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A minimax search plan for constrained optimization problems

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Abstract

A minimax search strategy is described for locating the boundary point of a region on a line joining a feasible point to an infeasible point. Asymptotic strategies, useful when the number of experiments to be used in the search is not predetermined, are also given. These strategies are useful subroutines for many multidimensional optimization algorithms.

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References

  1. Reklaitis, G. V., andWilde, D. J.,A Simplex-Like Geometric Programming Algorithm (to appear).

  2. Beamer, J. H., andWilde, D. J.,Minimax Optimization of Unimodal Function of Variable Block Derivative Search with Time Delay, Journal of Combinatorial Theory, Vol. 10, No. 2, 1971.

  3. Wilde, D. J., andBeightler, C. S.,Foundations of Optimization, Prentice-Hall, Englewood Cliffs, New Jersey, 1967.

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Authors and Affiliations

  1. Department of Chemical Engineering, Clarkson College of Technology, Potsdam, New York

    J. H. Beamer (Assistant Professor)

  2. Departments of Chemical Engineering and Operations Research, Stanford University, Stanford, California

    D. J. Wilde (Professor)

Authors
  1. J. H. Beamer
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  2. D. J. Wilde
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Additional information

Communicated by R. A. Howard

The authors thank G. V. Reklaitis for initial discussions concerning this problem. John H. Beamer was an NSF Graduate Fellow at the time when this research was conducted.

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Beamer, J.H., Wilde, D.J. A minimax search plan for constrained optimization problems. J Optim Theory Appl 12, 439–446 (1973). https://doi.org/10.1007/BF00935239

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  • DOI: https://doi.org/10.1007/BF00935239

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