Aids for the Evaluation of the Global Maxima of Continuous Functions.
Themis Optimization research program,
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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In the report the authors develop an algorithm for finding the global maxima f of a function fx within a region R of the n dimensional space. The method is mainly concerned with finding the value of the global maximum f fx and only provides approximate answers for the argument point, x, where the maximum is attained. The present implementation is restricted to situations where fx can be represented as an n variable polynomial and R is the n dimensional hypercube. Generalizations are sketched. The technique is based on a refinement of a classical theorem due to Graeffe. Modified author abstract
- Operations Research