The bisection method in higher dimensions |
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Authors: | G. R. Wood |
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Affiliation: | (1) Mathematics Department, University of Canterbury, Christchurch, New Zealand |
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Abstract: | Is the familiar bisection method part of some larger scheme? The aim of this paper is to present a natural and useful generalisation of the bisection method to higher dimensions. The algorithm preserves the salient features of the bisection method: it is simple, convergence is assured and linear, and it proceeds via a sequence of brackets whose infinite intersection is the set of points desired. Brackets are unions of similar simplexes. An immediate application is to the global minimisation of a Lipschitz continuous function defined on a compact subset of Euclidean space. |
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Keywords: | 49D37 |
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