Illustration of the 1D Function Optimization

 
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This example shows how the three rules of the 1D optimization algorithm work together to produce an importance sampling of the function maxima (the headline originates from the talk from which these figures are taken).

The black stair-line is the objective function, the pink line is a linear interpolation between the known function values (pinkt dots). It has to distinct plateaus with maximal function value. The process starts with an interval that just encompasses the entire interval on which the function is defined. The daahed green line show the initial threshold for accepting a point as part of the maximum, according to what is initially known about the function. This threshol dis updated according to the mot recent maximal function value.

Pink arrorws and comments in the first few iterations give comments on the rule applied to insert a new sample.


eof.