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Re: Fmins

From: Joao Cardoso
Subject: Re: Fmins
Date: Thu, 20 Jan 2000 14:40:49 +0000

"John W. Eaton" wrote:

> On 12-Jan-2000, Heber Farnsworth <address@hidden> wrote:
> | There is a function called nmsmax which uses the same algorithm as fmins but
> | maximizes rather than minimizes.
> I just picked up a copy of the tar file referenced on the web page.
> In the comments for nmsmax, it says
>   % This is a heavily modified version of FMINS.M supplied with 386-MATLAB
>   % version 3.5j.
> If we did that and distributed the results, I'd bet the MathWorks
> wouldn't like it...

But the package also has two other maximizing scripts that dont have that

MDSMAX, ADSMAX and NSMMAX are direct search methods (as is FMINS), that is,
they attempt to maximize a real function f of a vector argument x using
function values only.  MDSMAX uses the multi-directional search method,
ADSMAX uses the method of alternating directions, and NSMAX uses the
Nelder-Mead simplex method.  In general, MDSMAX and NMSMAX can be expected
to perform better than ADSMAX since they use a more sophisticated method.


Joao Cardoso                |   e-mail: address@hidden
INESC, R. Jose Falcao 110   |   tel:    + 351 222094322
4050 Porto, Portugal        |   fax:    + 351 222008487

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