JuliaNLSolvers / Optim.jl / 829

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Pull #192

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Concerning optimisation of univariate functions using bracketing methods

I recently run into a little bug (in my own code) when optimising a univariate function using the optim package.

In particular I was optimising an upper bound which was expressed as the sum of univariate functions f_i.
These univariate functions were bounded but not necessarily unimodal.
Calling "optimize(f_i, L, U)" would hence sometimes lead to the upper bound becoming lower than higher.
I finally realised that the algorithm relies of course on being able to bracket the functions f_i; if this is not possible then just a local minimum will be found as opposed to a global minimum.

I think that this should be pointed out to users that do not realise that optimising a univariate function relies on being able to bracket it in a given interval.

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