Dichotomous Search method

(One-Dimensional Elimination
Numerical Method)
4
By
Prof. N. K. Jain
Delhi College of Engineering

1
What we have learnt
in the
previous lectures

2
 OPTIMIZATION
Optimization is the process of finding
the best result under certain given
conditions

 Optimization can be defined as the

process of finding the conditions that
give the maximum or minimum value of
a function

3
 Mathematical programming
techniques are useful in finding
the minimum of a function
several variables under a
prescribed set of constraints .

4
 Optimization is a natural process

• Plant Orientation
• Darwins’ theory of Survival of the
fittest.
• Businessman……..

5
………
• Housewife
• A student coming to college for
studying, for exam. Or for interview
etc.

6
• The historical Developments in
Optimization.
• Definition of a general optimization
problem.
• Classification of optimization
techniques.
• Applications of optimization in
various engineering fields.

7
 Classification of optimization
problems
1. Linear/nonlinear programming
2. Single objective/multi objective
programming
3. Constrained/unconstrained
programming
………………………
8
………………….
4. One dimensional/multidimensional
programming
5. Direct/first order/second
order/Quasi Newton techniques
6. Quadratic programming
7. Deterministic/statistical/probablistic
programming……………..
9
………………
8. Analytical/Numerical problems

9. Static/dynamic programming

10.Optimal/non optimal programming

11.Integer programming
10
• Some Important Points from
Lecture 2

11
The basic philosophy of most of
the numerical method of
optimization is to produce a
sequence of improved
approximation to the optimum
according to following scheme.

12
Assumption of Unimodality

A unimodal function is one that has

only one peak (maximum) or valley
(minimum) in a given interval.

f(x) f(x) f(x)

x
a x a x1 x2 a b
b b x 13
 CLASSIFICATION OF
NUMERICAL METHODS

1.ELIMINATION METHODS

2.INTERPOLATION METHODS

14
Elimination methods are:
1. Unrestricted search
2. Exhaustive search
3. Fibonacci method
4. Golden section methods
5. Dichotomous search
6. Interval Halving method.

15
Various One Dimensional Techniques
Covered in Lecture 2

1. Unrestricted search with fixed step

size.
2. Unrestricted search with
accelerated step size.
3. Exhaustive search.

16
• Some Important Points from
Lecture 3

17
INTERVAL HALVING METHOD

• Elimination method.
• Exactly one half of the current
interval of uncertainty is deleted in
every stage.

18
STEPS OF SOLUTION

STEP 1:-Division of initial interval of

uncertainty.
Divide the initial interval of
uncertainty L0=(a, b) into four equal
parts and label the intermediate points
as x1,x0and x2.

Interval Halving Method 19

 STEP 2:- Evaluation of function.

Find the value of the function at the

three interior points as f1=f(x1),
f0=f(x0) and f2=f(x2).

Interval Halving Method 20

 STEP 3:- Reduction of interval of
uncertainty.
3(a). If f2>f0>f1 delete (x0,b) label x1 and
x0 as the new x0 and b, respectively,
and go to step 4.
f2
f0
f1

xxxxxxxxxxxxxxxxxxxxx
a x1 x0 x2 b
L0
Interval Halving Method 21
3(b). If f1>f0>f2delete (a,x0) label x2and
x0 as the new x0and a respectively
and go to step 4.

f1
f0
f2

xxxxxxxxxxxxxxxxxxxxx
a x1 x0 x2 b
L0

Interval Halving Method 22

3(c). If f1>f0 and f2>f0 ,delete (a,x1) and
(x2,b), label x1 and x2 as the new a and
b, respectively, and go to step 4.
f2
f1
f0

xxxxxxxxxxx xxxxxxxxxxx
a x1 x0 x2 b
L0

Interval Halving Method 23

 STEP 4:- Test of convergence.

If the new interval of uncertainty L=(b-

a) satisfies the convergence L≤ є,
where є is a small quantity, stop the
procedure. Otherwise, set the new
L0=L and go to step 1.

Interval Halving Method 24

 REMARKS
Interval of uncertainty remaining at
the end of n experiments.

Ln=(1/2) (n-1)/2 L0
Where n≥3 and odd.
BUT ‘n’ NEEDS NOT TO BE A
MULTIPLE OF 3.

Interval Halving Method 25

Dichotomous Search method
(One-Dimensional Elimination
Numerical Method)

By
Prof. N. K. Jain
Delhi College of Engineering

26
 INDEX
-Introduction
-Limitation
-Basic Process
-Result
-Flow Chart
-Example

27
BASIC BRACKETING ALGORITHM

a X1 X2 b

Two point search (dichotomous

search) for finding the solution to
minimizing ƒ(x):

28
1) Assume an interval [a,b]
2) Find x1 = a + (b-a)/2 -/2 and
x2 = a+(b-a)/2 +/2
where  is the resolution.

29
3) Compare ƒ(x1) and ƒ(x2)

4) If ƒ(x1) < ƒ(x2) then eliminate

x > x2 and set b = x2

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 If ƒ(x1) > ƒ(x2) then eliminate x < x1
and set a = x1
If ƒ(x1) = ƒ(x2) then pick another pair
of points
5) Continue placing point pairs until
interval < 2 

31
 DICHOTOMOUS SEARCH

Dichotomous Search is a sequential

search method in which the result of
any experiment influences the location
of the subsequent experiments.

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 LIMITATIONS
The function has to be an unimodal
function where it is assumed that
there is only one maxima or minima
in the Initial interval of uncertainty

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 THE BASIC PROCESS

In dichotomous search, two

experiments are placed as close as
possible at the “Center of the
Interval of Uncertainty”

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Based on the relative value of the
Objective Function at the two points,
almost half the interval of uncertainty
is eliminated.

