Re: Fmins

[Joao Cardoso]

"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
problem:

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

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




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