alexa BCR: A Simple and Efficient Method of Unidimensional Search by Elimination

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BCR: A Simple and Efficient Method of Unidimensional Search by Elimination

Unidimensional search methods are used in many algorithms of multivariate optimization, in which successive unidimensional searches are executed in selected directions. They are therefore fundamental, and the efficiency of the whole search process depends on their selection. In the elimination methods, the initial interval of uncertainty (i.e. the interval where the optimal solution must be isolated) is progressively reduced to the desired precision.

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