Simple Unconstrained Optimization Method

function

-x



x

-x



3

x

6+

2

x

6+

3

x

iterations

1

This Demonstration shows the simple one-dimensional unconstrained maximization algorithm for finding the (local) maximum of the function

f(x)

near the starting value

x=

x

0

. It is a nongradient method and it requires only the starting value

x

0

and the initial step value

Δ

0

.