Описание тега fminsearch

A [tag:matlab] function that computes the unconstrained minimimum of given function with the Nelder-Mead algorithm.

SYNOPSIS

x = fminsearch ( costf , x0 )
x = fminsearch ( costf , x0 , options )
[x,fval,exitflag,output] = fminsearch ( costf , x0 , options )

Description

This function searches for the unconstrained minimum of a given cost function.

The provided algorithm is a direct search algorithm, i.e. an algorithm which does not use the derivative of the cost function. It is based on the update of a simplex, which is a set of k>=n+1 vertices, where each vertex is associated with one point and one function value. This algorithm is the Nelder-Mead algorithm.

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