Nelder–Mead method for function minimization. More...
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Typedefs | |
| typedef double() | func_t(double const *) |
| Function type with a number of parameters. | |
Functions | |
| double | nelder_mead (func_t f, int n, double *x, double const *steps, double mxrngy=0.00001, double mxrngx=0.00001, int mxiter=1000) |
| Perform minimization with Nelder–Mead method. More... | |
Detailed Description
Nelder–Mead method for function minimization.
This implementation follows roughly the details as described at Scholarpedia, with a small deviation in the condition to perform shrink of simplex.
Definition in file nelder_mead.hh.
Function Documentation
◆ nelder_mead()
| double nelder_mead | ( | func_t | f, |
| int | n, | ||
| double * | x, | ||
| double const * | steps, | ||
| double | mxrngy = 0.00001, |
||
| double | mxrngx = 0.00001, |
||
| int | mxiter = 1000 |
||
| ) |
Perform minimization with Nelder–Mead method.
- Returns
- the minimum value of the function found
create initial simplex, initial x comes first
- Parameters
-
[in] f function to be minimized [in] n number of dimensions of parameter space [in,out] x initial guess, returns position of found minimum [in] steps step sizes in all directions [in] mxrngy required function value accuracy [in] mxrngx required maximum position accuracy [in] mxiter maximum number of iterations
Definition at line 12 of file nelder_mead.cc.
