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Thread Subject:
golden section search for matrix with initial guess

Subject: golden section search for matrix with initial guess

From: Christian

Date: 10 Mar, 2014 15:09:09

Message: 1 of 1

Hi,

I'm very pleased with my vectorized version of the golden section search algorithm (i.e. I find the maximum of the every element in a matrix) to find a maximum. However, I'd like to improve its speed by providing an initial guess. Is there any algorithm to find a maximum in an interval that allows for an initial guess and is vectorized? I think that most optimization routines in matlab are for scalars, or am I wrong?

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