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Some utility functions for working on optimization algorithms

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optim-utils

Some utility functions for working on optimization algorithms

This pacage contains some functions for testing optiization algorithms not implemented within the Matlab optimiastion toolbox.

One-dimensional minimisation

  • brentLineSearch - Brent algorithm for line search
  • goldenLineSearch - Minimum of a function using golden section search
  • fMinBracket - Routine for initially bracketing the minimum of a function

Multidimensional minimisation

  • lineSearchND - Multidimensional line search
  • directionSetMinimizer - One-line description here, please.

Example test functions

  • rosenbrock - Rosenbrock function ("banana-like") of two variables
  • himmelblau - Test function of two variables with 4 local minima

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Some utility functions for working on optimization algorithms

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