The method of geometric progression for finding a minimum of unimodal functions
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An asymptotically optimal method for finding a minimal point x* for a function f(x) ε C2, unimodal on an interval [ak,bk], is proposed. This method partitions the intervals δk = bk − ak, k = 1, 2, ..., and locates x* by means of a decreasing geometric progression.
KeywordsMinimal Point Geometric Progression Unimodal Function
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- 1.R. Gabasov and F. M. Kirillova, Optimization Methods [in Russian], Visheishaya Shkola, Minsk, 1981.Google Scholar