Simple global minimization algorithm for one-variable rational functions

Abstract

Sturm's chain technique for evaluation of a number of real roots of polynomials is applied to construct a simple algorithm for global optimization of polynomials or generally for rational functions of finite global minimal value. The method can be applied both to find the global minimum in an interval or without any constraints. It is shown how to use the method to minimize globally a truncated Fourier series. The results of numerical tests are presented and discussed. The cost of the method scales as the square of the degree of the polynomial.