In python, the golden splitting method is used.
This article describes how to implement the golden Splitting Method in python. Share it with you for your reference. The specific implementation method is as follows:
''' a,b = bracket(f,xStart,h) Finds the brackets (a,b) of a minimum point of the user-supplied scalar function f(x). The search starts downhill from xStart with a step length h. x,fMin = search(f,a,b,tol=1.0e-6) Golden section method for determining x that minimizes the user-supplied scalar function f(x). The minimum must be bracketed in (a,b).''' from math import log, ceildef bracket(f,x1,h): c = 1.618033989 f1 = f(x1) x2 = x1 + h; f2 = f(x2) # Determine downhill direction and change sign of h if needed if f2 > f1: h = -h x2 = x1 + h; f2 = f(x2) # Check if minimum between x1 - h and x1 + h if f2 > f1: return x2,x1 - h # Search loop for i in range (100): h = c*h x3 = x2 + h; f3 = f(x3) if f3 > f2: return x1,x3 x1 = x2; x2 = x3 f1 = f2; f2 = f3 print "Bracket did not find a mimimum" def search(f,a,b,tol=1.0e-9): nIter = int(ceil(-2.078087*log(tol/abs(b-a)))) # Eq. (10.4) R = 0.618033989 C = 1.0 - R # First telescoping x1 = R*a + C*b; x2 = C*a + R*b f1 = f(x1); f2 = f(x2) # Main loop for i in range(nIter): if f1 > f2: a = x1 x1 = x2; f1 = f2 x2 = C*a + R*b; f2 = f(x2) else: b = x2 x2 = x1; f2 = f1 x1 = R*a + C*b; f1 = f(x1) if f1 < f2: return x1,f1 else: return x2,f2
I hope this article will help you with Python programming.