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Bracketing an Optima in Univariate Optimization

Pritibhushan Sinha (pritibhushan.sinha***at***iimk.ac.in)

Abstract: In this article, we consider some problems of bracketing an optimum point for a real-valued, single variable function. We show that, no method, satisfying certain assumptions and requiring a bounded number of function evaluations, can exist to bracket the minimum point of a unimodal function. A similar result is given also for the problem of bracketing the global minimum for multimodal functions. The results extend to some related problems of locating the global minimum point.

Keywords: Bracketing, Single variable function

Category 1: Nonlinear Optimization (Unconstrained Optimization )


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Entry Submitted: 10/09/2007
Entry Accepted: 10/09/2007
Entry Last Modified: 10/31/2007

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