(maxima.info)Functions and Variables for cobyla
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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