FMINLBFGS: Fast Limited Memory Optimizer: myfun(x) - File Exchange

Code covered by the BSD License

[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
View all files

from FMINLBFGS: Fast Limited Memory Optimizer by Dirk-Jan Kroon
Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns

myfun(x)
% where myfun is a MATLAB function such as: function [f,g] = myfun(x) f = sum(sin(x) + 3); if ( nargout > 1 ), g = cos(x); end