We show how interval analysis can be used to compute the minimum value of a twice continuously differentiable function of one variable over a closed interval. When both the first and second derivatives of the function have a finite number of isolated zeros, our method never fails to find the global minimum.
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Communicated by A. V. Fiacco
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Hansen, E.R. Global optimization using interval analysis: The one-dimensional case. J Optim Theory Appl 29, 331–344 (1979). https://doi.org/10.1007/BF00933139
- Global optimization
- interval analysis
- global minimization
- one-dimensional optimization