Fox, R. L.; Lasdon, L. S.; Tamir, Arie; Ratner, Margery - In: Management Science 22 (1975) 1, pp. 42-50
Many nonlinear programming algorithms utilize a one-dimensional search along directions generated by the algorithm. This paper describes a method for performing this search. The method finds 3 points which bracket the minimum, fits a quadratic through them to yield a fourth point, then fits...