OPTIMIZATION EXAMPLE (GOLDEN BRACKET METHOD):

Find x that minimizes the following function:

f(x)=1.6 𝑥^3+3 𝑥^2−2 𝑥
with the constraint 𝑥≥0 by by applying the golden bracketing method between x=0.0 and 1.0.
(Golden Ratio: 𝑅=(−1±√5)/2=0.618033989⋯)
Constrained penalty equation: 𝑐=𝑚𝑖𝑛⁡(0,𝑥).

Golden ratio= 0.61803399

Tolerance: 𝜀= 1.00E-06

We need to minimize: gx)=f(x)+λ [min⁡(0,x)]2 -> g(x)=1.6 x3+3 x2−2 x +λ [min⁡(0,x)]2

where λ= 1
The first bracketing region [a,b]:
a= 0
b= 1

i ai bi h x1=bi-Rxh x2=ai+Rxh g(x1)

0 0.0000 1.0000 1 0.3820 0.6180 -0.2371
1 0.0000 0.6180 0.61803399 0.2361 0.3820 -0.2839
2 0.0000 0.3820 0.38196601 0.1459 0.2361 -0.2230
3 0.1459 0.3820 0.23606798 0.2361 0.2918 -0.2839
4 0.2361 0.3820 0.14589803 0.2918 0.3262 -0.2884
5 0.2361 0.3262 0.09016994 0.2705 0.2918 -0.2898
6 0.2361 0.2918 0.05572809 0.2574 0.2705 -0.2887
7 0.2574 0.2918 0.03444185 0.2705 0.2786 -0.2898
8 0.2574 0.2786 0.02128624 0.2655 0.2705 -0.2896
9 0.2655 0.2786 0.01315562 0.2705 0.2736 -0.2898
10 0.2705 0.2786 0.00813062 0.2736 0.2755 -0.2899
11 0.2705 0.2755 0.005025 0.2724 0.2736 -0.2899
12 0.2724 0.2755 0.00310562 0.2736 0.2743 -0.2899
13 0.2724 0.2743 0.00191938 0.2732 0.2736 -0.2899
14 0.2732 0.2743 0.00118624 0.2736 0.2739 -0.2899
15 0.2732 0.2739 0.00073314 0.2734 0.2736 -0.2899
16 0.2732 0.2736 0.0004531 0.2733 0.2734 -0.2899
17 0.2733 0.2736 0.00028003 0.2734 0.2735 -0.2899
18 0.2734 0.2736 0.00017307 0.2735 0.2735 -0.2899
19 0.2734 0.2735 0.00010696 0.2735 0.2735 -0.2899
20 0.2734 0.2735 6.6107E-05 0.2735 0.2735 -0.2899
21 0.2735 0.2735 4.08563E-05 0.2735 0.2735 -0.2899
22 0.2735 0.2735 2.52506E-05 0.2735 0.2735 -0.2899
23 0.2735 0.2735 1.56057E-05 0.2735 0.2735 -0.2899
24 0.2735 0.2735 9.64488E-06 0.2735 0.2735 -0.2899
25 0.2735 0.2735 5.96086E-06 0.2735 0.2735 -0.2899
26 0.2735 0.2735 3.68401E-06 0.2735 0.2735 -0.2899
27 0.2735 0.2735 2.27685E-06 0.2735 0.2735 -0.2899
28 0.2735 0.2735 1.40717E-06 0.2735 0.2735 -0.2899
29 0.2735 0.2735 8.69678E-07 0.2735 0.2735 -0.2899
xmin= 0.2735 f(xmin)= -0.2899
 Stop if
g(x2) h <ε Convergance to the optimum point:
0.2875
-0.2371 1.0
-0.2839
0.8 a
-0.2884 i
-0.2776 0.6
ai , bi

-0.2884
-0.2898 0.4
-0.2897
-0.2898 0.2
-0.2899
0.0
-0.2898 0 5 10 15 20 25 30
-0.2899
-0.2899 Iteration #
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899
-0.2899 Verifying the # of telescoping by the equation:
-0.2899
-0.2899
-0.2899
-0.2899 YES n= 29
 a
i

25 30