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An extension of Fibonaccian search to several variables

By P. Krolak, L. Cooper

Communications of the ACM, Vol. 6 No. 10, Pages 639-641

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A technique which uses Fibonaccion search concepts has been developed to solve optimization problems involving unimodal functions of several variables. The technique has not been proven to be optimal in the sense that the one-dimensional Fibonaccion search is. However, it is valuable for certain kinds of calculations.

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