Golden section search over hyper-rectangle: a direct search method (Q2204208)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Golden section search over hyper-rectangle: a direct search method |
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Golden section search over hyper-rectangle: a direct search method (English)
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15 October 2020
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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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golden section search
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hyper-rectangle
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strictly quasi-convex function
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gradient free search
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direct search
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higher dimensional optimisation
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