Publication
This paper provides expressions for solutions of a one-dimensional global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval "horizon." Interpreting the problem in terms of optimal stopping or optimal starting, the solution characterization yields two-point boundary problems as in dynamic optimization. Results also include a procedure for computing the adjoint variable, as well as necessary and sufficient global optimality conditions.
Dominique Bonvin, Julien Léo Billeter, Diogo Filipe Mateus Rodrigues
Pascal Frossard, Roberto Gerson De Albuquerque Azevedo, Chaofan He