Example 1.  Find the minimum of the unimodal function  [Graphics:Images/FibonacciSearchMod_gr_174.gif]  on the interval  [Graphics:Images/FibonacciSearchMod_gr_175.gif]  using the Fibonacci search method.  Use the tolerance of  [Graphics:Images/FibonacciSearchMod_gr_176.gif]  and the distinguishability constant  [Graphics:Images/FibonacciSearchMod_gr_177.gif]

Solution 1.

[Graphics:../Images/FibonacciSearchMod_gr_178.gif]


[Graphics:../Images/FibonacciSearchMod_gr_179.gif]

[Graphics:../Images/FibonacciSearchMod_gr_180.gif]

The smallest Fibonacci number satisfying  

        
[Graphics:../Images/FibonacciSearchMod_gr_181.gif]

A Mathematica function for generating the Fibonacci numbers is  

 

[Graphics:../Images/FibonacciSearchMod_gr_182.gif]

By trial and error we find that [Graphics:../Images/FibonacciSearchMod_gr_183.gif] and  [Graphics:../Images/FibonacciSearchMod_gr_184.gif].

 

[Graphics:../Images/FibonacciSearchMod_gr_185.gif]

[Graphics:../Images/FibonacciSearchMod_gr_186.gif]
[Graphics:../Images/FibonacciSearchMod_gr_187.gif]

Thus we must choose  [Graphics:../Images/FibonacciSearchMod_gr_188.gif], and the first ratio we must use is

 

[Graphics:../Images/FibonacciSearchMod_gr_189.gif]

[Graphics:../Images/FibonacciSearchMod_gr_190.gif]

Let  [Graphics:../Images/FibonacciSearchMod_gr_191.gif]  and  [Graphics:../Images/FibonacciSearchMod_gr_192.gif], and start with the initial interval  [Graphics:../Images/FibonacciSearchMod_gr_193.gif].   Formulas (9) and (10) are used to compute [Graphics:../Images/FibonacciSearchMod_gr_194.gif]  and  [Graphics:../Images/FibonacciSearchMod_gr_195.gif] as follows:  

 

[Graphics:../Images/FibonacciSearchMod_gr_196.gif]



[Graphics:../Images/FibonacciSearchMod_gr_197.gif]
[Graphics:../Images/FibonacciSearchMod_gr_198.gif]
[Graphics:../Images/FibonacciSearchMod_gr_199.gif]
[Graphics:../Images/FibonacciSearchMod_gr_200.gif]
[Graphics:../Images/FibonacciSearchMod_gr_201.gif]
[Graphics:../Images/FibonacciSearchMod_gr_202.gif]
[Graphics:../Images/FibonacciSearchMod_gr_203.gif]
[Graphics:../Images/FibonacciSearchMod_gr_204.gif]




[Graphics:../Images/FibonacciSearchMod_gr_205.gif]


[Graphics:../Images/FibonacciSearchMod_gr_206.gif]
[Graphics:../Images/FibonacciSearchMod_gr_207.gif]

Thus, the minimum of f[x] will occur in the subinterval  [Graphics:../Images/FibonacciSearchMod_gr_208.gif].  We set  [Graphics:../Images/FibonacciSearchMod_gr_209.gif],  [Graphics:../Images/FibonacciSearchMod_gr_210.gif],  and  [Graphics:../Images/FibonacciSearchMod_gr_211.gif].  The new subinterval containing the abscissa of the minimum of   f[x]  is  [Graphics:../Images/FibonacciSearchMod_gr_212.gif].  Now use formulas (9) to calculate the interior point [Graphics:../Images/FibonacciSearchMod_gr_213.gif]  as follows:  

 

[Graphics:../Images/FibonacciSearchMod_gr_214.gif]



[Graphics:../Images/FibonacciSearchMod_gr_215.gif]
[Graphics:../Images/FibonacciSearchMod_gr_216.gif]
[Graphics:../Images/FibonacciSearchMod_gr_217.gif]
[Graphics:../Images/FibonacciSearchMod_gr_218.gif]
[Graphics:../Images/FibonacciSearchMod_gr_219.gif]
[Graphics:../Images/FibonacciSearchMod_gr_220.gif]



[Graphics:../Images/FibonacciSearchMod_gr_221.gif]


[Graphics:../Images/FibonacciSearchMod_gr_222.gif]
[Graphics:../Images/FibonacciSearchMod_gr_223.gif]

Now compute and compare [Graphics:../Images/FibonacciSearchMod_gr_224.gif] and  [Graphics:../Images/FibonacciSearchMod_gr_225.gif] to determine the new subinterval  [Graphics:../Images/FibonacciSearchMod_gr_226.gif],  and continue the iteration process.  The iterations are obtained by calling the subroutine.

 

[Graphics:../Images/FibonacciSearchMod_gr_227.gif]


[Graphics:../Images/FibonacciSearchMod_gr_228.gif]

In the subroutine, we have used  [Graphics:../Images/FibonacciSearchMod_gr_229.gif], and hence [Graphics:../Images/FibonacciSearchMod_gr_230.gif].  If this is acceptable then we have found an approximation to the minimum.  

[Graphics:../Images/FibonacciSearchMod_gr_231.gif]


[Graphics:../Images/FibonacciSearchMod_gr_232.gif]
[Graphics:../Images/FibonacciSearchMod_gr_233.gif]
[Graphics:../Images/FibonacciSearchMod_gr_234.gif]
[Graphics:../Images/FibonacciSearchMod_gr_235.gif]
[Graphics:../Images/FibonacciSearchMod_gr_236.gif]

If we use the distinguishability constant  [Graphics:../Images/FibonacciSearchMod_gr_237.gif]  in the final computation, then a plausible computation would be

 

[Graphics:../Images/FibonacciSearchMod_gr_238.gif]


[Graphics:../Images/FibonacciSearchMod_gr_239.gif]
[Graphics:../Images/FibonacciSearchMod_gr_240.gif]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2004