(maxima.info)Functions and Variables for cobyla


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47.2 Functions and Variables for cobyla
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 -- Function: fmin_cobyla
          fmin_cobyla (<F>, <X>, <Y>)
          fmin_cobyla (<F>, <X>, <Y>, optional_args)

     Returns an approximate minimum of the expression <F> with respect
     to the variables <X>, subject to an optional set of constraints.
     <Y> is a list of initial guesses for <X>.

     <F> must be an ordinary expressions, not names of functions or
     lambda expressions.

     'optional_args' represents additional arguments, specified as
     '<symbol> = <value>'.  The optional arguments recognized are:

     'constraints'
          List of inequality and equality constraints that must be
          satisfied by <X>.  The inequality constraints must be actual
          inequalities of the form 'g(<X>) >= h(<X>)' or 'g(<X>) <=
          h(<X>)'.  The equality constraints must be of the form 'g(<X>)
          = h(<X>)'.
     'rhobeg'
          Initial value of the internal RHO variable which controls the
          size of simplex.  (Defaults to 1.0)
     'rhoend'
          The desired final value rho parameter.  It is approximately
          the accuracy in the variables.  (Defaults to 1d-6.)
     'iprint'
          Verbose output level.  (Defaults to 0)
             * 0 - No output
             * 1 - Summary at the end of the calculation
             * 2 - Each new value of RHO and SIGMA is printed, including
               the vector of variables, some function information when
               RHO is reduced.
             * 3 - Like 2, but information is printed when F(X) is
               computed.
     'maxfun'
          The maximum number of function evaluations.  (Defaults to
          1000).

     On return, a vector is given:
       1. The value of the variables giving the minimum.  This is a list
          of elements of the form '<var> = <value>' for each of the
          variables listed in <X>.
       2. The minimized function value
       3. The number of function evaluations.
       4. Return code with the following meanings
            1. 0 - No errors.
            2. 1 - Limit on maximum number of function evaluations
               reached.
            3. 2 - Rounding errors inhibiting progress.

     'load("fmin_cobyla")' loads this function.

 -- Function: bf_fmin_cobyla
          bf_fmin_cobyla (<F>, <X>, <Y>)
          bf_fmin_cobyla (<F>, <X>, <Y>, optional_args)

     This function is identical to 'fmin_cobyla', except that bigfloat
     operations are used, and the default value for <rhoend> is
     '10^(fpprec/2)'.

     See 'fmin_cobyla' for more information.

     'load("bf_fmin_cobyla")' loads this function.


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