Golden Section Search Algorithm for Unimodal Function Minimization

Resource Overview

The golden section search method provides an efficient MATLAB implementation for finding the minimum value of unimodal functions through iterative interval reduction

Detailed Documentation

The golden section search algorithm is a highly effective and widely-used numerical optimization method for finding the minimum value of unimodal functions. This algorithm employs an interval reduction approach that iteratively narrows down the search space to approximate the function's minimum point. One of its key advantages is the ability to achieve near-optimal solutions with relatively few iterations. The method is particularly valuable for optimization problems involving unimodal functions, where it ensures both computational efficiency and result accuracy. In implementation, the algorithm maintains a golden ratio constant (approximately 0.618) to determine new evaluation points at each iteration, systematically discarding portions of the interval that cannot contain the minimum. This approach not only optimizes code performance by minimizing function evaluations but also provides reliable convergence properties for unimodal optimization scenarios.