pracma (version 0.5-3)

fminbnd: Minimum Finding

Description

Find minimum of single-variable function on fixed interval.

Usage

fminbnd(f, x1, x2, ..., minimize = TRUE, tol = .Machine$double.eps^(2/3))

Arguments

f

function whose minimum or maximum is to be found.

x1, x2

endpoints of the interval to be searched.

minimize

logical; shall a minimum or a maximum be found.

tol

relative tolerance.

...

additional variables to be passed to the function..

Value

• List with
• x
  location of the location of minimum resp. maximum.
• fval
  function value at the optimum.

Details

fminbnd finds the minimum of a function of one variable within a fixed interval. The Matlab versionis based on golden section search and parabolic interpolation.

fminbnd may only give local solutions. fminbnd never evaluates fun at the endpoints.

References

Quarteroni, A., R. Sacco, and F. Saleri (2007). Numerical Mathematics. Second Edition, Springer-Verlag, Berlin Heidelberg.

See Also

fibsearch, golden_ratio

Examples

fminbnd(cos, 3, 4)          # x = 3.141593  , fval = -1
f <- function(x) x^3-2*x-5
fminbnd(f, 0, 2)            # x = 0.8164966 , fval = -6.088662