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fminsearch2 1.0

  Date Added: June 01, 2013  |  Visits: 207

fminsearch2

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This is a (small) change to the current fminsearch routine to improve convergence.The current fminsearch selects n additional simplex points based on a small change in each variable. This implementation uses an adaptive procedure to select these n points while maintaining the correct relative distance to the centroid of the remaining points.Changing these initial points gave 11% fewer runs and reached the correct solution 6% more on the test suite by More et al.

Requirements: No special requirements
Platforms: Matlab
Keyword: Centroid Convergencethe Correct Distance Fewer Fminsearch Improve Initial Maintaining Pointschanging Procedure Reached Relative Remaining Routine Select Solution Suite
Users rating: 0/10

License: Freeware Size: 20.48 KB
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