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Bolzano’s (Bisection) Method

Given an objective function


f  x
And its derivative
f  x
Find the minimum/maximum of
f  x
By using bisection to search for the root of
f  x
Theory
If g  x   f   x 
Find two points L and R (for minima) such that
g  L   0, g  R   0 g ' x

Find M=
LR 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.

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