Suppose there is a convex function, and a certain domain interval. I want to find the max of this function within the interval. The goal is to minimize the number of times the function is evaluated, because evaluating it is expensive.
I can think of a naive solution involving evaluating the function at two points of the interval (thereby partitioning the interval into three sub-intervals) and discarding the edge sub-interval of the point with the lower function value. But, I am not sure whether it's optimal.