cluscov (version 1.1.0)

goldensearch: Golden Section Search Algorithm

Description

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

Usage

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

Value

a list of objects

• k: minimiser

• value: mimimum value

• iter: number of iterations before convergence

• iterfn: number of function evaluations

Examples

# NOT RUN {
fn = function(x) (x-1)^2; goldensearch(fn=fn,interval=c(-2,3),tol=1)
# }