On the convergence of one-dimensional simplex search (Q1114590)

The simplex method proposed by \textit{J. A. Nelder} and \textit{R. Mead} [Computeer J. 7, 308-313 (1965; Zbl 0229.65053)] is a very efficient direct method for minimization. Recently, \textit{E. Choo} and \textit{C. Kim} [Comput. Oper. Res. 14, 47-54 (1987; Zbl 0625.90078)] proposed a one- dimensional simplex search, together with a convergence theorem. However, their convergence theorem is incorrect. The purpose of this paper is to prove a convergence theorem for their algorithm.