Optimization: principles and algorithms, by Michel Bierlaire
Functions
goldenSection.m File Reference

Exact line search using golden section. More...

Go to the source code of this file.

Functions

function goldenSection (in obj, in l, in u, in eps)
 Find the global minimum of $h(\alpha)$ on $[\ell,u]$, where $h:\mathbb{R}\to\mathbb{R}$ is strictly unimodular on $[\ell,u]$. If the function is not strictly unimodular, the result is unspecified. More...
 

Detailed Description

Exact line search using golden section.

Author
Michel Bierlaire
Date
Fri Mar 20 17:38:25 2015

Definition in file goldenSection.m.

Function Documentation

function goldenSection ( in  obj,
in  l,
in  u,
in  eps 
)

Find the global minimum of $h(\alpha)$ on $[\ell,u]$, where $h:\mathbb{R}\to\mathbb{R}$ is strictly unimodular on $[\ell,u]$. If the function is not strictly unimodular, the result is unspecified.

Note
Tested with runGoldenSection.m
Parameters
objthe name of the Octave function defining h(x)
lthe lower bound of the interval
uthe upper bound of the interval
epstolerance.
Returns
xstar the local minimum
Copyright 2015-2016 Michel Bierlaire