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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- 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/>. -->
<!-- Created by GNU Texinfo 6.5, http://www.gnu.org/software/texinfo/ -->
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<title>Scalar optimization (optim_doc)</title>
<meta name="description" content="Scalar optimization (optim_doc)">
<meta name="keywords" content="Scalar optimization (optim_doc)">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-index.html#Function-index" rel="index" title="Function index">
<link href="index.html#Top" rel="up" title="Top">
<link href="nonlin_005fmin.html#nonlin_005fmin" rel="next" title="nonlin_min">
<link href="index.html#Top" rel="prev" title="Top">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.indentedblock {margin-right: 0em}
blockquote.smallindentedblock {margin-right: 0em; font-size: smaller}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smalllisp {margin-left: 3.2em}
kbd {font-style: oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nolinebreak {white-space: nowrap}
span.roman {font-family: initial; font-weight: normal}
span.sansserif {font-family: sans-serif; font-weight: normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en">
<a name="Scalar-optimization"></a>
<div class="header">
<p>
Next: <a href="Residual-optimization.html#Residual-optimization" accesskey="n" rel="next">Residual optimization</a>, Previous: <a href="index.html#Top" accesskey="p" rel="prev">Top</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> [<a href="Function-index.html#Function-index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Functions-for-optimization-of-a-scalar-objective-function"></a>
<h2 class="chapter">1 Functions for optimization of a scalar objective function</h2>
<a name="index-scalar-optimization"></a>
<table class="menu" border="0" cellspacing="0">
<tr><th colspan="3" align="left" valign="top"><pre class="menu-comment">Frontend
</pre></th></tr><tr><td align="left" valign="top">• <a href="nonlin_005fmin.html#nonlin_005fmin" accesskey="1">nonlin_min</a>:</td><td> </td><td align="left" valign="top">Interface for scalar non-linear
optimization.
</td></tr>
<tr><th colspan="3" align="left" valign="top"><pre class="menu-comment">
Backends
</pre></th></tr><tr><td align="left" valign="top">• <a href="lm_005ffeasible.html#lm_005ffeasible" accesskey="2">lm_feasible</a>:</td><td> </td><td align="left" valign="top">L/M-like optimizer, constraints met
throughout optimization.
</td></tr>
<tr><td align="left" valign="top">• <a href="octave_005fsqp.html#octave_005fsqp" accesskey="3">octave_sqp</a>:</td><td> </td><td align="left" valign="top">A wrapper to core Octaves sqp function.
</td></tr>
<tr><td align="left" valign="top">• <a href="siman.html#siman" accesskey="4">siman</a>:</td><td> </td><td align="left" valign="top">Simulated annealing with constraints.
</td></tr>
<tr><td align="left" valign="top">• <a href="samin.html#samin" accesskey="5">samin</a>:</td><td> </td><td align="left" valign="top">Simulated annealing covering a range.
</td></tr>
<tr><td align="left" valign="top">• <a href="d2_005fmin.html#d2_005fmin" accesskey="6">d2_min</a>:</td><td> </td><td align="left" valign="top">Newton-like optimizer, no constraints.
</td></tr>
<tr><th colspan="3" align="left" valign="top"><pre class="menu-comment">
Standalone functions
</pre></th></tr><tr><td align="left" valign="top">• <a href="mdsmax.html#mdsmax" accesskey="7">mdsmax</a>:</td><td> </td><td align="left" valign="top">A multidirectional search algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="adsmax.html#adsmax" accesskey="8">adsmax</a>:</td><td> </td><td align="left" valign="top">An alternating directions algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="nelder_005fmead_005fmin.html#nelder_005fmead_005fmin" accesskey="9">nelder_mead_min</a>:</td><td> </td><td align="left" valign="top">Another Nelder-Mead algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="powell.html#powell">powell</a>:</td><td> </td><td align="left" valign="top">Direction-set (Powell’s) method.
</td></tr>
<tr><td align="left" valign="top">• <a href="bfgsmin.html#bfgsmin">bfgsmin</a>:</td><td> </td><td align="left" valign="top">Unconstrained BFGS algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="nrm.html#nrm">nrm</a>:</td><td> </td><td align="left" valign="top">Newton-Raphson algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="cg_005fmin.html#cg_005fmin">cg_min</a>:</td><td> </td><td align="left" valign="top">A conjugate gradient method.
</td></tr>
<tr><td align="left" valign="top">• <a href="brent_005fline_005fmin.html#brent_005fline_005fmin">brent_line_min</a>:</td><td> </td><td align="left" valign="top">Linesearch, Brent method.
</td></tr>
<tr><td align="left" valign="top">• <a href="line_005fmin.html#line_005fmin">line_min</a>:</td><td> </td><td align="left" valign="top">Linesearch (minimize a function along dx).
</td></tr>
<tr><td align="left" valign="top">• <a href="de_005fmin.html#de_005fmin">de_min</a>:</td><td> </td><td align="left" valign="top">A differential evolution algorithm.
</td></tr>
<tr><td align="left" valign="top">• <a href="battery.html#battery">battery</a>:</td><td> </td><td align="left" valign="top">Repeatedly call bfgsmin.
</td></tr>
</table>
</body>
</html>
|