Side-issue: why isn't Golden section better known ?
Luenberger's book [1] convinced me that a line search should be done with golden section, when I was hacking non-linear optimization. Yet I rarely see it mentioned - seems always to come down to binary search ...
Binary means division into two. Dividing in unequal parts is still a binary search.
And Golden Section is only indicated under some circumstances. It's big-O the same, but not little-O the same, and it depends in the exact details. It's also hard to get those details right.
Luenberger's book [1] convinced me that a line search should be done with golden section, when I was hacking non-linear optimization. Yet I rarely see it mentioned - seems always to come down to binary search ...
[1] http://www.amazon.com/Linear-Nonlinear-Programming-David-Lue...