Navigation

Operators and Keywords

Function List:

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