimization; Convergence; Delaunay triangulation; Decision theory; Primary; 90C00 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10957-014-0531-9

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