This module demonstrates golden section search for minimizing a nonlinear function in one dimension. Given an objective function that is unimodal on a given initial interval, function values are computed at two points whose relative locations in the interval are determined by the golden ratio, τ ≈ 0.618. Comparison of the resulting values allows a portion of the interval to be discarded, since it cannot contain the minimum. The process is repeated on the new, shorter interval until the minimum has been isolated as accurately as desired.
The user selects a problem either by choosing a preset example or
typing in a desired objective function
Reference: Michael T. Heath, Scientific Computing, An Introductory Survey, 2nd edition, McGraw-Hill, New York, 2002. See Section 6.4.1, especially Algorithm 6.1 and Example 6.8.
Developers: Jeffrey Naisbitt and Michael Heath