270 Nonlinear Programming I: One-Dimensional Minimization Methods
Eq. (5.21) can be expressed as
γ≃1
γ+ 1
that is,γ^2 −γ− 1 = 0 (5.23)This gives the rootγ= 1 .618, and hence Eq. (5.19) yieldsLk=(
1
γ)k− 1
L 0 = ( 0. 618 )k−^1 L 0 (5.24)InEq. (5.18) the ratiosFN− 2 /FN− 1 andFN− 1 /FNhave been taken to be same
for large values ofN. The validity of this assumption can be seen from the following
table:Value ofN 2 3 4 5 6 7 8 9 10 ∞Ratio
FN− 1
FN0.5 0.667 0.6 0.625 0.6156 0.619 0.6177 0.6181 0.6184 0.618The ratioγ has a historical background. Ancient Greek architects believed that a
building having the sidesdandbsatisfying the relationd+b
d=
d
b=γ (5.25)would have the most pleasing properties (Fig. 5.11). The origin of the name,golden
section method, can also be traced to the Euclid’s geometry. In Euclid’s geometry,
when a line segment is divided into two unequal parts so that the ratio of the whole to
the larger part is equal to the ratio of the larger to the smaller, the division is called
the golden section and the ratio is called the golden mean.Procedure. The procedure is same as the Fibonacci method except that the location
of the first two experiments is defined byL∗ 2 =
FN− 2
FN
L 0 =
FN− 2
FN− 1
FN− 1
FN
L 0 =
L 0
γ^2= 0. 382 L 0 (5.26)
The desired accuracy can be specified to stop the procedure.Figure 5.11 Rectangular building of sidesbandd.