[comp.misc] Search by trisection question

ken@aiai.ed.ac.uk (Ken Johnson) (05/31/90)

Years ago I came across a method of searching for the maximum value of a
function by `trisection' and an efficient variant of search by
trisection called `fibonacci search'.  Does anyone happen to know a
technique for extending this search across more than one variable?

That is, given a function F(x) and evidence that X lies strictly between
Low_x and High_x, trisection allows me to find the value for x which
maximises Fx.  But suppose I have a function F(x,y,z) and knowledge of
Low_x, Low_y, etc? Can I still use search by trisection in some way?

-- 
Ken Johnson, AI Applications Institute, 80 South Bridge, Edinburgh EH1 1HN
E-mail ken@aiai.ed.ac.uk, phone 031-225 4464 extension 212
`I have read your article, Mr Johnson, and I am no wiser now than when I
started'.  -- `Possibly not, sir, but far better informed.'