Golden Section Search Algorithm

Minimising a continuous univariate function using the golden section search algorithm.

goldensearch(fn, interval, tol = 1)

Arguments

fn

the function; should be scalar valued
interval

a vector containing the lower and upper bounds of search
tol

tolerance level for convergence

Value

a list of objects

  • k: minimiser

  • value: mimimum value

  • iter: number of iterations before convergence

  • iterfn: number of function evaluations

Examples

fn = function(x) (x-1)^2; goldensearch(fn=fn,interval=c(-2,3),tol=1)
#> iter = 1
#> $k
#> [1] 1
#> 
#> $value
#> [1] 0
#> 
#> $iter
#> [1] 1
#> 
#> $iterfn
#> [1] 4
#>