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Next: <a rel="next" accesskey="n" href="line_005fmin.html#line_005fmin">line_min</a>,
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<h3 class="section">1.16 Linesearch, Brent method</h3>
<p><a name="index-brent_005fline_005fmin-23"></a>
<!-- brent_line_min ../inst/brent_line_min.m -->
<a name="XREFbrent_005fline_005fmin"></a>
<div class="defun">
— Function File: [<var>s</var>,<var>v</var>,<var>n</var>] <b>brent_line_min</b> (<var> f,df,args,ctl </var>)<var><a name="index-brent_005fline_005fmin-24"></a></var><br>
<blockquote><p>Line minimization of f along df
<p>Finds minimum of f on line x0 + dx*w | a < w < b by
bracketing. a and b are passed through argument ctl.
<h4 class="subheading">Arguments</h4>
<ul>
<li><var>f</var> : string : Name of function. Must return a real value
<li><var>args</var> : cell : Arguments passed to f or RxC : f's only argument. x0 must be at <var>args</var>{ <var>ctl</var>(2) }
<li><var>ctl</var> : 5 : (optional) Control variables, described below.
</ul>
<h4 class="subheading">Returned values</h4>
<ul>
<li><var>s</var> : 1 : Minimum is at x0 + s*dx
<li><var>v</var> : 1 : Value of f at x0 + s*dx
<li><var>nev</var> : 1 : Number of function evaluations
</ul>
<h4 class="subheading">Control Variables</h4>
<ul>
<li><var>ctl</var>(1) : Upper bound for error on s Default=sqrt(eps)
<li><var>ctl</var>(2) : Position of minimized argument in args Default= 1
<li><var>ctl</var>(3) : Maximum number of function evaluations Default= inf
<li><var>ctl</var>(4) : a Default=-inf
<li><var>ctl</var>(5) : b Default= inf
</ul>
<p>Default values will be used if ctl is not passed or if nan values are
given.
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