Grocer Function

NAME

linmin - line minimization routine

CALLING SEQUENCE

[pout,fout]=linmin(pin,xi,tol,f[,argi1,...,argn])

PARAMETERS

Input

Output

DESCRIPTION

Line minimization routine that performs an ad hoc n-dimensional Golden Section Search for the minimum of a function (Converted from Numerical Recipes book linmin routine) func must take the form func(b,varargin) where:
  • b = parameter vector (k x 1)
  • varargin = arguments passed to the function
  • EXAMPLE

    [pin fret] = linmin(pin,xi,tol,func,varargin(:))

    This command is used in frpr_min to ajust the value of the searched parameter at each iteration.

    AUTHOR

    Eric Dubois 2002