Basics of fminsearch to be explained in laymens terms
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Amit
2014-1-26
In layman's term, fminsearch tries to find the minima of the function starting with the point given. Like in your case, fminsearch(@sin,3) or fminsearch(@(x) sin(x),3) tries to find the minima for sin function. The output will be the point where the minima is found. As you know, sin has minima at -1, it will find one of those values for x.
It can optimize for multivariable scenario as well. However, in fminsearch, you can not input the bounds for the variables.
Hope this is clear!
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Jos (10584)
2014-1-27
编辑:Jos (10584)
2014-1-27
The search is done via a method called "Nelder-Mead simplex direct search". Here is some more information: http://www.scholarpedia.org/article/Nelder-Mead_algorithm
This method does not take derivatives (slopes) but just evaluates function values. In that sense, the word "downhill" in John's great example is a little misleading. The search is not taking the slope of the function into account, it just looks whether a level is lower or higher than another level.
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