nelder_mead_test

nelder_mead_test, a MATLAB program which calls nelder_mead() to seek the minimizer of a scalar function of several variables.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

nelder_mead, a MATLAB program which minimizes a scalar function of several variables using the Nelder-Mead algorithm, by Jeff Borggaard.

• nelder_mead_test.m, calls all the tests.
• nelder_mead_test.sh, runs all the tests.
• nelder_mead_test.txt, the output file.

• nelder_mead_test01.m, uses the Himmelblau function.
• nelder_mead_test02.m, uses the Himmelblau function.
• nelder_mead_test03.m, uses the extended Rosenbrock function.
• nelder_mead_test04.m, uses the Goldstein-Price function.
• nelder_mead_test05.m, uses the Beale function.
• nelder_mead_test06.m, uses the Powell function.
• nelder_mead_test07.m, uses the Local function.
• nelder_mead_test08.m, uses the McKinnon function.

• beale.m, defines the Beale function, for which N = 2.
• bohach1.m, defines the Bohachevsky function #1, for which N = 2..
• bohach2.m, defines the Bohachevsky function #2, for which N = 2.
• extended_rosenbrock.m, defines the extended Rosenbrock function, for which N may be an abitrary even integer.
• goldstein_price.m, defines the Goldstein-Price polynomial, for which N = 2..
• himmelblau.m, defines the Himmelblau function, for which N = 2..
• local.m, defines the "local" function, for which N = 2..
• mckinnon.m, defines the McKinnon function, for which N = 2..
• powell.m, defines the Powell function, for which N = 4.
• rosenbrock.m, defines the Rosenbrock function, for which N = 2.