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Golden Section Search

Finds the minimum of a unimodal one-dimensional function by shrinking an interval efficiently.

Quick Facts

Compact metadata for implementation and discovery.

Category
Optimization
Difficulty
Beginner
Family
One-Dimensional Search
Tier
Core
Status
Verified
Review
Source Checked
Sources
1
Formulas
1
Relationships
3
Code example
Ready
Visualization
Ready

Overview

Golden section search keeps interior points spaced by the golden ratio so one function evaluation can be reused each iteration.

Core Concepts

unimodal functioninterval reductiongolden ratiofunction reuse

Quick facts

Complexity

Runtime and memory behavior at a glance.

Best

O(log((b-a)/tolerance))

Average

O(log((b-a)/tolerance))

Worst

O(log((b-a)/tolerance))

Space

O(1)

When to Use

  • Use when tuning model parameters needs unimodal function.
  • Use when the input matches the assumptions behind one-Dimensional Search.

When Not to Use

  • Avoid when the objective is cheap and convex enough for a simpler exact solver.
  • Avoid when a simpler algorithm gives the required result with less setup.

What It Does

  • Finds the minimum of a unimodal one-dimensional function by shrinking an interval efficiently
  • Uses unimodal function and interval reduction to guide the work.
  • Produces best candidate.

Use Cases

  • Tuning model parameters
  • Searching design spaces
  • Fitting models to noisy data

Inputs

  • Objective function
  • Initial candidate or population
  • Stopping rule

Outputs

  • Best candidate
  • Objective value
  • Search history

Key Formulas (1)

Golden ratio split

c = b − (b − a) / φ
c = b - (b - a) / phi

Places an interior point so shrinking the interval reuses one evaluation.

Pseudocode

  1. 1.Prepare the inputs and state needed for Golden Section Search.
  2. 2.Apply the unimodal function step while the stopping condition has not been met.
  3. 3.Update intermediate state and discard invalid candidates.
  4. 4.Return best candidate.

Canonical Example

Input
Golden Section Search input with a small representative case
Output
Best candidate
Explanation
Golden Section Search applies unimodal function to produce best candidate.

Implementation Notes

  • Track both best-so-far and current candidate state.
  • Keep the unimodal function step separate enough to test independently.

Common Pitfalls

  • Stopping too early can make a poor local result look like convergence.
  • Forgetting to check edge cases can make Golden Section Search look correct on only ideal inputs.

Interactive Mechanism Walkthrough

Iterative Convergence & State Trajectory

Plot candidate points, objective values, and improvement steps across iterations.

Golden Section Search mechanism walkthrough step 1 of 4x₀x₁x₂x*
Step 1 of 4: Prepare the inputs and state needed for Golden Section Search.
optimization-mechanism

Notes

Golden Section Search should be used with the assumptions and tradeoffs of one-Dimensional Search in mind.

Sources (1)

What each reference supports for this entry.

Numerical Recipes

Book

Numerical methods reference for scalar optimization, interpolation, integration, and practical algorithm tradeoffs.

Open source

Explore Next

Good next jumps from the relationship graph, ranked for useful discovery.

Alternative toBisection Method

Golden-section search optimizes a unimodal function, while bisection finds a bracketed root.

Often paired withPowell's Method

Derivative-free line searches can be used inside direction-set methods.

Tags

OptimizationSearchRoot FindingIterative