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The Fletcher Reeves version of the steepest descent algorithms is used to find the minimum of a function of one or more variables. The function must have continuous partial derivatives with respect to all variables. The starting point of the search can be specified; if not, random values are taken instead. The steepest descent algorithms in general find only local minima.
Syntax:
num_min (\(\langle \)exp\(\rangle \), \(\langle \)\(var_1\)\(\rangle \)\(\,[\)=\(val_1\)\(]\,\) [,\(var_2\)[=\(val_2\)] …] |
[,accuracy=\(\langle \)a\(\rangle \)][,iterations=\(\langle \)i\(\rangle \)]) |
or |
num_min (\(\langle \)exp\(\rangle \), {\(\langle \)\(var_1\)\(\rangle \)\(\,[\)=\(val_1\)\(]\,\) [,\(var_2\)[=\(val_2\)] …]} |
[,accuracy=\(\langle \)a\(\rangle \)][,iterations=\(\langle \)i\(\rangle \)]) |
where \(\langle \)exp\(\rangle \) is a function expression, \(\langle \)\(var_{1}\)\(\rangle \), \(\langle \)\(var_{2}\)\(\rangle \), … are the variables in \(\langle \)exp\(\rangle \) and \(\langle \)\(val_{1}\)\(\rangle \), \(\langle \)\(val_{2}\)\(\rangle \), … are the (optional) start values.
num_min tries to find the next local minimum along the descending path starting at the given point. The result is a list with the minimum function value as first element followed by a list of equations, where the variables are equated to the coordinates of the result point.
Examples:
num_min(sin(x)+x/5, x); {-0.0775896851944,{x=4.51103102502}} num_min(sin(x)+x/5, x=0); {-1.33422674662,{x=-1.77215826714}} % Rosenbrock function (well known as hard to minimize). fktn := 100*(x1**2-x2)**2 + (1-x1)**2; num_min(fktn, x1=-1.2, x2=1, iterations=200); {0.000000218702254529,{x1=0.999532844959,x2 =0.99906807243}}
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