New technique for solving univariate global optimization
In this paper, a new global optimization method is proposed for an optimization problem with twice differentiable objective function a single variable with box constraint. The method employs a difference of linear interpolant of the objective and a concave function, where the former is a continuous piecewise convex quadratic function underestimator. The main objectives of this research are to determine the value of the lower bound that does not need an iterative local optimizer. The proposed method...