Software Recipes: Proven Tools by D. James Benton

Author:D. James Benton [Benton, D. James]
Language: eng
Format: azw
Publisher: UNKNOWN
Published: 2022-04-30T00:00:00+00:00

Chapter 15. Nonlinear Optimization in One Dimension

This is the process of finding the minimum or maximum of a function in one variable. The function is necessarily nonlinear, as linear functions (straight lines) don't exhibit a minimum or maximum. We build the algorithm to handle a minimum. If a maximum is sought, simply use the same algorithm on the inverse. The simplest effective algorithm for this is Brent's Method.[4] Articles on this approach are readily found on the Web and so we will not delve into the details here, only the implementation, which is illustrated in the following figure:

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