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

Authors: Suvra Kanti Chakraborty; Geetanjali Panda

Addresses: Department of Mathematics, Indian Institute of Technology Kharagpur, Pin – 721302, India ' Department of Mathematics, Indian Institute of Technology Kharagpur, Pin – 721302, India

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.

Keywords: golden section search; hyper-rectangle; strictly quasi-convex function; gradient free search; direct search; higher dimensional optimisation.

DOI: 10.1504/IJMOR.2016.075517

International Journal of Mathematics in Operational Research, 2016 Vol.8 No.3, pp.279 - 292

Received: 10 May 2014
Accepted: 20 Aug 2014

Published online: 28 Mar 2016 *

Full-text access for editors Full-text access for subscribers Purchase this article Comment on this article