Exact line search using golden section. More...

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

◆ goldenSection()

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

obj	the name of the Octave function defining h(x)
l	the lower bound of the interval
u	the upper bound of the interval
eps	tolerance.

Returns: xstar the local minimum

Functions

Detailed Description

Function Documentation

◆ goldenSection()