pracma (version 0.9.6)

DSCsearch: Davies-Swann-Campey Search

Description

Implements the Davies-Swann-Campey search in one dimension.

Usage

DSCsearch(f, p, inc = 0.05, scl = 0.1, tol = 1e-6)

Arguments

f

function to be minimized.

p

start value.

inc

initial increment.

scl

scaling constant.

tol

relative tolerance, to be used as stopping rule.

Value

• List with following components:
• xmin
  minimum solution found.
• fmin
  value of f at minimum.
• niter
  number of iterations performed.
• feval
  number of function evaluations.

Details

This is a refinement of Rosenbrock's algorithm. It first takes steps of increasing multiples of some fixed value along a direction until a bracket for the one-dimensional minimizer is found.

References

A. Antoniou and W.-S. Lu (2007). Practical Optimization. Algorithms and Engineering Applications. Springer, New York.

R. M. Lewis, V. Torczon, and M. W. Trosset (2000). Direct Search Methods: Then and Now. Langley Research Center, NASA/CR-2000-210125.

See Also

optimize

Examples

DSCsearch(sin, 0.8*pi, 0.05, 0.1, 1e-6)