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

Author

Listed:
  • Suvra Kanti Chakraborty
  • Geetanjali Panda

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.

Suggested Citation

  • Suvra Kanti Chakraborty & Geetanjali Panda, 2016. "Golden section search over hyper-rectangle: a direct search method," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 8(3), pages 279-292.
    • Handle: RePEc:ids:ijmore:v:8:y:2016:i:3:p:279-292
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