COPASI API
4.16.103

#include <FminBrent.h>
Public Member Functions  
virtual C_FLOAT64  operator() (const C_FLOAT64 &C_UNUSED(value)) 
virtual  ~FDescent () 
Adapted by Pedro Mendes to suit Gepasi's optimisation framework 9 Aug 1997
ORIGINAL**in**netlib********************************************** C math library function FMINBR  onedimensional search for a function minimum over the given range
Input double FminBrent(a, b, f, min, fmin, tol, maxiter)
double  a; Minimum will be seeked for over 
double  b; a range [a,b], a being < b. 
double  (*f)(double x); Name of the function whose minimum will be seeked for 
double  *min, Location of minimum (output) 
double  *fmin, Value of minimum (ouput) 
double  tol; Acceptable tolerance for the minimum location. It have to be positive (e.g. may be specified as EPSILON) 
int  maxiter Maximum number of iterations 
Output Fminbr returns an estimate for the minimum location with accuracy 3*SQRT_EPSILON*abs(x) + tol. The function always obtains a local minimum which coincides with the global one only if a function under investigation being unimodular. If a function being examined possesses no local minimum within the given range, Fminbr returns 'a' (if f(a) < f(b)), otherwise it returns the right range boundary value b.
@ return int (0: success, 1: negative tolerance, 2: b < a 3: iteration limit exceeded)
Algorithm G.Forsythe, M.Malcolm, C.Moler, Computer methods for mathematical computations. M., Mir, 1980, p.202 of the Russian edition
The function makes use of the "gold section" procedure combined with the parabolic interpolation. At every step program operates three abscissae  x,v, and w. x  the last and the best approximation to the minimum location, i.e. f(x) <= f(a) or/and f(x) <= f(b) (if the function f has a local minimum in (a,b), then the both conditions are fulfiled after one or two steps). v,w are previous approximations to the minimum location. They may coincide with a, b, or x (although the algorithm tries to make all u, v, and w distinct). Points x, v, and w are used to construct interpolating parabola whose minimum will be treated as a new approximation to the minimum location if the former falls within [a,b] and reduces the range enveloping minimum more efficient than the gold section procedure. When f(x) has a second derivative positive at the minimum location (not coinciding with a or b) the procedure converges superlinearly at a rate order about 1.324
Definition at line 81 of file FminBrent.h.

inlinevirtual 
Definition at line 84 of file FminBrent.h.
Definition at line 86 of file FminBrent.h.