Powell: Powell's method for finding a functions local minimum.

In BarBorGradient: Function Minimum Approximator

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)

Example output

[1] "Stacionarius pont: "
[1] 1 1
[1] "Fuggveny ertek: "
[1] 0
[1] "Lepesszam: "
[1] 1

BarBorGradient documentation built on May 2, 2019, 6:11 a.m.