Tfmin
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Purpose
Minimize function of one variable. Find miniumum x in [x_L, x_U] for function Func within tolerance xTol. Solves using Brents minimization algorithm. Reference: "Computer Methods for Mathematical Computations", Forsythe, Malcolm, and Moler, Prentice-Hall, 1976.
Calling Syntax
[x, nFunc] = Tfmin(Func, x_L, x_U, xTol, Prob)
Description of Inputs
| Variable | Description |
| Func | Function of x to be minimized. Func must be defined as: |
| f = Func(x) if no 5th argument Prob is given or | |
| f = Func(x, Prob) if 5th argument Prob is given. | |
| x_L | Lower bound on x. |
| x_U | Upper bound on x. |
| xTol | Tolerance on accuracy of minimum. |
| Prob | Structure (or any Matlab variable) sent to Func. If many parameters are to be sent to Func set them in Prob as a structure. Example for parameters a and b: |
| Prob.user.a = a; Prob.user.b = b; | |
| [x, nFunc] = Tfmin('myFunc',0,1,1E-5,Prob); In myFunc: | |
| function f = myFunc(x, Prob) | |
| a = Prob.user.a; | |
| b = Prob.user.b; | |
| f = "matlab expression dependent of x, a and b"; |
Description of Outputs
| Variable | Description |
| x | Solution. |
| nFunc | Number of calls to Func. |
