Golden section search for finding the minimum of a function

goldensearch.py

# Example usage
# f = lambda x: 3*(x**2)+4*x+ 5
# xhat = findmin(f,-3,2)

from scipy.constants import golden

 
def goldensearch(f,a,b,tol=1e-6):
    xl = b - (b-a)/golden
    xu = a + (b-a)/golden
    eps = abs(b-a)

    while eps > tol:
        # print a,b,eps
        if f(xl)<f(xu):
            b = xu
            xu = xl
            xl = b - (b-a)/golden
        else:
            a = xl
            xl = xu
            xu = a + (b-a)/golden
        eps = abs(b-a)

    return (xu+xl)/2.