fminsearch
使用无衍生化方法找到最小的无约束多变量函数
不nlinear programming solver. Searches for the minimum of a problem specified by
f(x) is a function that returns a scalar, andx是向量或矩阵。
Syntax
x = fminsearch(娱乐,x0)
x =fminsearch(fun,x0,options)
x = fminsearch(问题)
[x,fval] = fminsearch(___)
[x,fval,exitflag] = fminsearch(___)
[X,FVAL,EXITFLAG,输出] = fminsearch(___)
描述
例子
Input Arguments
输出参数
提示
fminsearch
only minimizes over the real numbers, that is, the vector or arrayx必须仅由实数和f(x) must only return real numbers. Whenx具有复杂的值,分裂xinto real and imaginary parts.Use
fminsearch
to solve nondifferentiable problems or problems with discontinuities, particularly if no discontinuity occurs near the solution.
Algorithms
fminsearch
使用Lagarias等人的单纯形搜索方法。[1]。这是一种直接搜索方法,不使用数值或分析梯度如fminunc
。这algorithm is described in detail infminsearchAlgorithm。这algorithm is not guaranteed to converge to a local minimum.
参考
[1]Lagarias, J. C., J. A. Reeds, M. H. Wright, and P. E. Wright. “Convergence Properties of the Nelder-Mead Simplex Method in Low Dimensions.”暹罗优化杂志。卷。9,第1页,1998年,第112-147页。