Global Optimization on an Interval
本文用伴随变量表示区间内单侧改进，将一维全局优化问题转化为最优停止或最优启动问题，给出解表达式、计算步骤及全局最优性条件。
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.