Professional Documents
Culture Documents
Golden ec ion ea ch
FromWikipedia,thefreeencyclopedia
Thegolden ec ion ea chisatechniqueforfinding theextremum(minimumormaximum)ofaunimodal functionbysuccessivelynarrowingtherangeof valuesinsidewhichtheextremumisknowntoexist. Thetechniquederivesitsnamefromthefactthatthe algorithmmaintainsthefunctionvaluesfortriplesof pointswhosedistancesformagoldenratio.The algorithmiscloselyrelatedtoaFibonaccisearch (alsodescribedbelow)andtoabinarysearch. FibonaccisearchandGoldensectionsearchwere introducedbyKiefer(1953).(seealsoAvrieland Wilde(1966)).
Con en
1Basicidea 2Probepointselection 3Terminationcondition 4Recursivealgorithm 5Fibonaccisearch 6Seealso 7References
Diagramofagoldensectionsearch
Ba icidea
Thediagramaboveillustratesasinglestepinthetechniqueforfindingaminimum.Thefunctionalvaluesof f( )areontheverticalaxis,andthehorizontalaxisisthe parameter.Thevalueoff( )hasalreadybeen evaluatedatthethreepoints: 1, 2,and 3.Sincef2issmallerthaneitherf1orf3,itisclearthataminimum liesinsidetheintervalfrom 1to 3(sincefisunimodal). Thenextstepintheminimizationprocessisto"probe"thefunctionbyevaluatingitatanewvalueof , namely 4.Itismostefficienttochoose 4somewhereinsidethelargestinterval,i.e.between 2and 3. Fromthediagram,itisclearthatifthefunctionyieldsf4athenaminimumliesbetween 1and 4andthe newtripletofpointswillbe 1, 2,and 4.Howeverifthefunctionyieldsthevaluef4bthenaminimumlies between 2and 3,andthenewtripletofpointswillbe 2, 4,and 3.Thus,ineithercase,wecanconstruct anewnarrowersearchintervalthatisguaranteedtocontainthefunction'sminimum.
en.wikipedia.org/wiki/Golden_section_search
1/4
2/29/12
Eliminatingcfromthesetwosimultaneousequationsyields:
or
whereisthegoldenratio:
Theappearanceofthegoldenratiointheproportionalspacingoftheevaluationpointsishowthissearch algorithmgetsitsname.
2/29/12
whereisatoleranceparameterofthealgorithmand| |istheabsolutevalueof .Thecheckisbasedon thebracketsizerelativetoitscentralvalue,becausethatrelativeerrorin isapproximatelyproportionaltothe squaredabsoluteerrorinf( )intypicalcases.Forthatsamereason,theNumericalRecipestextrecommends that where istherequiredabsoluteprecisionoff( ).
Rec
i ealgo i hm
d bepi=(ahsr() o lh1+Mt.qt5)/2 d bershh o lepi=2pi /nrhurnonshiiusbtente. /aadcaetecretbudtemnmmie ehm /sacneon /bietrpit /()ioemteaiaucines hreie /f ssmahmtclfntole eedfnd /orsodo 1orsodo 2orsodo 3 /acrepnst bcrepnst ccrepnst /orsodo 4 / crepnst pbiobegleScinerhd beaobebobecobe lcd lodnetoSac(o l,d l,d l,d l d bex o l icb>ba f() x=b+rshcb epi*() e e l x=brshba epi*() iMt.b()<tu*(ahasbahasx) f(ahascaaMt.b()+Mt.b()) e n()/2 c+a ifx() f(()<fb){ icb>bae f() ngleScinerhb,ca) odnetoSac(,x,tu e e e ngleScinerha,ba) l odnetoSac(,x,tu e e{ l icb>bae f() ngleScinerha,xa) odnetoSac(,b,tu e e e ngleScinerhx,ca) l odnetoSac(,b,tu
en.wikipedia.org/wiki/Golden_section_search
3/4
2/29/12
Fibonacci ea ch
Averysimilaralgorithmcanalsobeusedtofindtheextremum(minimumormaximum)ofasequenceof valuesthathasasinglelocalminimumorlocalmaximum.Inordertoapproximatetheprobepositionsof goldensectionsearchwhileprobingonlyintegersequenceindices,thevariantofthealgorithmforthiscase typicallymaintainsabracketingofthesolutioninwhichthelengthofthebracketedintervalisaFibonacci number.Forthisreason,thesequencevariantofgoldensectionsearchisoftencalledFibonaccisearch.
Seeal o
Fibonaccisearchtechnique Brent'smethod
Refe ence
Kiefer,J.(1953),"Sequentialminimaxsearchforamaximum",ProceedingsoftheAmerican MathematicalSociet 4(3):502506,doi:10.2307/2032161 (http://dx.doi.org/10.2307%2F2032161),JSTOR2032161(http://www.jstor.org/stable/2032161), MR0055639(http://www.ams.org/mathscinetgetitem?mr=0055639) Avriel,MordecaiWilde,DouglassJ.(1966),"OptimalityproofforthesymmetricFibonaccisearch technique",FibonacciQuarterl 4:265269,MR0208812(http://www.ams.org/mathscinet getitem?mr=0208812) Press,WHTeukolsky,SAVetterling,WTFlannery,BP(2007),"Section10.2.GoldenSection SearchinOneDimension"(http://apps.nrbook.com/empanel/index.html#pg=492),Numerical Recipes:TheArtofScientificComputing(3rded.),NewYork:CambridgeUniversityPress, ISBN9780521880688,http://apps.nrbook.com/empanel/index.html#pg=492 Retrievedfrom"http://en.wikipedia.org/w/index.php?title=Golden_section_search&oldid=471142146" Categories: Goldenratio Fibonaccinumbers Optimizationalgorithmsandmethods Thispagewaslastmodifiedon13January2012at13:59. TextisavailableundertheCreativeCommonsAttributionShareAlikeLicenseadditionaltermsmay apply.SeeTermsofusefordetails. WikipediaisaregisteredtrademarkoftheWikimediaFoundation,Inc.,anonprofitorganization.
en.wikipedia.org/wiki/Golden_section_search
4/4