MATLAB Functions fmin and fmins
Functions fmin and fmins are intended for computing minimizers of the univariate and the multivariate functions, respectively.
Function fmin
The following command x = fmin(' f ', x1, x2) returns a value of x which is a local minimizer of f(x) in the interval x1 < x < x2, where ' f ' is a string containing the name of the objective function to be minimized.
Example. To find a maximizer of a function defined in file funct3 choose x1 = 0.3 and x2 = 0.4 and execute
s = fmin('funct3', 0.3, 0.4)
s = 0.3922
Recall that this is the maximization problem, so at the end we have to change sign of the objective value
f = -funct3(s)
f = 3.7996
Function fmins
Command x = fmins(' f ', x0) returns a vector
x which is a local minimizer of f(x) near the starting vector x0.
' f ' is a string
containing the name of the objective function to be minimized. f(x)
is a scalar valued function of a vector variable.
Example. To find a minimizer of a function defined in file funct4 we choose x0 = [0.5 0.5] to obtain
s = fmins('funct4', [0.5 0.5])
s = 0.8192 0.8192
g = funct4(s)
g = 3.7996