simplex: Carries out optimization using a simplex algorithm (finding a minimum)
Description
Function to optimize target function using a
simplex method adopted from Matlab
Usage
simplex(fun, trparsopt, optimpars, ...)
Value
- out
A list containing optimal function arguments
(par
, the optimal function value (fvalues
) and whether the
optimization converged (conv
)
.
Arguments
- fun
Function to be optimized
- trparsopt
Initial guess of the parameters to be optimized
- optimpars
Parameters of the optimization: relative tolerance in
function arguments, relative tolerance in function value, absolute tolerance
in function arguments, and maximum number of iterations
- ...
Any other arguments of the function to be optimimzed, or settings
of the optimization routine