Golden Section Search

Source: R/goldsect.R

Use golden section search to find local extrema

goldsectmin(f, a, b, tol = 0.001, m = 100)

goldsectmax(f, a, b, tol = 0.001, m = 100)

Arguments

f

function to integrate
a

the a bound of the search region
b

the b bound of the search region
tol

the error tolerance
m

the maximum number of iterations

Value

the x value of the minimum found

Details

The golden section search method functions by repeatedly dividing the interval between a and b and will return when the interval between them is less than tol, the error tolerance. However, this implementation also stop if after m iterations.

See also

Other optimz: bisection(), gradient, hillclimbing(), newton(), sa(), secant()

Examples

f <- function(x) { x^2 - 3 * x + 3 }
goldsectmin(f, 0, 5)
#> [1] 1.500066