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<h3 class="section">1.9 An alternating directions algorithm</h3>
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<h4 class="subheading">Helptext:</h4>

<a name="XREFadsmax"></a><pre class="verbatim">ADSMAX  Alternating directions method for direct search optimization.
       [x, fmax, nf] = ADSMAX(FUN, x0, STOPIT, SAVIT, P) attempts to
       maximize the function FUN, using the starting vector x0.
       The alternating directions direct search method is used.
       Output arguments:
              x    = vector yielding largest function value found,
              fmax = function value at x,
              nf   = number of function evaluations.
       The iteration is terminated when either
              - the relative increase in function value between successive
                iterations is &lt;= STOPIT(1) (default 1e-3),
              - STOPIT(2) function evaluations have been performed
                (default inf, i.e., no limit), or
              - a function value equals or exceeds STOPIT(3)
                (default inf, i.e., no test on function values).
       Progress of the iteration is not shown if STOPIT(5) = 0 (default 1).
       If a non-empty fourth parameter string SAVIT is present, then
       `SAVE SAVIT x fmax nf' is executed after each inner iteration.
       By default, the search directions are the co-ordinate directions.
       The columns of a fifth parameter matrix P specify alternative search
       directions (P = EYE is the default).
       NB: x0 can be a matrix.  In the output argument, in SAVIT saves,
           and in function calls, x has the same shape as x0.
       ADSMAX(fun, x0, STOPIT, SAVIT, P, P1, P2,...) allows additional
       arguments to be passed to fun, via feval(fun,x,P1,P2,...).
    Reference:
    N. J. Higham, Optimization by direct search in matrix computations,
       SIAM J. Matrix Anal. Appl, 14(2): 317-333, 1993.
    N. J. Higham, Accuracy and Stability of Numerical Algorithms,
       Second edition, Society for Industrial and Applied Mathematics,
       Philadelphia, PA, 2002; sec. 20.5.

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octave-optim 1.5.2-1 / usr / share / doc / octave-optim / html / adsmax.html
