Article ID Journal Published Year Pages File Type
4628981 Applied Mathematics and Computation 2013 6 Pages PDF
Abstract

We consider a unimodal continuous function of N variables over an N-dimensional rectangular parallelopiped and explain a search method to find the domain of uncertainty which contains the point that maximizes the function. Our search method does not require differentiability assumption. The function is projected along each dimension. An algorithm is developed to eliminate the subset of the domain at each step, which does not contain the solution. Lucas numbers are used in the elimination process.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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