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iFit/fmindemo

PURPOSE ^

FMINDEMO optimization cross-comparison

SYNOPSIS ^

function abstract=fmindemo(dim, option, repeat_num)

DESCRIPTION ^

 FMINDEMO optimization cross-comparison
 
 A systematic test of all optimization methods is performed using a set of test
 problems. Starting configurations are chosen randomly.
 The option flag may contain the following keywords:
    'verbose' displays individual detailed optimization results.
    'rand'    adds a 10% gaussian random noise to all functions
 The test can be repeated iteratively so that a Monte Carlo sampling of starting
 parameters give a better stastistical estimate of each method efficiency.

 Calling:
   fmindemo(dimensionality=vector, option='verbose, rand', repetitions)
 Example:
   fmindemo([ 2 10 50],1)  % detailed test with 2,5 and 10 parameters
   fmindemo(2,[], 10)      % 2 parameters optimization repeated 10 times

 Contrib:
 Test functions from Nikolaus Hansen, 2001-2007. e-mail: hansen@bionik.tu-berlin.de
 (c) E.Farhi, ILL. License: EUPL.

CROSS-REFERENCE INFORMATION ^

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