Chapter 8 Optimization
Functions
Unconstrained Minimization
Univariate Function
Finds the minimum point of a nonsmooth function
of a single value.,
min_uncon_goldenMultivariate Function
Finds the minimum of a nonsmooth function using a direct search
polytope algorithm.,
min_uncon_polytopeNonlinear Least Squares
Linearly Constrained Minimization
Reads an MPS file containing a linear programming
problem or a quadratic programming problem,
read_mpsFinds the minimum of a nonsmooth function with box constraints
using a direct search complex algorithm,
min_con_polytopeMinimizes a function with linear constraints by a derivative-free,
interpolation-based trust-region method,
min_con_lin_trust_regionNonlinearly Constrained Minimization
Service Routines
Divided-finite difference Jacobian
jacobian