Math Problem Statement

Find the minimum of 𝑓(π‘₯) = π‘₯(π‘₯ βˆ’ 1.5) in [0, 1] by Golden section search rule with interval of uncertainty as 0.3

Solution

The Golden Section Search is an iterative method used to find the minimum (or maximum) of a unimodal function within a specified interval. In this case, we want to find the minimum of f(x)=x(xβˆ’1.5)f(x) = x(x - 1.5) in the interval [0,1][0, 1], with an interval of uncertainty of 0.3. Here's a step-by-step outline of how to apply the method:

Step 1: Define the Golden Ratio

The Golden Ratio, denoted by Ο•\phi, is approximately 1.618. The inverse of the Golden Ratio, 1βˆ’1Ο•1 - \frac{1}{\phi}, is approximately 0.618.

Step 2: Initialization

  • Define the initial interval as [a,b]=[0,1][a, b] = [0, 1].
  • The interval of uncertainty is 0.3, meaning we stop the process when the length of the interval is less than or equal to 0.3.

Step 3: Compute the Two Interior Points

Let the two interior points be x1x_1 and x2x_2 within the interval [a,b][a, b]:

  • x1=bβˆ’0.618(bβˆ’a)x_1 = b - 0.618(b - a)
  • x2=a+0.618(bβˆ’a)x_2 = a + 0.618(b - a)

For the first iteration:

  • a=0a = 0
  • b=1b = 1

Thus,

  • x1=1βˆ’0.618(1βˆ’0)=1βˆ’0.618=0.382x_1 = 1 - 0.618(1 - 0) = 1 - 0.618 = 0.382
  • x2=0+0.618(1βˆ’0)=0.618x_2 = 0 + 0.618(1 - 0) = 0.618

Step 4: Evaluate the Function at x1x_1 and x2x_2

We now evaluate the function f(x)=x(xβˆ’1.5)f(x) = x(x - 1.5) at x1=0.382x_1 = 0.382 and x2=0.618x_2 = 0.618:

  • f(0.382)=0.382(0.382βˆ’1.5)=0.382(βˆ’1.118)=βˆ’0.426f(0.382) = 0.382(0.382 - 1.5) = 0.382(-1.118) = -0.426
  • f(0.618)=0.618(0.618βˆ’1.5)=0.618(βˆ’0.882)=βˆ’0.545f(0.618) = 0.618(0.618 - 1.5) = 0.618(-0.882) = -0.545

Step 5: Determine the New Interval

Since f(x2)<f(x1)f(x_2) < f(x_1), the minimum must lie in the interval [x1,b][x_1, b]. Therefore, update the interval to:

  • a=0.382a = 0.382
  • b=1b = 1

Step 6: Repeat the Process

Now we repeat the process with the updated interval. Compute the new interior points:

  • x1=bβˆ’0.618(bβˆ’a)=1βˆ’0.618(1βˆ’0.382)=0.764x_1 = b - 0.618(b - a) = 1 - 0.618(1 - 0.382) = 0.764
  • x2=a+0.618(bβˆ’a)=0.382+0.618(1βˆ’0.382)=0.618x_2 = a + 0.618(b - a) = 0.382 + 0.618(1 - 0.382) = 0.618

Evaluate the function at x1=0.764x_1 = 0.764 and x2=0.618x_2 = 0.618:

  • f(0.764)=0.764(0.764βˆ’1.5)=0.764(βˆ’0.736)=βˆ’0.562f(0.764) = 0.764(0.764 - 1.5) = 0.764(-0.736) = -0.562
  • f(0.618)=βˆ’0.545f(0.618) = -0.545 (already computed)

Since f(x1)<f(x2)f(x_1) < f(x_2), the minimum lies in the interval [x2,b]=[0.618,1][x_2, b] = [0.618, 1].

Step 7: Stopping Criterion

At this point, the interval length bβˆ’a=1βˆ’0.618=0.382b - a = 1 - 0.618 = 0.382, which is larger than the interval of uncertainty (0.3), so we need one more iteration.

Repeat the process with the updated interval [0.618,1][0.618, 1], and continue until the interval length is less than or equal to 0.3.

Conclusion:

After enough iterations, we will reach a point where the interval of uncertainty is less than 0.3. The value of xx at this point will be close to the minimum of the function within the specified interval.

Do you need more details or have any questions?

Here are 5 related questions:

  1. What is the convergence rate of the Golden Section Search method?
  2. How does the Golden Section Search compare to other optimization methods like Newton's method?
  3. Can the Golden Section Search be used for multi-dimensional optimization?
  4. What happens if the function has multiple minima in the given interval?
  5. How do you choose the initial uncertainty interval for the Golden Section Search?

Tip: The Golden Section Search is particularly useful when the derivative of the function is difficult to calculate or unavailable.

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Math Problem Analysis

Mathematical Concepts

Optimization
Golden Section Search
Unimodal Function

Formulas

x_1 = b - 0.618(b - a)
x_2 = a + 0.618(b - a)
f(x) = x(x - 1.5)

Theorems

Golden Section Search Method

Suitable Grade Level

College/Advanced High School