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