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C++ API

Function File: [x] = fmins (f,X0,options,grad,P1,P2, ...)

Find the minimum of a funtion of several variables. By default the method used is the Nelder&Mead Simplex algorithm

Example usage: fmins(inline('(x(1)-5).^2+(x(2)-8).^4'),[0;0])

Inputs

f
A string containing the name of the function to minimize
X0
A vector of initial parameters fo the function f.
options
Vector with control parameters (not all parameters are used)
           options(1) - Show progress (if 1, default is 0, no progress)
           options(2) - Relative size of simplex (default 1e-3)
           options(6) - Optimization algorithm
              if options(6)==0 - Nelder & Mead simplex (default)
              if options(6)==1 - Multidirectional search Method
              if options(6)==2 - Alternating Directions search
           options(5)
              if options(6)==0 && options(5)==0 - regular simplex
              if options(6)==0 && options(5)==1 - right-angled simplex
                 Comment: the default is set to "right-angled simplex".
                   this works better for me on a broad range of problems,
                   although the default in nmsmax is "regular simplex"
           options(10) - Maximum number of function evaluations
      

grad
Unused (For compatibility with Matlab)
P1, P2, ...
Optional parameters for function f

Package: optim