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A new 1D search method is proposed for minimizing an arbitrary real valuedfunction. The algorithm is a modification of the interval halving method whichis based on dividing the interval of uncertainty by three points into fourequal parts. The trichotomy method is based on dividing the interval by fivepoints into six equal parts and provides the interval reducing exactly threetimes in every iteration. New algorithm's performance has been extensivelytested and compared to well-known 1D search algorithms: the interval halvingmethod, golden section method, Fibonacci search. The results show that thetrichotomy method usually require less calculations of the values of theminimized function to determine the minimum point with the given accuracy. Alsoit has better accuracy when finding the minimum point after using Ncalculations of the function values.

A new zero-order 1-D optimization algorithm: trichotomy method