Coupled bisection for root ordering

We consider the problem of solving multiple “coupled” root-finding problems at once, in that we can evaluate every function at the same point simultaneously. Using a dynamic programming formulation, we show that a sequential bisection algorithm is a close-to-optimal method for finding a ranking with respect to the zeros of these functions. We show the

• Type: Journal
• Year: 2016
• Where: ORL
• Authors: Stephen Pallone, Peter I. Frazier, Shane G. Henderson
• Keywords: Operations Research, ORL 2016