fmaxnewton.m

Finds a local maximum of a function of several variables using Newton and quasi-Newton algorithms.

Syntax

             [x,data]=fmaxnewton(spin_system,cost_function,guess)

Parameters

       spin_system   - Spinach data object that has been
                       through optimcon.m function
       cost_function - a function handle that takes the input
                       the size of guess
       guess         - the initial point of the optimisation

Outputs

       x               - the final point of the optimisation
       data.count.iter - iteration counter
       data.count.fx   - function evaluation counter
       data.count.gfx  - gradient evaluation counter
       data.count.hfx  - Hessian evaluation counter
       data.count.rfo  - RFO iteration counter
       data.x_shape    - output of size(guess)
       data.*          - further fields may be set by the
                         objective functon

Examples

See examples in the Spinach distribution relevant to this function.

Notes

This page was generated from the function header in the Spinach repository.

See also

bfgs.m, alpha_conds.m, bracketing.m, sectioning.m, cubic_interp.m, bfgs_upd.m, grape_coop.m, grape_curv.m, grape_phase.m, grape_xy.m, hessreg.m, lbfgs.m, Optimal_control_module

Version 2.11, authors: David Goodwin, Ilya Kuprov