$\newcommand{\br}{\\}$ $\newcommand{\R}{\mathbb{R}}$ $\newcommand{\Q}{\mathbb{Q}}$ $\newcommand{\Z}{\mathbb{Z}}$ $\newcommand{\N}{\mathbb{N}}$ $\newcommand{\C}{\mathbb{C}}$ $\newcommand{\P}{\mathbb{P}}$ $\newcommand{\F}{\mathbb{F}}$ $\newcommand{\L}{\mathcal{L}}$ $\newcommand{\spa}[1]{\text{span}(#1)}$ $\newcommand{\dist}[1]{\text{dist}(#1)}$ $\newcommand{\max}[1]{\text{max}(#1)}$ $\newcommand{\min}[1]{\text{min}(#1)}$ $\newcommand{\supr}[1]{\text{sup}(#1)}$ $\newcommand{\infi}[1]{\text{inf}(#1)}$ $\newcommand{\set}[1]{\left\{#1\right\}}$ $\newcommand{\emptyset}{\varnothing}$ $\newcommand{\otherwise}{\text{ otherwise }}$ $\newcommand{\if}{\text{ if }}$ $\newcommand{\proj}{\text{proj}}$ $\newcommand{\union}{\cup}$ $\newcommand{\intercept}{\cap}$ $\newcommand{\abs}[1]{\left| #1 \right|}$ $\newcommand{\norm}[1]{\left\lVert#1\right\rVert}$ $\newcommand{\pare}[1]{\left(#1\right)}$ $\newcommand{\t}[1]{\text{ #1 }}$ $\newcommand{\head}{\text H}$ $\newcommand{\tail}{\text T}$ $\newcommand{\d}{\text d}$ $\newcommand{\limu}[2]{\underset{#1 \to #2}\lim}$ $\newcommand{\der}[2]{\frac{\d #1}{\d #2}}$ $\newcommand{\derw}[2]{\frac{\d #1^2}{\d^2 #2}}$ $\newcommand{\pder}[2]{\frac{\partial #1}{\partial #2}}$ $\newcommand{\pderw}[2]{\frac{\partial^2 #1}{\partial #2^2}}$ $\newcommand{\pderws}[3]{\frac{\partial^2 #1}{\partial #2 \partial #3}}$ $\newcommand{\inv}[1]{{#1}^{-1}}$ $\newcommand{\inner}[2]{\langle #1, #2 \rangle}$ $\newcommand{\nullity}[1]{\text{nullity}(#1)}$ $\newcommand{\rank}[1]{\text{rank }#1}$ $\newcommand{\var}[1]{\text{var}(#1)}$ $\newcommand{\tr}[1]{\text{tr}(#1)}$ $\newcommand{\oto}{\text{ one-to-one }}$ $\newcommand{\ot}{\text{ onto }}$ $\newcommand{\ceil}[1]{\lceil#1\rceil}$ $\newcommand{\floor}[1]{\lfloor#1\rfloor}$ $\newcommand{\Re}[1]{\text{Re}(#1)}$ $\newcommand{\Im}[1]{\text{Im}(#1)}$ $\newcommand{\dom}[1]{\text{dom}(#1)}$ $\newcommand{\fnext}[1]{\overset{\sim}{#1}}$ $\newcommand{\transpose}[1]{#1^{\text{T}}}$ $\newcommand{\b}[1]{\boldsymbol{#1}}$ $\newcommand{\None}[1]{}$ $\newcommand{\Vcw}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Vce}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Vcr}[4]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \end{bmatrix}}$ $\newcommand{\Vct}[5]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \end{bmatrix}}$ $\newcommand{\Vcy}[6]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \end{bmatrix}}$ $\newcommand{\Vcu}[7]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \br #7 \end{bmatrix}}$ $\newcommand{\vcw}[2]{\begin{matrix} #1 \br #2 \end{matrix}}$ $\newcommand{\vce}[3]{\begin{matrix} #1 \br #2 \br #3 \end{matrix}}$ $\newcommand{\vcr}[4]{\begin{matrix} #1 \br #2 \br #3 \br #4 \end{matrix}}$ $\newcommand{\vct}[5]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \end{matrix}}$ $\newcommand{\vcy}[6]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \end{matrix}}$ $\newcommand{\vcu}[7]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \br #7 \end{matrix}}$ $\newcommand{\Mqw}[2]{\begin{bmatrix} #1 & #2 \end{bmatrix}}$ $\newcommand{\Mqe}[3]{\begin{bmatrix} #1 & #2 & #3 \end{bmatrix}}$ $\newcommand{\Mqr}[4]{\begin{bmatrix} #1 & #2 & #3 & #4 \end{bmatrix}}$ $\newcommand{\Mqt}[5]{\begin{bmatrix} #1 & #2 & #3 & #4 & #5 \end{bmatrix}}$ $\newcommand{\Mwq}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Meq}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Mrq}[4]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \end{bmatrix}}$ $\newcommand{\Mtq}[5]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \end{bmatrix}}$ $\newcommand{\Mqw}[2]{\begin{bmatrix} #1 & #2 \end{bmatrix}}$ $\newcommand{\Mwq}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Mww}[4]{\begin{bmatrix} #1 & #2 \br #3 & #4 \end{bmatrix}}$ $\newcommand{\Mqe}[3]{\begin{bmatrix} #1 & #2 & #3 \end{bmatrix}}$ $\newcommand{\Meq}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Mwe}[6]{\begin{bmatrix} #1 & #2 & #3\br #4 & #5 & #6 \end{bmatrix}}$ $\newcommand{\Mew}[6]{\begin{bmatrix} #1 & #2 \br #3 & #4 \br #5 & #6 \end{bmatrix}}$ $\newcommand{\Mee}[9]{\begin{bmatrix} #1 & #2 & #3 \br #4 & #5 & #6 \br #7 & #8 & #9 \end{bmatrix}}$
Definition

Secant Method is another search method that can narrow down the minimizer $x^*$ of a unimodal function $f: \R \to \R$ over a closed interval $[a_0, b_0]$.

It is similar to Newton’s method, but only needs $f \in \mathcal{C}^1$.

$$x^{(k+1)} = x^{(k)} - \frac{ x^{(k)} - x^{(k-1)}}{ f'(x^{(k)}) - f'(x^{(k-1)})} f'(x^{(k)}) $$

Note that the algorithm requires two initial points to start it, which we denote $x^{(-1)}$ and $x^{(0)}$.