A global minimization algorithm for a class of one-dimensional functions

An algorithm is developed for finding the global minimum of a continuously differentiable function on a compact interval in R₁. The function is assumed to be the sum of a convex and a concave function, each of which belongs to C¹[a, b]. Any one-dimensional function with a bounded second derivative can be so written and, therefore, such functions generally have many local minima. The algorithm utilizes the structure of the objective to produce an ?-optimal solution by a sequence of simple one-dimensional convex programs.