fminsearch2

Modified Unconstrained Optimization with better starting point selection
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Updated 23 Jun 2008

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This is a (small) change to the current fminsearch routine to improve convergence.

The current fminsearch selects n additional simplex points based on a small change in each variable. This implementation uses an adaptive procedure to select these n points while maintaining the correct relative distance to the centroid of the remaining points.

Changing these initial points gave 11% fewer runs and reached the correct solution 6% more on the test suite by More et al.

Cite As

Chad Foster (2024). fminsearch2 (https://www.mathworks.com/matlabcentral/fileexchange/20398-fminsearch2), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0