An entropic approach to the optimum search for the optimum of a unimodal function (Q581243): Difference between revisions
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Latest revision as of 12:30, 18 June 2024
scientific article
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English | An entropic approach to the optimum search for the optimum of a unimodal function |
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An entropic approach to the optimum search for the optimum of a unimodal function (English)
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1987
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Elementary properties of the discrete entropy from information theory show how to select the shortest strategy to perform a series of auxiliary experiments in order to eliminate, step by step, the existing uncertainty on the possible outcomes of a main experiment. Let us take the following main experiment: locate a subinterval of length 2E of the initial interval [a,b] where a unimodal function f attains its optimum. The auxiliary experiments are defined in two ways: Case 1: At each step compare a pair of observations corresponding to two inner points of the current interval, and select adequately a subinterval where the unique optimum is located. Case 2: At each step compare a triad of observations corresponding to three inner points of the current interval, and select adequately a subinterval where the optimum is located. The entropic approach shows, in a simple way, that the optimum search is obtained when the search points are consecutive Fibonacci numbers in case 1 and when the search points are equidistant in case 2.
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entropic approach
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optimum search
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unimodal function
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consecutive Fibonacci numbers
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