UNRESTRICTED SEARCH: Search with Fixed Step Size

UNRESTRICTED SEARCH: Search with Accelerated Step Size

An obvious improvement can be achieved by increasing the step size
gradually until the minimum point is bracketed.
A simple method consists of doubling the step size as long as the move
results in an improvement of the objective function.
Several other improvements of this method can be developed. One
possibility is to reduce the step length after bracketing the optimum in
(xi−1, xi ). By starting either from xi−1 or xi , the basic procedure can be
applied with a reduced step size. This procedure can be repeated until
the bracketed interval becomes sufficiently small.
Example 5.3 Find the minimum of f = x(x − 1.5) by starting from 0.0
with an initial step size of 0.05.
Sol. At x1, f1 = 0.0.
In the negative x direction, x−2 = −0.05 and f−2 = 0.0775.
Since f−2 > f1, the assumption of unimodality indicates that the
minimum cannot lie toward the left of x−2.
Thus we start moving in the positive x direction and obtain
 EXHAUSTIVE SEARCH

Since the function is evaluated at all n points simultaneously, this method can be
called a simultaneous search method.
 Dichotomous search
In the dichotomous search, two experiments are placed as close as possible at the
center of the interval of uncertainty. Based on the relative values of the objective
unction at the two points, almost half of the interval of uncertainty is eliminated.

The new interval of uncertainty is (L0/2 + δ/2).

The building block of dichotomous search
consists of conducting a pair of experiments at
the center of the current interval of uncertainty.
The next pair of experiments is, therefore,
conducted at the center of the remaining
interval of uncertainty.
This results in the reduction of the interval of
uncertainty by nearly a factor of 2.
 Example. Find the minimum of f = x(x − 1.5) in the interval (0.0,
1.00) to within 10% of the exact value.
Sol.

Since n has to be even, the minimum admissible value of n as 6.

Example