A derivative-free bracketing scheme for univariate minimization (Q918140)
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scientific article; zbMATH DE number 4157782
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| English | A derivative-free bracketing scheme for univariate minimization |
scientific article; zbMATH DE number 4157782 |
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A derivative-free bracketing scheme for univariate minimization (English)
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1990
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The authors develop an algorithm which combines a bracketing strategy, golden section search and a Newton iteration based on the Lagrange cubic interpolation to obtain the minimum of a function of one variable. The algorithm requires two function evaluations for each iteration, and is shown to have quadratic convergence, the same as the convergence order of the underlying Newton iteration.
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algorithm
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bracketing strategy
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golden section search
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Newton iteration
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Lagrange cubic interpolation
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quadratic convergence
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0.9012672901153564
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0.8139220476150513
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0.8078403472900391
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0.8014957904815674
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