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Jan 29, 2014 at 21:09 comment added vonbrand @Pteromys, it can be shown (see Avriel and Wilde, "Optimality proof for the symmetric Fibonacci search technique", Fibonacci Quarterly 4:4, 265-269 (oct 1966)) that the Fibonacci search (closely related to the golden section search) is optimal if you only compare values for greater/smaller.
Jan 21, 2014 at 0:39 comment added Pteromys thanks. The term "golden section search" seems to explicitly stand for the continuous case. However, it is reserved for a particular way of division of intervals. I'd like to divide intervals in another way.
Jan 20, 2014 at 16:31 comment added Hoda You are right I had not noticed the emphasis on the continuity. Then how about Golden Section Search?
Jan 20, 2014 at 10:55 comment added Pteromys I didn't know the word, but from the sources you've given I can only know that the term is used problems of a discrete domain.
Jan 20, 2014 at 1:54 history answered Hoda CC BY-SA 3.0