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

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2016 English Publisher:Inderscience PublishersJournal:International Journal of Mathematics in Operational Research, volume 8, page 279 (issn: 1757-5850, eissn: 1757-5869,

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Authors: Suvra Kanti Chakraborty; Geetanjali Panda;

doi: 10.1504/ijmor.2016.075517

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

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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.

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Indian Institute of Technology Kharagpur
India

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