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How to use the Golden-Section Search for finding the MAX f(x) value?

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Bella
Bella 2016-5-31
评论： Walter Roberson 2016-6-1
I know how to find the min but not really sure how to find the max..

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回答（2 个）

Walter Roberson
Walter Roberson 2016-6-1
gs_max = @(x) -gs_min(-x)
That is, if you know how to find the min then you can find the max by finding the minimum of the negative of the values.
  2 个评论
Bella
Bella 2016-6-1
So are you saying that the max is the positive of the min? I got my min to be -1.6656
Walter Roberson
Walter Roberson 2016-6-1
Example:
A = [15 -3 8 17 5]
min(A) = -3
-min(-A) = -min([-15 +3 -8 -17 -5]) = -(-17) = 17
max(A) = 17
So whatever process you have for finding minimum, feed in the negative of the data, find the minimum of that, and take the negative of the result, and you will have the maximum of the original data.

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Roger Stafford
Roger Stafford 2016-6-1
Finding the maximum would work the same way as with the minimum except that 1) you need to work in an interval for which your function is unimodal with a maximum, and 2) with reference to the site
https://en.wikipedia.org/wiki/Golden_section_search
the reversals that are mentioned in the “Algorithm” section are applied.

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