Fibonacci Search
Fibonacci search for function minimum.
fibsearch(f, a, b, ..., endp = FALSE, tol = .Machine$double.eps^(1/2))
f |
Function or its name as a string. |
a, b |
endpoints of the interval |
endp |
logical; shall the endpoints be considered as possible minima? |
tol |
absolute tolerance; default |
... |
Additional arguments to be passed to f. |
Fibonacci search for a univariate function minimum in a bounded interval.
Return a list with components xmin, fmin,
the function value at the minimum, niter, the number of iterations
done, and the estimated precision estim.prec
f <- function(x) x * cos(0.1*exp(x)) * sin(0.1*pi*exp(x)) fibsearch(f, 0, 4, tol=10^-10) # $xmin = 3.24848329403424 optimize(f, c(0,4), tol=10^-10) # $minimum = 3.24848328971188
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