Near a smooth local minimum with and , Taylor's theorem gives
If evaluated function values have absolute uncertainty of order , differences on that scale cannot reliably identify smaller displacements than order . In ordinary floating-point arithmetic, when and evaluations have relative error of order , this becomes
For unit-scale values and curvature, this is the square root of machine epsilon, rather than machine epsilon itself. It explains why a derivative-free golden-section search can lose reliable comparisons while candidate positions remain representably different.[ref]
This is a precision limit of the evaluated values, not an invariant property of the minimizer. Accurately subtracting a known constant, obtaining values at higher precision, or locating a zero of an accurately evaluated derivative can change the attainable position accuracy. A zero minimum with relative error controlled on its small values also needs separate analysis.
One dimensional minimization in the GNU Scientific Library manual Created 2026-10-24 Updated 2026-11-05
The “Caveats” subsection derives the loss of position accuracy proportional to the square root of function-value relative accuracy near a nonzero minimum with positive second derivative. “Minimization Algorithms” describes golden-section search and its linear contraction. The claims concern standard mathematical precision effects, not an assertion that later software releases were available for a historical examination.
For negative , the mean value theorem gives . In particular,
Since is continuous and strictly increasing, it vanishes at exactly one point . The positive second derivative makes a strictly convex function on the entire real line. Its derivative changes from negative to positive at , so is the unique global minimum. One may also use to verify coercivity.
In the endpoint-bracketing form of golden-section search, begin with , a width-one interval known to contain this unique minimum, and place the two standard interior probes. The attainable position accuracy is different from that for a simple root. Around , Taylor's theorem gives
Here the minimum value is nonzero and of order one: the lower quadratic bound gives , while . Ordinary relative round-off error in these function values therefore hides changes of order , once has that size. The function-value resolution near a nondegenerate minimum is consequently of order
Each golden-section search contraction multiplies the bracket width by . Using as the nominal target width gives
Unknown evaluation-error constants can change the actual stopping point; is the standard scale-based count. Requiring position accuracy from these function-value comparisons would disregard the quadratic flatness of the minimum. The same precision effect is documented for one-dimensional numerical minimization.[ref]
Use bisection on when the derivative is cheap and a bracket is easy to obtain. For a differentiable convex function, is nondecreasing, so such a bracket locates a global minimum, allowing a flat minimizing interval. Without convexity, first isolate a region containing the desired local minimum; arbitrary stationary points need not be minima.
Use golden-section search when reliable function values are available but derivatives are unavailable or expensive. It needs a bracket on which the objective is a unimodal function, commonly found by three ordered points whose middle value is below the two outer values. Those inequalities alone do not prove that the objective is a unimodal function. A convex function supplies the needed shape; for a nonconvex objective, isolate an interval on which it is a unimodal function.
Both methods have linear convergence of bracket width. Bisection contracts the width by per new derivative evaluation. Golden-section search contracts it by per new function evaluation after initialization, reusing one earlier value. Choose by evaluation cost and bracket availability as well as this contraction factor: comparing iteration counts alone can misidentify the faster method.