Home > freetb4matlab > optim > brent_line_min.m

brent_line_min

PURPOSE ^

% Line minimization of f along df

SYNOPSIS ^

function [s,gs,nev] = brent_line_min( f,dx,args,ctl )

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {[@var{s},@var{v},@var{n}]} brent_line_min ( @var{f},@var{df},@var{args},@var{ctl} )
% Line minimization of f along df
%
% Finds minimum of f on line @math{ x0 + dx*w | a < w < b } by
% bracketing. a and b are passed through argument ctl.
%
% @subheading Arguments
% @itemize @bullet
% @item @var{f}     : string : Name of function. Must return a real value
% @item @var{args}  : cell   : Arguments passed to f or RxC    : f's only argument. x0 must be at @var{args}@{ @var{ctl}(2) @}
% @item @var{ctl}   : 5      : (optional) Control variables, described below.
% @end itemize
% 
% @subheading Returned values
% @itemize @bullet
% @item @var{s}   : 1        : Minimum is at x0 + s*dx
% @item @var{v}   : 1        : Value of f at x0 + s*dx
% @item @var{nev} : 1        : Number of function evaluations
% @end itemize
%
% @subheading Control Variables
% @itemize @bullet
% @item @var{ctl}(1)       : Upper bound for error on s              Default=sqrt(eps)
% @item @var{ctl}(2)       : Position of minimized argument in args  Default= 1
% @item @var{ctl}(3)       : Maximum number of function evaluations  Default= inf
% @item @var{ctl}(4)       : a                                       Default=-inf
% @item @var{ctl}(5)       : b                                       Default= inf
% @end itemize
%
% Default values will be used if ctl is not passed or if nan values are
% given.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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