Example 1.
Find the minimum of the unimodal
function
on
the interval
.
Solution 1.
![[Graphics:../Images/GoldenRatioSearchMod_gr_73.gif]](../Images/GoldenRatioSearchMod_gr_73.gif)
Solution by
solving ![]()
A root-finding method can be used to
determine where the derivative
is
zero.
Since
and
have
opposite signs, by the intermediate value
theorem a root of
lies in the interval
. The
results obtained by using the secant method with the initial
values
and
are
given by the following computations.
![[Graphics:../Images/GoldenRatioSearchMod_gr_84.gif]](../Images/GoldenRatioSearchMod_gr_84.gif)
The conclusion
from applying the secant
method is that
The second derivative is
and
we compute
Hence, by the second
derivative test, the
local
minimum
of
on
the interval
is
Solution using the
golden ratio search for the minimum of ![]()
Let
and
,
and start with the initial interval
. Formulas
(1) and (2) yield
![[Graphics:../Images/GoldenRatioSearchMod_gr_97.gif]](../Images/GoldenRatioSearchMod_gr_97.gif)
Since
,
the new subinterval is
.
To continue the iteration we set
,
,
,
and compute
.
Now compute and compare
and
to determine the new subinterval and
continue the iteration process. The list of computations
are obtained by using the GoldenSearch
subroutine are:
At the twenty-fifth iteration the
interval has been narrowed down to
.
This interval has
width
.
However, the computed function values at the endpoints agree to ten
decimal places
hence the algorithm is terminated. A difficulty in using search
methods is that the function may be "flat" near the minimum, and this
limits the accuracy that can be obtained. The secant
method was able to find the more accurate answer
![]()
and
![]()
Although the golden ratio search
is the slower
in this example, it has desirable feature that it can be applied in
cases where
is not
differentiable.
Let us compare these answers with Mathematica's subroutine FindMinimum.
This is close to the values obtained with the golden ratio search. If more decimal places are needed, we can print them out.
However, they are not as accurate as those computed with the
secant method applied to solving
.
(c) John H. Mathews 2004