Global Optimization Using Interval Analysis: The One-Dimensional Case

Abstract. We show how interval analysis can be used to compute the minimum value of a twice continuously differentiable function of one variable over a closed interval. When both the first and second eriva-tives of the function have a finite number of isolated zeros, our method never fails to find the global minimum. Key Words. Global optimization, interval analysis, global minimiza-tion, one-dimensional optimization.