fmins (optim_doc)

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### 1.7 Alternative frontend for gradient-less algorithms

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