Golden Section Search

Consider a function f (x) over the interval [a; b]. We assume that

• f(x) is continuous over [a; b];
• f(x) is unimodal over [a; b], i.e.: f(x) has only one minimum in [a; b]. Note that the method applies as well to finding the maximum.

The Golden Section Search requires no information about the derivative of the function. If such information is available it can be used to predict where best to choose the new point x in the above algorithm, leading to faster convergence.

Related Pages

• Optimization Algorithms