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Dicotomic search

The simplest form of sectioning is the dicotomic search: at first iteration the interval $ [a,c]$ is divided in two equal parts, $ [a,b]$ and $ [b,c]$, so that $ b = \dfrac{a+c}{2}$; then, choosing $ \epsilon>0$, we check if $ f(b-\epsilon)>f(b+\epsilon)$. In such case we repeat he whole process with the new interval $ [a,b]$, otherwise we repeat with $ [b,c]$. It can be proved ([13]) that this method requires $ 2k$ evaluations of the function $ f$, where $ k$ is the iterations number. Also the final interval length $ I_k = (c_k - a_k)$ is

$\displaystyle \lim_{k\rightarrow\infty}I_k = \epsilon I_0,$    

where $ I_0 = (c-a)$.
So the relative uncertainty on the minimum $ x^\star$ is $ \epsilon$.



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