Convex1d

Usage

using Convex1d

sol = minimize(x -> x^2, (-1, 2), atol=1e-10)
@assert isapprox(sol.minimizer, 0, atol=1e-10)

minimize(f, (x_left, x_right); atol)

Minimize a convex function f on the interval [x_left, x_right].

Arguments

• f: Function that should be minimized, does not have to be differentiable.
• atol: Search tolereance, such that isapprox(true_minimizer, sol.minimizer, atol=atol)

will hold.