fminsearch2
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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 .
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Version | Published | Release Notes | |
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1.0.0.0 |