We propose a new numerical method for finding the global minimum of a real-valued function defined on a d-dimensional box. Our method is based only on function values at the hyperbolic cross points and uses an adaptive order of these points. We motivate our method by complexity results and also give numerical examples.
in: State of the Art in Global Optimization (C. A. Floudas,
P. M. Pardalos, eds.),
pp. 19-33, Kluwer, Dordrecht, 1996
Global optimization: Archive of A. Neumaier