Fibonacci Search - agneay/Optimization-Techniques GitHub Wiki

Fibonacci Search

Definition

Fibonacci Search is similar to Golden Section Search but uses Fibonacci numbers to determine interval division.

Key Idea

The ratio of successive Fibonacci numbers approaches the golden ratio, making this method an alternative to Golden Section.

Steps

  • Compute required Fibonacci numbers based on interval length and tolerance.
  • Divide interval according to Fibonacci ratios.
  • Repeat evaluations until desired precision is achieved.

Pros

  • Sometimes more efficient than Golden Section when function evaluations are costly.

MATLAB File

/OneDimensional/fibonacci.m