ExhaustiveSearch(a,​b,n,fun)

Exhaustive search is a bracketing method. It is generally used to reduce the search domain.

In the exhaustive search method, the optimum of a Uni-modal function is bracketed by calculating the function values at a number of equally spaced points.The algorithm generally starts its search from the lower bound towards the upper bound. Three consecutive function values are compared.The outcome of comparison will decide whether the search will terminate or continue by replacing one of the three points by a new point.