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Function List:

C++ API

: x = fminsearch (fun, x0)
: x = fminsearch (fun, x0, options)
: [x, fval] = fminsearch (…)

Find a value of x which minimizes the function fun.

The search begins at the point x0 and iterates using the Nelder & Mead Simplex algorithm (a derivative-free method). This algorithm is better-suited to functions which have discontinuities or for which a gradient-based search such as fminunc fails.

Options for the search are provided in the parameter options using the function optimset. Currently, fminsearch accepts the options: "TolX", "MaxFunEvals", "MaxIter", "Display". For a description of these options, see optimset.

On exit, the function returns x, the minimum point, and fval, the function value thereof.

Example usages: 

fminsearch (@(x) (x(1)-5).^2+(x(2)-8).^4, [0;0])

fminsearch (inline ("(x(1)-5).^2+(x(2)-8).^4", "x"), [0;0])

See also: fminbnd, fminunc, optimset.

Demonstration 1

The following code

 fcn = @(x) (x(1)-5).^2 + (x(2)-8).^4
 x0 = [0;0];
 [xmin, fval] = fminsearch (fcn, x0)

Produces the following output

fcn =

@(x) (x (1) - 5) .^ 2 + (x (2) - 8) .^ 4

xmin =

   5.0000
   7.9992

fval =    1.8423e-11

Package: octave