From 81cb71e38aa530f0797c39507217469340560b8d Mon Sep 17 00:00:00 2001
From: Daniel Fox <dafox@ara.com>
Date: Mon, 12 Oct 2020 15:21:04 -0500
Subject: [PATCH] Updated golden section minimizer to avoid precision loss

---
 src/Numerics/Optimization/GoldenSectionMinimizer.cs | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/src/Numerics/Optimization/GoldenSectionMinimizer.cs b/src/Numerics/Optimization/GoldenSectionMinimizer.cs
index ca7dfd98..7b011481 100644
--- a/src/Numerics/Optimization/GoldenSectionMinimizer.cs
+++ b/src/Numerics/Optimization/GoldenSectionMinimizer.cs
@@ -98,6 +98,11 @@ namespace MathNet.Numerics.Optimization
             int iterations = 0;
             while (Math.Abs(upper.Point - lower.Point) > xTolerance && iterations < maxIterations)
             {
+                // Recompute middle point on each iteration to avoid loss of precision
+                middlePointX = lower.Point + (upper.Point - lower.Point)/(1 + Constants.GoldenRatio);
+                middle = objective.Evaluate(middlePointX);
+                ValueChecker(middle.Value, middlePointX);
+
                 double testX = lower.Point + (upper.Point - middle.Point);
                 var test = objective.Evaluate(testX);
                 ValueChecker(test.Value, testX);
@@ -111,7 +116,6 @@ namespace MathNet.Numerics.Optimization
                     else
                     {
                         upper = middle;
-                        middle = test;
                     }
                 }
                 else
@@ -123,7 +127,6 @@ namespace MathNet.Numerics.Optimization
                     else
                     {
                         lower = middle;
-                        middle = test;
                     }
                 }