I don't know if this is the place to ask:confused: , but anyhow:
My problem is this: I need to find the absolute minimum and maximum of a function of two variables, in a given bounded area.
There are several numerical methods for finding local extrimum of functions, but none that I can find gives the absolute min/max, or keeps within the boundaries.
Does somebody know an algorithm that does it? I'm sure I'm not the first person trying to do that.
(an implementation of such an algorithm in Fortran90 will be ideal, but C++ will be good also, or at least the algorithm itself).
Thaks a lot!:)