Reuse is the clever part.
The golden ratio places the two interior probes so that one survives into the next iteration. Each comparison throws away one part of the interval without having to evaluate both new interior points from scratch.
Optimization · CMNA Laboratory
Search without taking a derivative.
Golden-section search keeps reusing interior evaluations while shrinking the interval around a local extremum.
Bring your own objective
Watch the interval close around an extremum.
Write f(x) in R, choose an interval and whether to seek a minimum or maximum, then play every decision.
Runtime
Preparing R…RDefine
f(x)| n | a | b | a* | b* | f(a*) | f(b*) | kept |
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Book§6.2.1 · Golden Section Search · p. 175Book details
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