fmincon_test, a MATLAB function which calls fmincon(), which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds. fmincon() is part of the MATLAB Optimization Toolbox.
A related function built into MATLAB is fminsearch which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
x_opt = fmincon ( fun, x0, A, b, Aeq, beq, lb, ub )where
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
fmincon_test is available in a MATLAB version.
asa047, a MATLAB code which minimizes a scalar function of several variables using the nelder-mead algorithm.
compass_search, a MATLAB code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
nelder_mead, a MATLAB code which minimizes a scalar function of several variables using the nelder-mead algorithm, by jeff borggaard.
polynomials, a MATLAB code which defines multivariate polynomials over rectangular domains, for which certain information is to be determined, such as the maximum and minimum values.
praxis, a fortran90 library which implements the principal axis method of richard brent for minimization of a function without the use of derivatives.
test_opt, a MATLAB code which defines test problems requiring the minimization of a scalar function of several variables.
toms178, a MATLAB code which optimizes a scalar functional of multiple variables using the hooke-jeeves method.