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METHOD OF QUADRATIC INTERPOLATION

METHOD OF QUADRATIC INTERPOLATIONKELLER methods are a common approach to the more generalarea of line search for optimization. In the case of QUADRATIC inter-polation, the function s critical value is bracketed, and a quadraticinterpolant is fitted to the arc contained in the interval. Then, theinterpolant is minimized, and the new interval is determined based onthe relation of the minimizer to the original endpoints of the more formally, letx* maximize (or minimize)f(x). Ifx* isnot easily found through analytic methods, then it is significantly eas-ier to bracket the interval over which this critical point occurs.

METHOD OF QUADRATIC INTERPOLATION 3 The minimizer of qis easily found to be 0b=2aby setting q(x) = 0. From (2.2), our minimizer x min can be found: (2.3) x min= b 2a = x 1 1 2 (x 1 x 2)f0 1 f0 1 f 1 f 2 x 1 x 2 This of course readily yields an explicit iteration formula by letting x min= x 3. We have from (2.3): (2.4) x k+1 = x k 1 1 2 (x k 1 x ...

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