We consider the problem of minimizing a univariate, real-valued function f on an interval [a,b]. When f is a polynomial, we review how this problem may be reformulated as a semidefinite programming (SDP) problem, and review how to extract all global minimizers from the solution of the SDP problem. For general f, we approximate the global minimum by minimizing the Lagrange or Hermite interpolant of f on the Chebyshev nodes using the SDP approach. We provide numerical results for a set of test functions.
Citation
CentER Discussion paper 2006-26, Tilburg University, The Netherlands, April 2006.