octave-optim 1.0.17-1 / usr / share / octave / packages / 3.2 / optim-1.0.17 / fminsearch.m

## Copyright (C) 2006   Sylvain Pelissier   <sylvain.pelissier@gmail.com>
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2 of the License, or
## (at your option) any later version.
##
## This program 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 program; If not, see <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {[@var{x}] =} fminsearch(@var{f},@var{X0},@var{options},@var{grad},@var{P1},@var{P2}, ...)
##
## Find the minimum of a funtion of several variables.
## By default the method used is the Nelder&Mead Simplex algorithm
## @seealso{fmin,fmins,nmsmax}
## @end deftypefn

function [x fval] = fminsearch(funfun, X0, options, grad, varargin)
	if (nargin == 0); usage('[x fval] = fminsearch(funfun, X0, options, grad, varargin)'); end
	if (nargin < 3); options=[]; end
	if (nargin < 4); grad=[]; end
	if (nargin < 5); varargin={}; end
	x = fmins(funfun, X0, options, grad, varargin{:});
	fval = feval(funfun, x, varargin{:});
endfunction;