How can I find the maximum point on a function without using its derivative?

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SUMMARY

This discussion focuses on methods to find the maximum point of a function without using its derivative. The participant suggests using a modified search algorithm that involves selecting two points, p and q, and iteratively adjusting a third point, r, based on the function's values at these points. This method, while slower than Newton's Method, effectively locates the maximum by halving the interval length when necessary. The approach is particularly useful for functions with a single local/global maximum and avoids the complexities of derivative calculations.

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  • Knowledge of function evaluation techniques.
  • Basic understanding of interval halving methods.
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brydustin
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I have a function with one and only one local/global maxium... (i.e. half the function has positive slope, half the function has negative slope). And I want to find the maximum point on the function. How can I find the function's max?

I was thinking of turning the function into its derivative and using Newton's Method for finding the zero... are there better ways?
 
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Yes, that will work. Another way, that will converge slower does not require finding the derivative (and the second derivative to use Newton's method) is this:

Choose two points, p and q, and an interval length, [itex]\delta[/itex]. If f(p)> f(q), choose a new point, r, a distance [itex]\delta[/itex] beyond p (opposite the direction from p to q. If f(q)> f(p), reverse p and q). If f(r)> f(p), repeat. If f(r)< f(p) reverse direction and divide [itex]\delta[/itex] by 2 to halve the interval length.

Since this question has nothing to do with differential equations, I am moving it to "Calculus and Analysis".
 

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