FIBONACCI METHOD

APPLICATION
• To find minimum of a function of one variable even if function is
not continuous LIMITATIONS:
• The initial interval of uncertainty i.e. range in which the optimum
lies, has to be known.
• The function being optimized has to be unimodal in the initial
interval of uncertainty.
• The exact optimum cannot be located in this method. Only an
interval known as the Final Interval of uncertainty will be known. The
final interval of uncertainty can be made.

Advantage of Fibonacci Series

• Fibonacci Series: F0=F1=1; Fn=Fn-1+Fn-1
• Hence: 1,1,2,3,5,8,13,21,34,…
• Lk-Lk *=Lk+1*
• Hence one point is always pre- calculated
 Fibonacci Search Algorithm

• Step 1: L=b-a; k = 2; Decide n;

• Step 2:

• Step 3: – Compute either f(x1) or f(x2) (whichever is not

computed earlier) – Use region elimination rule – Set new a
and b
• If k=n, TERMINATE else k=k+1 and Go to Step 2.