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Computational Science:
Computational Methods in Engineering
Golden Section Search
Outline
• Description of the Method
• Method Summary
• Derivation of the Golden Ratio 𝑅
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Description of the
Method
3
Define Starting Interval
Choose a lower bound
𝑥 and an upper
bound 𝑥 that span a
single maximum.
𝑥 𝑥 𝑥
𝑥 𝑥
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Evaluate the Function at the Bounds
𝑓 𝑓 𝑥
𝑓 𝑓 𝑥 𝑓
𝑥 𝑥 𝑥 𝑓
𝑥 𝑥
Calculate Two Very Special Intermediate Points
Calculate the Golden ratio 𝑅.
5 1
R 0.6180...
2
Calculate distance 𝑑.
d R xU xL
𝑓 𝑑
𝑑
𝑓
𝑥 𝑥
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Calculate Two Very Special Intermediate Points
Calculate the Golden ratio 𝑅.
5 1
R 0.6180...
2
Calculate distance 𝑑.
d R xU xL
𝑓 𝑑
𝑑
Calculate special intermediate 𝑓
points 𝑥 and 𝑥 . 𝑥 𝑥 𝑥 𝑥
x1 xU d
x2 xL d
Evaluate the Function at the Intermediate Points
𝑓 𝑓 𝑥
𝑓 𝑓 𝑥 𝑓
𝑓
𝑥 𝑥 𝑥 𝑥
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Determine Position of the Maximum
𝑓
Is 𝑓 𝑓 ? Max to Right
𝑓
𝑥 𝑥 𝑥 𝑥
Determine Position of the Maximum
𝑓
Is 𝑓 𝑓 ? Max to Right
𝑓
𝑥 𝑥 𝑥 𝑥
10
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Adjust Points to Close in on Maximum
Old intermediate point 𝑥
𝑓
becomes new lower bound 𝑥 .
𝑓
xL x1 f L f1
Old intermediate point 𝑥
becomes new intermediate
point 𝑥 . 𝑥 ?
𝑓
x1 x2 f1 f 2
𝑥 𝑥 𝑥
Upper bound 𝑥 remains the
same.
11
Calculate New Intermediate Point
Calculate distance 𝑑. 𝑓
d R xU xL 𝑓
Calculate new
intermediate point 𝑥 .
x2 xL d 𝑑
𝑓
𝑥 𝑥 𝑥 𝑥
12
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Evaluate Function at New Intermediate Point
𝑓 𝑓
𝑓 𝑓 𝑥
𝑓
Observe that the entire
iteration only involved
𝑓
calculating one new point
and one new evaluation 𝑥 𝑥 𝑥 𝑥
of the function.
13
Determine Position of the Maximum
𝑓
𝑥 𝑥 𝑥 𝑥
14
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Determine Position of the Maximum
𝑓
𝑥 𝑥 𝑥 𝑥
15
Adjust Points to Close in on Maximum
Old intermediate point 𝑥
𝑓 𝑓
becomes new upper bound 𝑥 .
𝑓
xU x2 fU f2
Old intermediate point 𝑥
becomes new intermediate 𝑥 ?
point 𝑥 .
x2 x1 f 2 f1
𝑥 𝑥 𝑥
Lower bound 𝑥 remains the
same.
16
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Calculate New Intermediate Point
Calculate distance 𝑑. 𝑓 𝑓
d R xU xL 𝑓
Calculate new
intermediate point 𝑥 .
x1 xU d 𝑑
𝑥 𝑥 𝑥 𝑥
17
Evaluate Function at New Intermediate Point
𝑓 𝑓 𝑓
𝑓 𝑓 𝑥
𝑓
Observe that the entire
iteration only involved
calculating one new point
and one new evaluation 𝑥 𝑥 𝑥 𝑥
of the function.
18
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Determine Position of the Maximum
𝑥 𝑥 𝑥 𝑥
19
Determine Position of the Maximum
…and so on.
