This chapter describes routines for finding minima of arbitrary one-dimensional 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, with 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 header file gsl_min.h contains prototypes for the minimization functions and related declarations. To use the minimization algorithms to find the maximum of a function simply invert its sign.
|• Minimization Overview:|
|• Minimization Caveats:|
|• Initializing the Minimizer:|
|• Providing the function to minimize:|
|• Minimization Iteration:|
|• Minimization Stopping Parameters:|
|• Minimization Algorithms:|
|• Minimization Examples:|
|• Minimization References and Further Reading:|