Geodesic
A primal-dual integral method in global optimization
Discussiones Mathematicae. Differential Inclusions, Control and Optimization, Tome 20 (2000) no. 2, pp. 257-278.

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Using the Fenchel conjugate F^c of Phú's Volume function F of a given essentially bounded measurable function f defined on the bounded box D ⊂ Rⁿ, the integral method of Chew and Zheng for global optimization is modified to a superlinearly convergent method with respect to the level sequence. Numerical results are given for low dimensional functions with a strict global essential supremum.
Keywords: global optimization, integral method, Monte Carlo method, primal dual algorithm, level set method 
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Hichert, Jens; Hoffmann, Armin; Phú, Huan; Reinhardt, Rüdiger. A primal-dual integral method in global optimization. Discussiones Mathematicae. Differential Inclusions, Control and Optimization, Tome 20 (2000) no. 2, pp. 257-278. http://geodesic.mathdoc.fr/item/DMDICO_2000_20_2_a6/

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