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A more sophisticated algorithm is the Fibonacci search, where at each
iteration the length of the interval is chosen according to the
Fibonacci rule:
.
This method has the advantage that the uncertainty after n iteration
is known a priori: defining the initial interval
,
then
where
is the
-th number of the Fibonacci sequence.
The number of function evaluations are again
, and
the disadvantages of this methods
are that
and
must be chosen a priori.
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