This chapter describes routines for finding minima of arbitrary multidimensional functions. The library provides low level components for a variety of iterative minimizers and convergence tests. These can be combined by the user to achieve the desired solution, while providing full access to the intermediate steps of the algorithms. Each class of methods uses the same framework, so that you can switch between minimizers at runtime without needing to recompile your program. Each instance of a minimizer keeps track of its own state, allowing the minimizers to be used in multi-threaded programs. The minimization algorithms can be used to maximize a function by inverting its sign.
The header file gsl_multimin.h contains prototypes for the minimization functions and related declarations.
|• Multimin Overview:|
|• Multimin Caveats:|
|• Initializing the Multidimensional Minimizer:|
|• Providing a function to minimize:|
|• Multimin Iteration:|
|• Multimin Stopping Criteria:|
|• Multimin Algorithms with Derivatives:|
|• Multimin Algorithms without Derivatives:|
|• Multimin Examples:|
|• Multimin References and Further Reading:|