| goldensearch {cluscov} | R Documentation |
Golden Section Search Algorithm
Description
Minimising a continuous univariate function using the golden section search algorithm.
Usage
goldensearch(fn, interval, tol = 1)
Arguments
fn |
the function; should be scalar valued |
interval |
a vector containing the lower and upper bounds of search |
tol |
tolerance level for convergence |
Value
a list of objects
k: minimiser
value: mimimum value
iter: number of iterations before convergence
iterfn: number of function evaluations
Examples
fn = function(x) (x-1)^2; goldensearch(fn=fn,interval=c(-2,3),tol=1)
[Package cluscov version 1.1.0 Index]