Problem: Given a 4-dimensional parameter space. We place bounds on the parameter, say, 0 to 100, so that we have a 4-dimensional rectangle as a search space.
We have a cost function that takes the 4d coordinate as input, and outputs a value from 0 to 1.
Initially, the search space is empty. We'd like to find the global maximum of the cost function within the search space.
An exhaustive search is much too computationally intensive.
Would a branch and bound method work? If so, what do I need to know about my cost function so that I can construct lower and upper bounds?