[x, options] = linemin(f, pt, dir, fpt, options)
uses Brent's
algorithm to find the minimum of the function f(x)
along the
line dir
through the point pt
. The function value at the
starting point is fpt
. The point at which f
has a local minimum
is returned as x
. The function value at that point is returned
in options(8)
.
linemin(f, pt, dir, fpt, options, p1, p2, ...)
allows
additional arguments to be passed to f()
.
The optional parameters have the following interpretations.
options(1)
is set to 1 to display error values.
options(2)
is a measure of the absolute precision required for the value
of x
at the solution.
options(3)
is a measure of the precision required of the objective
function at the solution. Both this and the previous condition must be
satisfied for termination.
options(14)
is the maximum number of iterations; default 100.
f
in the direction sd
can be found in conjgrad
x = linemin(f, xold, sd, fold, lineoptions);
minbrack
). This is adapted
to minimize a function along a line.
This implementation
is based on that in Numerical Recipes.
conjgrad
, minbrack
, quasinew
Copyright (c) Ian T Nabney (1996-9)