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nmsmax

PURPOSE

NMSMAX Nelder-Mead simplex method for direct search optimization.

SYNOPSIS

function [x, fmax, nf] = nmsmax(fun, x, stopit, savit, varargin)

DESCRIPTION

```NMSMAX  Nelder-Mead simplex method for direct search optimization.
[x, fmax, nf] = NMSMAX(FUN, x0, STOPIT, SAVIT) attempts to
maximize the function FUN, using the starting vector x0.
The Nelder-Mead direct search method is used.
Output arguments:
x    = vector yielding largest function value found,
fmax = function value at x,
nf   = number of function evaluations.
The iteration is terminated when either
- the relative size of the simplex is <= STOPIT(1)
(default 1e-3),
- STOPIT(2) function evaluations have been performed
(default inf, i.e., no limit), or
- a function value equals or exceeds STOPIT(3)
(default inf, i.e., no test on function values).
The form of the initial simplex is determined by STOPIT(4):
STOPIT(4) = 0: regular simplex (sides of equal length, the default)
STOPIT(4) = 1: right-angled simplex.
Progress of the iteration is not shown if STOPIT(5) = 0 (default 1).
STOPIT(6) indicates the direction (ie. minimization or
maximization.) Default is 1, maximization.
set STOPIT(6)=-1 for minimization
If a non-empty fourth parameter string SAVIT is present, then
`SAVE SAVIT x fmax nf' is executed after each inner iteration.
NB: x0 can be a matrix.  In the output argument, in SAVIT saves,
and in function calls, x has the same shape as x0.
NMSMAX(fun, x0, STOPIT, SAVIT, P1, P2,...) allows additional
arguments to be passed to fun, via feval(fun,x,P1,P2,...).```

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