𝑥 𝑥 𝑥 𝑥
20
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Repeat Until Convergence
Converged if:
xU xL
2 tolerance
xU xL
21
Calculate Final Answer
Estimate the final maximum to be at the midpoint of the last interval.
xU xL
xe f e f xe
2
22
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Method Summary
23
Block Diagram of Golden Section Search to Find a
Maximum
Define Starting Bounds
yes Calculate
𝑥 𝑥 𝑥 xU xL
2 tolerance ? Final Answer
xU xL
xU xL
Evaluate Function at Bounds xe
no 2
𝑓 𝑓 𝑥 and 𝑓 𝑓 𝑥 Adjust Points for Max on Left f e f xe
xU x2 fU f2
yes
f1 f 2 ?
x2 x1 f 2 f1
Calculate Two Intermediate Points
x1 xU R xU xL f1 f x1 no
x1 xU d d R xU xL
x2 xL d R 5 1 2 Adjust Points for Max on Right
yes
Calculate
xL x1 f L f1 Final Answer
f1 f 2 ?
x1 x2 f1 f 2 x1 x2
Evaluate Function at Intermediate Points x2 xL R xU xL f 2 f x2 no
xe
2
𝑓 𝑓 𝑥 and 𝑓 𝑓 𝑥 no yes f1 f 2
f1 f 2 ? fe
2
unusual 24
12
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Block Diagram of Golden Section Search to Find a
Minimum
Define Starting Bounds
yes Calculate
𝑥 𝑥 𝑥 xU xL
2 tolerance ? Final Answer
xU xL
xU xL
Evaluate Function at Bounds xe
no 2
𝑓 𝑓 𝑥 and 𝑓 𝑓 𝑥 Adjust Points for Min on Left f e f xe
xU x2 fU f2
yes
f1 f 2 ?
x2 x1 f 2 f1
Calculate Two Intermediate Points
x1 xU R xU xL f1 f x1 no
x1 xU d d R xU xL
x2 xL d R 5 1 2 Adjust Points for Min on Right
yes
Calculate
xL x1 f L f1 Final Answer
f1 f 2 ?
x1 x2 f1 f 2 x1 x2
Evaluate Function at Intermediate Points x2 xL R xU xL f 2 f x2 no
xe
2
𝑓 𝑓 𝑥 and 𝑓 𝑓 𝑥 no yes f1 f 2
f1 f 2 ? fe
2
unusual 25
Animation of the Method
26
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The Magic of the Golden‐Section Search
Iteration 𝑖
Three of the four points line up from
one iteration to the next. This means
the function only has to be evaluated at
one new point each iteration.
Iteration 𝑖 1
The interval is reduced
by 38.2% each iteration.
27
Derivation of the
Golden Ratio
28
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Derivation of Golden Ratio (1 of 3)
From this picture, define three length parameters ℓ , ℓ and ℓ as
0 xU xL
xL x1 x2 xU 1 x2 xL
1 2
2 xU x2
0
Recognizing that the points of the next iteration should lie on top of
points from the previous iteration, define two conditions to ensure this.
0 1 2 Condition 1 – ensures ℓ ℓ covers entire span.
xL x1 x2 xU
1 2
1 2
Condition 2 – ensures the next iteration has the
same proportional spacing as the current iteration. 0
0 1 29
Derivation of Golden Ratio (2 of 3)
0 1 2 Condition 1 – ensures ℓ ℓ covers entire span.
1 2 Condition 2 – ensures the next iteration has the
same proportional spacing as the current iteration.
0 1
xL x1 x2 xU
Substitute Condition 1 into Condition 2 to eliminate ℓ .
1 2
1
2
0 1 2 1
0
Define the Golden ratio as 𝑅 ℓ ⁄ℓ .
1 1 2 1 2 1 1
2 1 1 R R2 R 1 0
1 2 1 1 2 1 2 R
invert equation expand left side Substitute 𝑅 ℓ ⁄ℓ Simplify
30
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Derivation of Golden Ratio (3 of 3)
0 1 2 Condition 1 – ensures ℓ ℓ covers entire span.
1 2 Condition 2 – ensures the next iteration has the
same proportional spacing as the current iteration.
0 1
xL x1 x2 xU
Recall the quadratic formula.
1 2
b b 2 4ac
0
ax 2 bx c 0 x
0 2a
Solve for 𝑅 using the quadratic formula.
1 12 4 1 1 1 5
R R 1 0
2
R
2 1 2
5 1
Pick the positive root to keep R positive. R 0.618033988749895...
2
31
16