% Copyright (C) 2003 Andy Adler % % 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 2 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, write to the Free Software % Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA % -*- 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{:});