A Fibonacci Search Algorithm for the Approximate Minimization of a Function of a Single Variable

摘要

The Fibonacci search method for determining the minimizing argument of a unimodal function is summarized. A computer program for implementing this search method is presented. The concepts of n-search, search algorithm, mini-max n-search, and epilson mini-max n-search are introduced and employed to develop the Fibonacci search method when only two function evaluations are permitted. A lower bound for the smallest detectable difference between two numbers represented by d decimal digits on a digital computer is also given. (Author)