Overview
Golden section search keeps interior points spaced by the golden ratio so one function evaluation can be reused each iteration.
Finds the minimum of a unimodal one-dimensional function by shrinking an interval efficiently.
Compact metadata for implementation and discovery.
Golden section search keeps interior points spaced by the golden ratio so one function evaluation can be reused each iteration.
Quick facts
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)
c = b - (b - a) / phiPlaces an interior point so shrinking the interval reuses one evaluation.
Plot candidate points, objective values, and improvement steps across iterations.
Golden Section Search should be used with the assumptions and tradeoffs of one-Dimensional Search in mind.
What each reference supports for this entry.
Numerical methods reference for scalar optimization, interpolation, integration, and practical algorithm tradeoffs.
Open sourceGood next jumps from the relationship graph, ranked for useful discovery.
Golden-section search optimizes a unimodal function, while bisection finds a bracketed root.
Derivative-free line searches can be used inside direction-set methods.