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

DOI10.1504/IJMOR.2016.075517MaRDI QIDQ2204208zbMATH OpenOpenAlexFDO

Authors Suvra Kanti Chakraborty, Geetanjali Panda

Publication date 15 October 2020

Published in International Journal of Mathematics in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijmor.2016.075517

zbMATH Keywords

direct searchgolden section searchgradient free searchhigher dimensional optimisationhyper-rectanglestrictly quasi-convex function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Review text

Summary: 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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(3)

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• Multi-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse models
• The golden section search algorithm for finding a good shape parameter for meshless collocation methods

Describes a project that uses

Uses Software

• Matlab

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