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 ...
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-Lue...