Minimum of a Function Using the Fibonacci Sequence
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Consider the function , , where is a parameter. This Demonstration approximates the minimum of using an algorithm based on the Fibonacci sequence, shown by a magenta point on the plot of . For comparison, the blue point is the minimum found by Mathematica's built-in function NMinimize. When is sufficiently small, there is good agreement.
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Contributed by: Housam Binous, Brian G. Higgins, and Ahmed Bellagi (May 2013)
Open content licensed under CC BY-NC-SA
Snapshots
Details
Steps involved in a Fibonacci search:
1. Calculate , where is the interval in which is defined.
2. Identify such that where is the Fibonacci sequence.
3. Set and .
4. Calculate and .
5. If , set and ; otherwise set and .
6. Set and go to step 3.
7. Stop when .
Reference
[1] J. H. Mathews. "Module for the Fibonacci Search." (Apr 30, 2013) mathfaculty.fullerton.edu/mathews/n2003/FibonacciSearchMod.html.
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