FMINLBFGS: Fast Limited Memory Optimizer: example.m - File Exchange

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Highlights from
FMINLBFGS: Fast Limited Memory Optimizer

[x,fval,exitflag,output,grad]... FMINLBFGS finds a local minimum of a function of several variables.
myfun(x) where myfun is a MATLAB function such as:
example.m
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from FMINLBFGS: Fast Limited Memory Optimizer by Dirk-Jan Kroon
Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns

example.m

options = struct('GradObj','on','Display','iter','LargeScale','off','HessUpdate','bfgs','InitialHessType','identity','GoalsExactAchieve',0);
x0 = ones(1,5)*(-pi/2);
tic
[x2,fval2,exitflag,output,grad] = fminlbfgs(@myfun,x0,options);
toc
options = struct('GradObj','on','Display','iter','LargeScale','off','HessUpdate','bfgs','InitialHessType','identity','GoalsExactAchieve',1,'GradConstr',false);
x0 = ones(1,5);
tic
[x2,fval2] = fminlbfgs(@myfun,x0,options);
toc

tic
[x,fval] = fminunc(@myfun,x0,options);
toc

Highlights from FMINLBFGS: Fast Limited Memory Optimizer

Highlights from
FMINLBFGS: Fast Limited Memory Optimizer