Tfmin

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.