Example 1. Find
the minimum of the unimodal function
on
the interval
using
the Fibonacci search method. Use the tolerance
of
and
the distinguishability constant ![]()
Solution 1.
![[Graphics:../Images/FibonacciSearchMod_gr_179.gif]](../Images/FibonacciSearchMod_gr_179.gif)
The smallest Fibonacci number
satisfying
![]()
A Mathematica function for generating the Fibonacci numbers is
By trial and error we find that
and
.
Thus we must choose
,
and the first ratio we must use is
Let
and
,
and start with the initial interval
. Formulas
(9) and (10) are used to compute
and
as follows:
Thus, the minimum of f[x]
will occur in the subinterval
. We
set
,
, and
. The
new subinterval containing the abscissa of the minimum
of f[x] is
. Now
use formulas (9) to calculate the interior point
as
follows:
Now compute and compare
and
to determine the new
subinterval
, and
continue the iteration process. The iterations are
obtained by calling the subroutine.
In the subroutine, we have
used
,
and hence
. If
this is acceptable then we have found an approximation to the
minimum.
If we use the distinguishability
constant
in
the final computation, then a plausible computation would be
(c) John H. Mathews 2004