Function File: [s,v,n] brent_line_min ( f,df,args,ctl )

Line minimization of f along df

Finds minimum of f on line x0 + dx*w |a < w < b by bracketing. a and b are passed through argument ctl.

Arguments

  • f : string : Name of function. Must return a real value
  • args : cell : Arguments passed to f or RxC : f’s only argument. x0 must be at args{ ctl(2) }
  • ctl : 5 : (optional) Control variables, described below.

Returned values

  • s : 1 : Minimum is at x0 + s*dx
  • v : 1 : Value of f at x0 + s*dx
  • nev : 1 : Number of function evaluations

Control Variables

  • ctl(1) : Upper bound for error on s Default=sqrt(eps)
  • ctl(2) : Position of minimized argument in args Default= 1
  • ctl(3) : Maximum number of function evaluations Default= inf
  • ctl(4) : a Default=-inf
  • ctl(5) : b Default= inf

Default values will be used if ctl is not passed or if nan values are given.

Package: optim