Global Optimization on R.

globalmin finds the global minimum of a function f(x) of a real variable x in a given interval.

Description

Globalmin is a very simple m-code which implements the very efficient Brent's algorithm.
It looks like fminbnd without any options and finds with a guaranteed precision a global minimum of a function under bounds constraints.
This goal is achieved knowing an (approximate) upper bound of f''(x).
A main program is included, showing how to call globalmin. Some graphical results are generated to illustrate how works globalmin.
An auxilliary graphical routine (making full size figure) is also included in order to have a self contained main program.

• MATLAB release: MATLAB 7.5 (R2007b)

[Stefan Stefan]

No m-code as mentioned.
No description how to run the function as mentioned.
No source code.
Calling it like fminbnd made my matlab freeze.

It needs review!

[Jackson Shen]

"A main program is included, showing how to call globalmin"

where is the main program? Missing the main program?

[alain barraud]

sorry I have made a selection error when I submit globalmin. In this submission (11 Jun 2009) the code is a C version of fminbnd I have written some years ago to speed up execution within matlab!!!
The correct zip file is now on the file exchange site (12 Jun 2009).