The problem of approximating the global minimum of a function of two variables is considered. A method is proposed rooted in the statistical approach to global optimization. The proposed algorithm partitions the feasible region using a Delaunay triangulation. Only the objective function values are required by the optimization algorithm. The asymptotic convergence rate is analyzed for a class of smooth functions. Numerical examples are provided.
All Science Journal Classification (ASJC) codes
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics
- Decision theory
- Delaunay triangulation
- Global optimization