Near a smooth local minimum with and , Taylor's theorem givesIf 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 becomesFor 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]
One dimensional minimization in the GNU Scientific Library manual. Caveats: loss of the quadratic term when added to a nonzero minimum value
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.
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 givesHere 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 orderEach golden-section search contraction multiplies the bracket width by . Using as the nominal target width givesUnknown 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]
One dimensional minimization in the GNU Scientific Library manual. Caveats: Taylor expansion near the minimizer and the square-root precision limit; Minimization Algorithms: golden-section contraction