function [x,fx,ea,iter]=goldmin(f,xl,xu,es,maxit,varargin) % goldmin: minimization golden section search % [x,fx,ea,iter]=goldmin(f,xl,xu,es,maxit,p1,p2,...): % uses golden section search to find the minimum of f % input: % f = name of function % xl, xu = lower and upper guesses % es = desired relative error (default = 0.0001%) % maxit = maximum allowable iterations (default = 50) % p1,p2,... = additional parameters used by f % output: % x = location of minimum % fx = minimum function value % ea = approximate relative error (%) % iter = number of iterations if nargin<3,error('at least 3 input arguments required'),end if nargin<4|isempty(es), es=0.0001;end if nargin<5|isempty(maxit), maxit=50;end phi=(1+sqrt(5))/2; iter=0; while(1) d = (phi-1)*(xu - xl); x1 = xl + d; x2 = xu - d; if f(x1,varargin{:}) < f(x2,varargin{:}) xopt = x1; xl = x2; else xopt = x2; xu = x1; end iter=iter+1; if xopt~=0, ea = (2 - phi) * abs((xu - xl) / xopt) * 100;end if ea <= es | iter >= maxit,break,end end x=xopt;fx=f(xopt,varargin{:}); end