An improvement on Fibonacci search method in optimization theory

摘要

Among the other elimination methods, Fibonacci search method is regarded as the best one to find the optimal point for single valued functions. In the present study, employing Lucas numbers instead of Fibonacci numbers, we have made partial improvements on location of the intervals that contain optimal point in the Fibonacci search algorithm. For that purpose, using two well known test functions in optimization theory, a computer program was developed in MAPLE to examine this idea. It was seen that the improved method is giving better results than the previous method in the sense that converging the optimal point more rapidly.