3 ms·
Side-issue: why isn't Golden section better known ? Luenberger's book [1] convinced me that a line search should be done with golden section, when I was hackin
by ableal 17y ago
Side-issue: why isn't Golden section better known ?
Luenberger's book [1] convinced me that a line search should be done with golden section, when I was hacking non-linear optimization. Yet I rarely see it mentioned - seems always to come down to binary search ...
[1] http://www.amazon.com/Linear-Nonlinear-Programming-David-Luenberger/dp/0201157942 http://www.amazon.com/Linear-Nonlinear-Programming-David-Lue...
- RiderOfGiraffes 17y agoBinary means division into two. Dividing in unequal parts is still a binary search. And Golden Section is only indicated under some circumstances. It's big-O the same, but not little-O the same, and it depends in the exact details. It's also hard to get those details right.
- ableal 17y agoThanks, good point on the binary ...
- jongraehl 17y agoBinary search is for finding x so that f(x)=y, where y is given. Ternary search and Golden section are for finding a local optimum at x, where f(x) isn't given.