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Fibonacci search method for unimodal optimization

This program performs the Fibonacci Line Search algorithm to find the maximum of a unimodal function, f(x) , over an interval, a <= x <= b . The program calculates the number of iterations required to insure the final interval is within the user-specified tolerance.

Application Details

Author:

Prof. William Fox

Application Type:

Maple Document

Publish Date:

January 2, 2002

Created In:

Maple 9.5

Language:

English

Categories:

Mathematics: Numerical Analysis

Mathematics: Operations Research

Computer Science: Numerical Analysis

Computer Science: Algorithms

Mathematics: Optimization

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