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Find M=
LR x0 for g ' x 0
2
Find g M
For unimodal g x
If g M 0, then the interval (M, R) can be eliminated from the search.
If g M < 0, then the interval (L, M) can be eliminated from the search.
Form the new interval and repeat
Algorithm
For an objective function
f x
This method uses only the sign of the derivative and not its magnitude.