1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
|
<html lang="en">
<head>
<title>bfgsmin - optim_doc</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="optim_doc">
<meta name="generator" content="makeinfo 4.13">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Scalar-optimization.html#Scalar-optimization" title="Scalar optimization">
<link rel="prev" href="standalone-d2_005fmin.html#standalone-d2_005fmin" title="standalone d2_min">
<link rel="next" href="nrm.html#nrm" title="nrm">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Additional documentation for the optim package for Octave.
Copyright (C) <Olaf Till <i7tiol@t-online.de>>
You can redistribute this documentation and/or modify it under the terms
of the GNU General Public License as published by the Free Software
Foundation; either version 3 of the License, or (at your option) any
later version.
This documentation is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
Public License for more details.
You should have received a copy of the GNU General Public License along
with this documentation; if not, see <http://www.gnu.org/licenses/>.-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<a name="bfgsmin"></a>
<p>
Next: <a rel="next" accesskey="n" href="nrm.html#nrm">nrm</a>,
Previous: <a rel="previous" accesskey="p" href="standalone-d2_005fmin.html#standalone-d2_005fmin">standalone d2_min</a>,
Up: <a rel="up" accesskey="u" href="Scalar-optimization.html#Scalar-optimization">Scalar optimization</a>
<hr>
</div>
<h3 class="section">1.13 Unconstrained BFGS algorithm</h3>
<p><a name="index-bfgsmin-18"></a>
BFGS or limited memory BFGS minimization of a function. No constraits
are honoured.
<h4 class="subheading">Helptext:</h4>
<p><a name="XREFbfgsmin"></a>
<pre class="verbatim">bfgsmin: bfgs or limited memory bfgs minimization of function
Usage: [x, obj_value, convergence, iters] = bfgsmin(f, args, control)
The function must be of the form
[value, return_2,..., return_m] = f(arg_1, arg_2,..., arg_n)
By default, minimization is w.r.t. arg_1, but it can be done
w.r.t. any argument that is a vector. Numeric derivatives are
used unless analytic derivatives are supplied. See bfgsmin_example.m
for methods.
Arguments:
* f: name of function to minimize (string)
* args: a cell array that holds all arguments of the function
The argument with respect to which minimization is done
MUST be a vector
* control: an optional cell array of 1-8 elements. If a cell
array shorter than 8 elements is provided, the trailing elements
are provided with default values.
* elem 1: maximum iterations (positive integer, or -1 or Inf for unlimited (default))
* elem 2: verbosity
0 = no screen output (default)
1 = only final results
2 = summary every iteration
3 = detailed information
* elem 3: convergence criterion
1 = strict (function, gradient and param change) (default)
0 = weak - only function convergence required
* elem 4: arg in f_args with respect to which minimization is done (default is first)
* elem 5: (optional) Memory limit for lbfgs. If it's a positive integer
then lbfgs will be use. Otherwise ordinary bfgs is used
* elem 6: function change tolerance, default 1e-12
* elem 7: parameter change tolerance, default 1e-6
* elem 8: gradient tolerance, default 1e-5
Returns:
* x: the minimizer
* obj_value: the value of f() at x
* convergence: 1 if normal conv, other values if not
* iters: number of iterations performed
Example: see bfgsmin_example.m
</pre>
<!-- -->
</body></html>
|
