M*tlab-like optimization

Solve a linear program.

manipulate m*tlab-style options structure

An example of expfit in action

Prony's method for non-linear exponential fitting

Levenberg-Marquardt nonlinear regression of f(x,p) to y(x).

leasqrdemo

general linear regression

Return the coefficients of a polynomial P(X) of degree N that minimizes `sumsq (p(x(i)) - y(i))', to best fit the data in the least squares sense.

Generate some random data for the polynomial p, then fit that data.

Shows how to call bfgsmin.

Rosenbrock function - used to create example obj.

example script that contains examples of how to call samin for minimization using simulated annealing.

Solve a linear program using the GNU GLPK library.

This function is provided for compatibility with the old MATLAB interface to the GNU GLPK library.

Minimize `norm (C*X-d)' subject to `X >= 0'.

Solve the quadratic program

Solve the nonlinear program

Alternating directions method for direct search optimization.

battery.m: repeatedly call bfgs using a battery of

bfgs or limited memory bfgs minimization of function

NonLinear Conjugate Gradient method to minimize function F.

Newton-like minimization

Find the minimizer X of a scalar function and the corresponding value V with the Golden Search method.

Find the minimum of a funtion of several variables.

Find the minimum of a funtion of several variables.

Minimize f() along dx

Multidirectional search method for direct search optimization.

Minimize f

Nelder-Mead minimization

Nelder-Mead simplex method for direct search optimization.

Using X0 as a starting point find a minimum of the scalar function F.

simulated annealing minimization of a function.

Code for num.

numerical partial derivatives (Jacobian) df/dp for use with leasqr

Evaluate the function named NAME.

Numeric central difference gradient of f with respect to argument "minarg\".

Numeric second derivative of f with respect to argument "minarg\".

Solve a system of nonlinear equations defined by the function FCN.

Given FCN, the name of a function of the form `F (X)', and an initial approximation APPROX, `fzero' solves the scalar nonlinear equation such that `F(X) == 0'.

Extremum of a 1-var deg-2 polynomial

Test whether d2_min() functions correctly

Test whether d2_min() functions correctly, with two args

Test whether d2_min() functions correctly

Test that minimize works

Test an optimization function with the same synopsis as bfgs.m

Test that bfgs works

Test that bfgs works with extra

Test that bfgs works

Checks wether the function 'nelder_mead_min' works, by making it minimize a quadratic function.

Checks wether the function 'nelder_mead_min' accepts options properly