One-dimensional simplex search (Q580188)

The nonlinear simplex method for unconstrained optimization by \textit{J. A. Nelder} and \textit{R. Mead} [Computer J. 7, 308-313 (1965; Zbl 0229.65053)] is modified for the one-dimensional case to yield a two-phase method whose convergence to the optimal solution is proved for unimodal functions. It is shown that by assigning proper values to the initial parameters, the method can be made to behave as the golden section search or the binary search.