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A Multidimensional Bisection Method for Unconstrained Minimization Problem
Morozova, E.
An extension of a new multidimensional bisection
method for minimizing function over simplex is proposed
for solving nonlinear unconstrained minimization
problem. The method does not require a differentiability
of function, and is guaranteed to converge to the
minimizer for the class of strictly unimodal functions.
The computational results demonstrating an effectiveness
of algorithm for minimizing nonsmooth functions are
presented.
Cite as: Morozova, E. (2008). A Multidimensional Bisection Method for Unconstrained Minimization Problem. In Proc. Fourteenth Computing: The Australasian Theory Symposium (CATS 2008), Wollongong, NSW, Australia. CRPIT, 77. Harland, J. and Manyem, P., Eds. ACS. 57-62.
(from crpit.com)
(local if available)
