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Fibonacci Search

A more sophisticated algorithm is the Fibonacci search, where at each iteration the length of the interval is chosen according to the Fibonacci rule: $ I_{k-3} = I_{k-2}+I_{k-1}$. This method has the advantage that the uncertainty after n iteration is known a priori: defining the initial interval $ I_0 = I_1 = (c-a)$, then

$\displaystyle I_k =\frac{I_1+f_{k-2}\epsilon}{f_k}$    

where $ f_i$ is the $ i$-th number of the Fibonacci sequence.
The number of function evaluations are again $ 2k$, and the disadvantages of this methods are that $ \epsilon$ and $ n$ must be chosen a priori.



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