an:03972091
Zbl 0602.65040
Shen, Z.; Zhu, Y.
An interval version of Shubert's iterative method for the localization of the global maximum
EN
Computing 38, 275-280 (1987).
00151824
1987
j
65K05 90C30 65G30
interval analysis; Shubert's iterative method; global maximum
Using the ``bisection rule'' of \textit{R. E. Moore} [Methods and applications of interval analysis. Philadelphia: SIAM (1979; Zbl 0417.65022)], a simple algorithm is given which is an interval version of Shubert's iterative method [\textit{B. O. Shubert}, SIAM J. Numer. Anal. 9, 379--388 (1972; Zbl 0251.65052)] for seeking the global maximum of a function of a single variable defined on a closed interval \([a,b]\). The algorithm which is always convergent can be easily extended to the higher dimensional case. It seems much simpler than and produces results comparable to that proposed by Shubert and \textit{P. Basso} [SIAM J. Numer. Anal. 19, 781--792 (1982; Zbl 0483.65038)].
Reviewer (Berlin)
Zbl 0417.65022; Zbl 0251.65052; Zbl 0483.65038