Past exam of the year 1 of the computer science course of the University of Oxford / 2023 / Discrete mathematics, probability and continuous mathematics / 5 / c / i / Solution

Use bisection on $f^{\prime }$ when the derivative is cheap and a bracket $f^{\prime }(a)<0<f^{\prime }(b)$ is easy to obtain. For a differentiable convex function, $f^{\prime }$ 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 $1/2$ per new derivative evaluation. Golden-section search contracts it by $(\sqrt{5}-1)/2\approx 0.618$ 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.