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 DICHOTOMOUS SEARCH
Main Entry: di·chot·o·mous
Pronunciation: dI-'kät-&-m&s also d&-
● Conceptually simple Function: adjective
idea: : dividing into two parts

– Try to split interval in half in each step

L0

a0 d << L0 b0
L0/2

f   f  :
36
 Dichotomous search (2)
Interval size after 1 step (2 evaluations):
L0

L1  L0  d 
1
2
● Interval size after m steps (2m evaluations):

L0  1 
Lm  m  d 1  m 
2  2 
● Proper choice for d :
L0 Lm Lideal L0
Lideal
 m  d  m

10 10  2m
m
2 10
37
 Dichotomous search (3)
• Example: m = 10 L 
10
log  m  m
 L0 
L0 L0
Lideal
10  10 
2 1024

ideal L0
L10 L0 d
d   10240
10 10240
Ideal
interval
reduction

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 f2
f1

d
Xs Xf
X1 X2

d/2
I I

Lo

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The above figure shows the position of
two experiments where “δ ” is a small
positive number chosen so that the two
experiments give significantly different
results.δ
The new interval of uncertainty is given
by (L0/2 + δ/2)

40
Next experiment is conducted by
taking a pair of points at the center of
“Current Interval of Uncertainty”

41
RESULT:-
This results in the reduction of the
interval of Uncertainty by nearly A
FACTOR OF TWO
Table shows the Interval of Uncertainty
at the end of different pairs of
Experiments:

42
No. of Final Interval of Uncertainty
Experiments

2 (1/2)(Lo+δ)

4 (1/2)((Lo+δ) /2) + δ/2

6 (1/2)(((Lo+ δ)/4)+δ /2)+ δ/2

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In General, the final Interval of
Uncertainty after conducting “n”
experiments (n-even) is given by

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 START
FLOW CHART

DEFINE FUNCTION f(X)

K = K+1

A1 , B1 , є , d , SET K=1
IF No
|BK-AK|<=є
X1 = AK + { (BK-AK)/2- d /2 }
Yes

X2 = AK + { (BK-AK)/2+ d /2 } IF
f(X1)<=f(X2)
Yes No
IF
f(X1)<=f(X2) Xopt = X1 Xopt = X2
Yes No
PRINT SOLUTION
AK+1 = AK AK+1 = X1
BK+1 = X2 BK+1 = BK STOP
45
Let’s take an example to illustrate
Prob:- Find the minimum of function

f x   0.65 
0.75
1 x 2
 0.65 x  tan  
1 1
x

Using Dichotomous method in interval

(0,3) to achieve a accuracy of within
5% of the exact value using δ =0.0001.

46
 Solution:
f  x   0.65 
0.75
1 x2
 0.65 x  tan  
1 1
x

Ln=L0/2n/2+ d (1-1/2n/2)
Accuracy for 5% of the exact value,
½ (Ln /L0)  (5/100)
1/2n/2+d /L0 (1-1/2n/2)<=(1/10)

47
Since δ = 0.0001 and Lo =3
(1/2n/2+(1/30000)(1- 1/2n/2)<=1/10
2n/2>= 10
Since n has to be even, this inequality
gives the minimum admissible value of
n as 8.

48
• The search is made as follows. The
first two experiments are made at
x1=(Lo/2)- δ /2

49
x1=1.49995 x1=1.49995 x2=1.50005

Xs=0 Xf=3

x2=(Lo/2)+ d /2 f2= -0.154065228

f1=-0.15407831

x2=1.50005
With this function value are
f1=-0.15407831 and
f2= -0.154065228

50
Since f2 > f1 ‘ we delete (x2 ,3) and
obtain the new interval of uncertainty as
(0, x2) i.e. (0, 1.50005). The second
pair of experiments is conducted at
x3=((0+1.50005)/2)-0.001/2)=0.749975

x3= 0.749975 x4= 0.750075

0 1.50005

f4= -0.282043663

f3= -0.282069886
51
• x4=((0+1.50005)/2)+(0.001/2)
=0.750075
• Which gives the function values
f3= -0.282069886 and
f4= -0.282043663
• Since f4 >f3 , we delete (x4,1.50005)
and the new interval of uncertainty
(0, x4) is (0, 0.750075).

52
The third pair of experiments will be
conducted at
x5=((0+0.750075)/2)-(0.001/2)
=0.3749875
x6=((0+0.750075)/2)+(0.001/2)
x5= 0.3749875 x6= 0.3750875
0 0.750075
=0.3750875
f5= -0.302963728 f6= -0.302977898

53
 f5= -0.302963728
f6= -0.302977898
Since f5>f6 , we delete (0, x5 ),and the
new interval of uncertainty
(x5, 0.750075) is
(0.3749875, 0.750075).

54
The final set of experiments will be
conducted at
x7=((0.3749875 +0.750075-
0.3749875)/2)-(0.001/2)=0.56248125
x8=((0.3749875 +0.750075-
0.3749875)/2)+(0.001/2)
x7= 0.56248125 x8= 0.56258125
x5=0.3749875
=0.56258125 0.750075

f8= -0.306706715

f7= -0.306714385

55
f7= -0.306714385
f8= -0.306706715
Since f8 >f7 , the new interval of
uncertainty (x5, x8) is (0.750075,
0.56248125 ). The middle point of this
interval can be taken as optimum
point and hence

56
Xopt=0.056278125
fopt= -0.296542195

x5=0.3749875
Xopt=0.056278125 x8= 0.56258125

fopt= -0.296542195

57
 Thanks
For your
patience
58