Man Scilab

NDcost
Scilab Function

NDcost - generic external for optim computing gradient using finite differences

Calling Sequence

[f,g,ind]=CDcost(x,ind,fun,varargin)

Parameters

Description

This function can be used as an external for optim to minimize problem where gradient is too complicated to be programmed. only the function fun which computes the criterion is required.

This function should be used as follow: [f,xopt,gopt]=optim(list(CDcost,fun,p1,...pn),x0,...)

Examples


   //function to minimize
   function f=rosenbrock(x,varagin)
     p=varargin(1)
     f=1+sum( p*(x(2:$)-x(1:$-1)^2)^2 + (1-x(2:$))^2)
   endfunction

   x0=[1;2;3;4];
   [f,xopt,gopt]=optim(list(NDcost,rosenbrock,200),x0)
 
  

See Also

optim ,   external ,   derivative ,  

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