A Space-Effective Direct Search Algorithm and Observations on the Golden Section

It is demonstrated that substantial savings in the computer storage space and calculation can be effected by a close inspection of the subsearch phase of a multivariate optimization algorithm. This is particularly important in implementing algorithms on small computers. A significant compaction of the golden section search is developed. Coincidentally, it is found that the actual bracketing and convergence properties are better than those conventionally used in the literature.