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view main/optim/inst/fmins.m @ 9930:d30cfca46e8a octave-forge
optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses
author | carandraug |
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date | Fri, 30 Mar 2012 15:14:48 +0000 |
parents | 2de537641f94 |
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## Copyright (C) 2003 Andy Adler <adler@ncf.ca> ## ## This program is free software; you can redistribute it and/or modify it under ## the terms of the GNU General Public License as published by the Free Software ## Foundation; either version 3 of the License, or (at your option) any later ## version. ## ## This program is distributed in the hope that it will be useful, but WITHOUT ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more ## details. ## ## You should have received a copy of the GNU General Public License along with ## this program; if not, see <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{x}] =} fmins(@var{f},@var{X0},@var{options},@var{grad},@var{P1},@var{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]) ## ## @strong{Inputs} ## @table @var ## @item f ## A string containing the name of the function to minimize ## @item X0 ## A vector of initial parameters fo the function @var{f}. ## @item options ## Vector with control parameters (not all parameters are used) ## @verbatim ## 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 ## @end verbatim ## @item grad ## Unused (For compatibility with Matlab) ## @item P1,P2, ... ## Optional parameters for function @var{f} ## ## @end table ## @end deftypefn function ret=fmins(funfun, X0, options, grad, varargin) stopit = [1e-3, inf, inf, 1, 0, -1]; minfun = 'nmsmax'; if nargin < 3; options=[]; end if length(options)>=1; stopit(5)= options(1); end if length(options)>=2; stopit(1)= options(2); end if length(options)>=5; if options(6)==0; minfun= 'nmsmax'; if options(5)==0; stopit(4)= 0; elseif options(5)==1; stopit(4)= 1; else error('options(5): no associated simple strategy'); end elseif options(6)==1; minfun= 'mdsmax'; elseif options(6)==2; minfun= 'adsmax'; else error('options(6) does not correspond to known algorithm'); end end if length(options)>=10; stopit(2)= options(10); end ret = feval(minfun, funfun, X0, stopit, [], varargin{:}); endfunction