Python script to find the minimize unimodal expressions using the golden section method | optimization technique

golden-section-method.py

import math

invphi = (math.sqrt(5) - 1) / 2  # 1 / phi
invphi2 = (3 - math.sqrt(5)) / 2  # 1 / phi^2 ig

def gssrec(f, a, b, tol=1e-5, h=None, c=None, d=None, fc=None, fd=None):

    (a, b) = (min(a, b), max(a, b))
    if h is None: h = b - a
    if h <= tol: return (a, b)
    if c is None: c = a + invphi2 * h
    if d is None: d = a + invphi * h
    if fc is None: fc = f(c)
    if fd is None: fd = f(d)
    if fc < fd:
        print ("a =", a , "b =", b)
        print ("f(", c, ") = ", f(c), "\nf(", d, ") = ", (f(d)), "\n")
        return gssrec(f, a, d, tol, h * invphi, c=None, fc=None, d=c, fd=fc)
    else:
        return gssrec(f, c, b, tol, h * invphi, c=d, fc=fd, d=None, fd=None)


## change f(n) here ->
f = lambda x:   math.sin(x) * math.exp(x)

## interval ->
a0 = -2
b0 = 1
count = 0
print (gssrec(f, a0, b0))