### Rewrote the header documentation of simplex_optimization_routine.

parent 49def96b
 function [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,options,varargin) % Nelder-Mead like optimization routine. % By default, we use standard values for the reflection, the expansion, the contraction and the shrink coefficients (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2). % See http://en.wikipedia.org/wiki/Nelder-Mead_method % % This routine uses the Nelder-Mead simplex (direct search) method. % As chaining could reveal interesting to reach the solution neighborhood, % the function automatically restarts from the current solution while % amelioration is possible. % Nelder-Mead like optimization routine (see http://en.wikipedia.org/wiki/Nelder-Mead_method) % % INPUTS % objective_function [string] Name of the objective function to be minimized. % x [double] n*1 vector, starting guess of the optimization routine. % options [structure] % By default the standard values for the reflection, the expansion, the contraction % and the shrink coefficients are used (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2). % % OUTPUTS % The routine automatically restarts from the current solution while amelioration is possible. % % INPUTS % o objective_function [string] Name of the objective function to be minimized. % o x [double] n*1 vector, starting guess of the optimization routine. % o options [structure] Options of this implementation of the simplex algorithm. % o varargin [cell of structures] Structures to be passed to the objective function: dataset_, % options_, M_, estim_params_, bayestopt_, and oo_. % % OUTPUTS % o x [double] n*1 vector, estimate of the optimal inputs. % o fval [double] scalar, value of the objective at the optimum. % o exitflag [integer] scalar equal to 0 or 1 (0 if the algorithm did not converge to % a minimum). % Copyright (C) 2010-2013 Dynare Team % ... ...
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