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)