SEQUENTIAL MINIMAX SEARCH FOR A ZERO OF A CONVEX FUNCTION
RAND CORP SANTA MONICA CA
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Given a positive and a negative value of a function at two given points respectively. The function is continuous and convex and is otherwise unknown but computable. Starting with this information, a procedure is described for locating its unique root on the starting interval within an interval of minimum guaranteeable length in n steps, where a step consists of calculating the value of the function at any point we choose. The pertinent functional equation is derived and curves of the objective function are plotted for n 1, 2, 3, 4 from data obtained from the Johniac, RANDS Princeton-type high-speed digital computer.
- Numerical Mathematics