Quadratic Search

Quadratic approximate function

• Function to be optimized is f(x)

• The quadratic approximate function is
determined by matching at 3 points x1, x2 and
x3, which gives
Minima of quadratic approximation
 Algorithm
x1, ∆x is chosen by user initially

If f ( x ) < Fmin then new x2 =

x
If Fmin < f ( x ) then new x2 =
X min
Out of x1, x2 and x3 choose the two that are closest to and are on opposite sides of new x2
Name the smaller one x1 and the larger as x3
In case new x2 is either larger or smaller than all three of x1,x2,x3
choose the two points that are closest and name them in increasing order of value
Repeat
Various possibilities for refitting
Graphical
Various possibilities for refitting
Tabular