Construct 3 initial search points at .
If either of the adjacent points crosses xL or xU reset the value to the constraint.
Calculate the objective function at each of the 3 points and identify which has the smallest value.
If the middle point is the minimum we have a bounded search range between the leftmost and rightmost points; exit.
- if the leftmost point was minimum.
calculate the objective at this point and with the adjacent two points define a new search range.
Find the point in the new search range with the minimum objective value.
otherwise repeat from 4(a) until a bounded search range is found, or too many iterations.