A simple acceleration bracketing algorithm. This is a general bracketing algorithm and can be it can be applied to any continuous function. The voldg, oldg, and g fields of the result are guaranteed to respect the following condition: voldg < oldg and oldg > g or voldg > oldg and oldg < g. This means that, if the function is continuous then certainly a local maximum (in the first case) or minimum (in the second case) is between a and c. The second point is taken as x + mindist, or the closest point x1 that makes the condition f(x) != f(x1) valid. The third point is found by taking accelerated steps until there is a sense change.
For a list of all members of this type, see AccelBracketing Members.
System.Object
BracketingAlgorithm
AccelBracketing
Namespace: WebCab.COM.Math.Optimization.UniDimensional
Assembly: WebCab.COM.Optimization (in WebCab.COM.Optimization.dll)
AccelBracketing Members | WebCab.COM.Math.Optimization.UniDimensional Namespace | | |