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