ABSTRACT

The single-variable optimization problem is of a central importance to optimization and practice. In this chapter, the authors introduce some basic numerical methods for locating the minimum of a function in one variable. The single-variable optimization problem is of a central importance to optimization and practice. Line search procedures involve solving nonlinear optimization problems in a single dimension. There are some common features shared by the algorithms of the line search methods that will be presented. One of the most efficient methods for bracketing the minimum of a function in a given interval is the golden section search. It uses a good strategy for reducing the number of function evaluations.