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| Syntax |
[xout, nout] = conjdir(function f
, xin, step, mitr, level)
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| See Also | neldermead , conjgrad , minline , nlsq |
f(x) with respect to x.
x)
f(x).
The argument
x has the same type and dimension as xin.
f(x).
x(i) is less than or equal to step(i) for all i.
All of the elements of step must be greater than 0.
| Case | Heading | Description |
level > 1 |
f(xitr)
| objective function for current iteration |
level > 2 |
xitr'
|
value of x for current iteration |
level > 3 |
nf
| number calls to f during line search |
level > 3 |
beta
| a step factor during line search |
level > 3 |
f(x)
| an objective function value during line search |
level > 3 |
bmin
| final step factor during line search |
level > 3 |
fmin
| final objective function value during line search |
ith column of the return value xout is the value of
x at the ith iteration.
Otherwise the return value xout is the value of
x at the last iteration.
The return value xout
has the same type and row dimension as xin.
mitr+1 and xout
is the best value of x so far.
If nout is not present and
convergence cannot be achieved, the return value
of xout is equal to novalue
.
2 2
minimize (x - 1) + (x - 2) with respect to x
1 1
x = {1, 2}
clear
function f(x) begin
return (x(1) - 1.)^2 + (x(2) - 2.)^2
end
level = 0
mitr = 20
xin = {0., 0.}
step = {.01, .01}
[xout, nout] = conjdir(function f, xin, step, mitr, level)
print "nout =", nout
print "xout'=", xout'