Groupe d’études et de recherche en analyse des décisions

G-91-48

The Cord-Slope Form of Taylor's Expansion in Univariate Global Optimization

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Interval arithmetic and Taylor's formula can be used to bound the slope of the cord of a univariate function at a given point. Such bounds for the function, it's first derivative and second derivative allow to determine intervals in which this function cannot have a global minim8um. Exploiting this information together with a simple branching rule yields an efficient algorithm for global minimization of univariate functions. Computational experience is reported on.

, 21 pages