The golden section search is a technique for finding the extremum (minimum or maximum) of a strictly unimodal function by successively narrowing the range of values inside which the extremum is known to exist. The technique derives its name from the fact that the algorithm maintains the function values for triples of points whose distances form a golden ratio. The algorithm is the limit of Fibonacci search (also described below) for a large number of function evaluations. Fibonacci search and Golden section search were discovered by Kiefer (1953). (see also Avriel and Wilde (1966)).
Read more about Golden Section Search: Basic Idea, Probe Point Selection, Termination Condition, Recursive Algorithm, Fibonacci Search
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