One-diminsional Search Algorithm

Find the minimum of a function using the Golded-section search algorithm

golden_search(x, a, b, tol = 1e-04)

Arguments

x	function with one argument
a	min value of search values
b	max value of search values
tol	tolerance level. Default is 1e-04

Examples

contfunc = function(x){
  -exp(-x) * sin(x)
}
golden_search(contfunc, a = 0, b = 1.5)
#> [1] 0.7854079