Golden Search Procedure

The golden-section search is a technique for finding an extremum (minimum or maximum) of a function inside a specified interval.
94 Downloads
Updated 29 Nov 2019

View License

Step 1. Pick up the two points c = a + (1 − r)h and d = a + rh inside the interval [a, b], where r = (√5 − 1)/2 and h = b − a.
Step 2. If the values of f (x) at the two points are almost equal [i.e., f (a) ≈ f (b)] and the width of the interval is sufficiently small (i.e., h ≈ 0), then stop the iteration to exit the loop and declare xo = c or xo = d depending on whether f (c) < f (d) or not. Otherwise, go to Step 3.
Step 3. If f (c) < f (d), let the new upper bound of the interval b ← d; otherwise, let the new lower bound of the interval a ← c. Then, go to
Step 1.

Reference:
Applied Numerical Methods Using MATLAB®
Author(s): Won Young Yang, Wenwu Cao, Tae‐Sang Chung, John Morris
First published:14 January 2005
Print ISBN:9780471698333 |Online ISBN:9780471705192 |DOI:10.1002/0471705195
Copyright © 2005 John Wiley & Sons, Inc

Cite As

Meysam Mahooti (2024). Golden Search Procedure (https://www.mathworks.com/matlabcentral/fileexchange/73484-golden-search-procedure), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2019a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.0