Minimizes a univariate strictly quasiconvex function over the interval [a, b]. This is augmented code from Adam Rothman's STAT 8054 course (2017).
dsearch(g, a, b, L = 1e-07, eps = (L/2.1), quiet = FALSE)
| g | the function to minimize, where g(u, ...) is the function evaluated at u. |
|---|---|
| a | left endpoint of the initial interval of uncertainty. |
| b | right endpoint of the initial interval of uncertainty. |
| L | the maximum length of the final interval of uncertainty. |
| eps | search parameter, must be less than L/2 |
| quiet | should the function stay quiet? |
| ... | additional argument specifications for g |
returns the midpoint of the final interval of uncertainty.