A Sequential Method Seeking the Global Maximum of a Function
Bruno O. Shubert · SIAM Journal on Numerical Analysis · 1972
In this paper a sequential search method for finding the global maximum of an objective function is proposed. The method is applicable to an objective function of a single variable defined on a closed interval and such that some bound on its rate of change is available. The method is shown to be minimax. Computational aspects of the method are also discussed.