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