Accelerating one-dimensional searches.

Abstract

In the search technique presented, the number of function evaluations is reduced by making use of the derivative of the function. The search method is combined with the variable metric algorithm reported by Davidon (1959) to solve a 17-parameter optimal atmospheric flight of a space shuttle vehicle. In the case of the problem, the proposed method requires one or two function evaluations per iteration less than the standard cubic fit-golden section method.