fminunc.m File Reference

Functions
endif	if (nargin< 2||nargin > 3||!ismatrix(x0)) print_usage()
endif	if (ischar(fcn)) fcn
	if (funvalchk) fcn
	if (!isempty(outfcn)) optimvalues.iter
	if (stop) info
	while (niter< maxiter &&nfev< maxfev &&!info) grad0
	if (has_grad)[fval
endif	if (niter==1) hesr
	if (info) hesr
Variables
	function [x, fval, info, output, grad, hess]
	return
endif	xsiz = size (x0)
	n = numel (x0)
	has_grad = strcmpi (optimget (options, "GradObj", "off"), "on")
	cdif = strcmpi (optimget (options, "FinDiffType", "central"), "central")
	maxiter = optimget (options, "MaxIter", 400)
	maxfev = optimget (options, "MaxFunEvals", Inf)
	outfcn = optimget (options, "OutputFcn")
	funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on")
endif	macheps = eps (class (x0))
	tolx = optimget (options, "TolX", sqrt (macheps))
	tolf = optimget (options, "TolFun", sqrt (macheps))
	factor = 0.1
	autodg = true
	niter = 1
	nfev = 0
	x = x0(:)
	info = 0
	fval = fcn (reshape (x, xsiz))
optimvalues	funccount = nfev
optimvalues	searchdirection = zeros (n, 1)
	state = 'init'
	stop = outfcn (x, optimvalues, state)
	break
endif endif	nsuciter = 0
	lastratio = 0
	grad = []
else	y = grad - grad0
	sBs = sumsq (w)
	Bs = hesr'*w
	sy = y'*s
	theta = 0.8 / max (1 - sy / sBs, 0.8)
	r = theta * y + (1-theta) * Bs
	hesr = cholupdate (hesr, r / sqrt (s'*r), "+")

---

Function Documentation

if

(

info

)

endif if

(

niter

= =1

)

if

(

has_grad

)

if

(

stop

)

if

(

!

isemptyoutfcn

)

if

(

funvalchk

)

endif if

(

ischar(fcn)

)

endif if

(

nargin< 2||nargin > 3||!

ismatrixx0

)

while

(

)

---

Variable Documentation

autodg = true

break

Bs = hesr'*w

cdif = strcmpi (optimget (options, "FinDiffType", "central"), "central")

factor = 0.1

optimvalues funccount = nfev

function[x, fval, info, output, grad, hess]

Initial value:

 fminunc (fcn, x0, options = struct ())


  if (nargin == 1 && ischar (fcn) && strcmp (fcn, 'defaults'))
    x = optimset ("MaxIter", 400, "MaxFunEvals", Inf, 
    "GradObj", "off", "TolX", 1.5e-8, "TolFun", 1.5e-8,
    "OutputFcn", [], "FunValCheck", "off",
    "FinDiffType", "central")

funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on")

optimvalues fval = fcn (reshape (x, xsiz))

else grad = []

has_grad = strcmpi (optimget (options, "GradObj", "off"), "on")

hesr = cholupdate (hesr, r / sqrt (s'*r), "+")

info = 0

lastratio = 0

endif macheps = eps (class (x0))

maxfev = optimget (options, "MaxFunEvals", Inf)

maxiter = optimget (options, "MaxIter", 400)

n = numel (x0)

nfev = 0

niter = 1

endif endif nsuciter = 0

outfcn = optimget (options, "OutputFcn")

r = theta * y + (1-theta) * Bs

return

sBs = sumsq (w)

optimvalues searchdirection = zeros (n, 1)

state = 'init'

stop = outfcn (x, optimvalues, state)

sy = y'*s

endif endwhile theta = 0.8 / max (1 - sy / sBs, 0.8)

tolf = optimget (options, "TolFun", sqrt (macheps))

tolx = optimget (options, "TolX", sqrt (macheps))

x = x0(:)

endif xsiz = size (x0)

else y = grad - grad0