[R] Minimize function of several variables?
Yves Gauvreau
cyg at sympatico.ca
Tue Dec 7 01:03:03 CET 1999
Hi,
Is there something like the Matlab function FMINS in any R packages? Here is the help file of fmins in case something similar exist under R with a different name.
Thanks in advance.
Yves Gauvreau
***********************
function [x, options] = fmins(funfcn,x,options,grad,varargin)
%FMINS Minimize function of several variables.
% X = FMINS('F',X0) attempts to return a vector X which is a local
% minimizer of F(x) near the starting vector X0. 'F' is a string
% containing the name of the objective function to be minimized.
% F(x) should be a scalar valued function of a vector variable.
%
% X = FMINS('F',X0,OPTIONS) uses a vector of control parameters. If
% OPTIONS(1) is positive, intermediate steps in the solution are
% displayed; the default is OPTIONS(1) = 0. OPTIONS(2) is the
% termination tolerance for x; the default is 1.e-4. OPTIONS(3) is
% the termination tolerance for F(x); the default is 1.e-4.
% OPTIONS(14) is the maximum number of function evaluations; the
% default is OPTIONS(14) = 200*length(x). The other components of
% OPTIONS are not used as input control parameters by FMIN.
% For more information, see FOPTIONS.
%
% X = FMINS('F',X0,OPTIONS,[],P1,P2,...) provides for additional
% arguments which are passed to the objective function, F(X,P1,P2,...)
% Pass an empty matrix for OPTIONS to use the default value.
%
% [X,OPTIONS] = FMINS(...) returns the number of function evaluations
% in OPTIONS(10).
%
% FMINS uses a Nelder-Mead type simplex search method.
%
% See also FMIN, FOPTIONS.
% Reference: J. E. Dennis, Jr. and D. J. Woods, New Computing
% Environments: Microcomputers in Large-Scale Computing,
% edited by A. Wouk, SIAM, 1987, pp. 116-122.
% Copyright (c) 1984-96 by The MathWorks, Inc.
% $Revision: 5.11 $ $Date: 1996/10/28 22:13:21 $
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