| Powell {BarBorGradient} | R Documentation |
Powell's method for finding a functions local minimum.
Description
Powell's method for finding a function local minimum. The function need not be differentiable, and no derivatives are taken. The function must be a real-valued function of a fixed number of real-valued inputs.
Usage
Powell(exp,eps,G,eta,m,k,x,v,n)
Arguments
exp |
Expression of the function to be minimized. |
eps |
Precision of the approximation, recommended value is 10^-10. |
G |
Inner approximation coefficient, recommended value is 10^-2. |
eta |
Inner approximation coefficient, recommended value is G*2. |
m |
Inner steps, recommended value is 20. |
k |
Second inner approximation steps, recommended value is 20. |
x |
Starting point of the approximation. |
v |
A character vector of the functions variables. Exmaple: the two dimension fuction x1*x1+10*x2*x2 needs a c("x1","x2") vector. |
n |
Maximum setps to make while approximating, if the calculation reaches this number it exits with the current value and point. Recommended to be 10000. |
Examples
test1 = expression(100*(x1*x1-x2)*(x1*x1-x2)+(1-x1)*(1-x1))
eps = 10^-5
G = 10^-2
eta = G *2
m = 20
k = 20
n = 10000
max = 1000
x = c(1,1)
v = c("x1","x2")
Powell(test1,eps,G,eta,m,k,x,v,n)