Golden-Section Search for

Optimization in 1-D

Golden-Section Search for Optimization in 1-D

maxx F(x) (minx F(x) is equivalent to maxx-F(x))

Steps:

Select a < b

Select 2 intermediate values, a and b so that <. Where , , =0.618.

Evaluate and and update the search range

If > , then . Update and .

Assume: only 1 peak value (x*) in (a,b)

If < , then . Update and =

If = , then . Update and .

Calculate . If < , end

100%

Golden-Section Search for Optimization in 1-D

Use the golden-section search to find the minimum of f(x) within the interval from a= 0 to
b=4.

Example

Example (cont.)