GabrielZ
05-06-2011, 07:07 AM
I've got a quick question about section 10.2 in Numerical Recipes, "Golden Section Search".
In that section, I think, it is never explicitly stated whether the function needs to be continuous or not, in order for the method to work.
I have read up a little bit elsewhere on Golden Section Search, but almost all authors just say that the function is assumed to be smooth, or at least continuous. But I have never found any explanation as to why the function must be continuous/smooth.
It seems to me, actually, that the method works even with discontinuous functions.
(Note that I am not talking about finding the global minimum.)
Can you help me with this question?
Thanks a lot in advance.
Best regards,
Gabriel.
In that section, I think, it is never explicitly stated whether the function needs to be continuous or not, in order for the method to work.
I have read up a little bit elsewhere on Golden Section Search, but almost all authors just say that the function is assumed to be smooth, or at least continuous. But I have never found any explanation as to why the function must be continuous/smooth.
It seems to me, actually, that the method works even with discontinuous functions.
(Note that I am not talking about finding the global minimum.)
Can you help me with this question?
Thanks a lot in advance.
Best regards,
Gabriel.