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.
Unimodal function Created 2026-10-20 Updated 2026-11-05
A real function on an interval is unimodal if there is a point such that it is nondecreasing to the left of and nonincreasing to the right. This convention describes a single peak and allows flat regions. Some optimization texts instead use the corresponding single-valley convention, so the direction must be specified.
For example, has its peak at . A unimodal density can describe a distribution with one mode, while unimodality of an objective allows interval-elimination search methods. Concavity implies peak unimodality, but unimodality alone does not require the chord inequalities of concavity.