Golden section search over hyper-rectangle: a direct search method
by Suvra Kanti Chakraborty; Geetanjali Panda
International Journal of Mathematics in Operational Research (IJMOR), Vol. 8, No. 3, 2016

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.

Online publication date: Mon, 28-Mar-2016

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