fminsearch

Syntax

x = fminsearch(@func,x0)

x = fminsearch(@func,x0,options)

[x,fval,info,output] = fminsearch(...)

Inputs

func

The function to minimize.

x0

An estimate of the location of the minimum.

options

A struct containing option settings.

See optimset for details.

Outputs

x

The location of the function minimum.

fval

The minimum of the function.

info

The convergence status flag.

info = 1

Function value converged to within tolX.

info = 0

Reached maximum number of iterations or function calls.

output

A struct containing iteration details. The members are as follows:

iterations

The number of iterations.

nfev

The number of function evaluations.

xiter

The candidate solution at each iteration.

fvaliter

The objective function value at each iteration.

Example

Minimize the Rosenbrock function.

function obj = Rosenbrock(x)
    obj = (1 - x(1))^2 + 100 * (x(2) - x(1)^2)^2;
end

x0 = [-1.2, 1.0];
[x,fval] = fminsearch(@Rosenbrock, x0)

x = [Matrix] 1 x 2
1.00000  1.00000
fval = 5.29978e-14

Comments

fminsearch uses the Nelder-Mead simplex algorithm, which does not require the objective function to be differentiable. When the objective function is differentiable, fminunc is generally prefereble.