goldensearch function

Golden Section Search Algorithm

Minimising a continuous univariate function using the golden section search algorithm.

goldensearch(fn, interval, tol = 1)

Arguments

• fn: the function; should be scalar valued
• interval: a vector containing the lower and upper bounds of search
• tol: tolerance level for convergence

Returns

a list of objects

• k: minimiser
• value: mimimum value
• iter: number of iterations before convergence
• iterfn: number of function evaluations

Examples

fn = function(x) (x-1)^2; goldensearch(fn=fn,interval=c(-2,3),tol=1)