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## Function minimzation functions

**From**: |
Etienne Grossmann |

**Subject**: |
Function minimzation functions |

**Date**: |
Mon, 16 Oct 2000 20:56:39 +0100 |

**User-agent**: |
WEMI/1.13.7 (Shimada) FLIM/1.13.2 (Kasanui) Emacs/20.7 (i386-debian-linux-gnu) (with unibyte mode) |

Hello,
just to say that I have put a conjugate gradient and a
Davidon-Fletcher-Powell method for optimization of functions whose
derivatives are available.
I am not very happy with the Synopsis, so I might change it in the
future.
Cheers,
Etienne
The Synopsis for DFP goes like this :
======================================================================
[x,v,niter,h] = dfp_min(func,dfunc,xinit,options)
Broyden-Fletcher-Goldfarb-Shanno Variable metric method for
minimizing the function 'func', whose derivative is 'dfunc', starting
from 'xinit'.
TODO : Ease the following restrictions
- xinit is a N-by-1 column vector.
- func takes a single (column vector) argument.
- dfunc takes a single (column vector) argument and returns a row
vector.
OPTIONS
'vinit',v : Value of the function at the starting xinit.
'maxiter', m : At most m iterations are done (default : 200)
'gtol',gtol : Set the threshold for the stopping criterion
gtol > max { df(i)*max(|x(i)|,1)/max(v,1) | i in 1..N }
where x is the current minimum, v is func(x) and df
is dfunc(x).
Default value is 10*eps
'tol', tol : Set the threshold for the stopping criterion
tol > max { dx(i)/max(|x(i)|,1) | i in 1..N }
where dx is the change in the x that occured in the
last iteration.
Default value is 10*eps
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**Function minimzation functions**,
*Etienne Grossmann* **<=**