Matlab line search routines. GLS is a Matlab program for univariate local or global optimization using function values only, implemented as optimization in R^n along a ray x+alp*p (alp>=0). It locates a minimizer along the ray quite accurately. (As for all methods that use no global or semilocal information, the global optimum may be missed for difficult functions.) GLS may be used for global coordinate searches by choosing as search direction p a vector with a single nonzero entry.
Keywords for this software
References in zbMATH (referenced in 1 article )
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- Stanimirović, Predrag; Miladinović, Marko; Jovanović, Ivan M.: Computer algebra and line search (2011)