Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 528-547 |
| Number of pages | 20 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 163 |
| Issue number | 2 |
| DOIs | |
| State | Published - Oct 7 2014 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
Keywords
- Convergence
- Decision theory
- Delaunay triangulation
- Global optimization