I need to provide computational complexity for the algorithms in my work. One of the algorithms I have used is Golden Section method for line search. I took a look at "Nonlinear Programming" book by Bertsekas, but it did not mention the computation complexity. I have found from a paper which also has used Golden Section method, that the computation complexity is O(log(1/epsilon)), but I want to find a book or an appropriate reference for that, to cite in my work. Do you know any book or like that which has provided this?
Thanks in advance.
Best Answer
See E. Bertolazzi's Lecture notes.