Minimization of a function described by a program

Alex V

2012 2 11

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Hello,

I am trying to minimize a function using a Simulated Annealing process. The function is very complicated and, in fact, requires a program to calculate it. The parameters area also of the form of multi-dimensional arrays.

Is it possible to use Matlab to minimize such a function? As in, is there a Matlab minimization routine that accepts a program as a function-to-minimize and a very general, possibly complicated set of parameters?

Thanks you in advance.