The golden section search algorithm. This is a general iterative algorithm that searches the extremum using golden section search. The convergence is linear, meaning that successive significant figures are won linearly with additional function evaluations. The method does not use any kind of parabolic interpolation.
For a list of all members of this type, see LinearLocate Members.
System.Object
LinearLocate
Namespace: WebCab.COM.Math.Optimization.UniDimensional
Assembly: WebCab.COM.Optimization (in WebCab.COM.Optimization.dll)
LinearLocate Members | WebCab.COM.Math.Optimization.UniDimensional Namespace | | | | | |