Transcription of METHOD OF QUADRATIC INTERPOLATION
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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. Letq(x) denote the QUADRATIC interpolant off(x). Minimizing a quadraticfunction is trivial, and so the critical point ofqis easily obtained.
q(x) denote the quadratic interpolant of f(x). Minimizing a quadratic function is trivial, and so the critical point of qis easily obtained. We then form a new bracketing interval by throwing away the "worst" point, which for our purposes would be the point that is the largest or smallest, depending on whether we want to approximate a maximum ...
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