fminsearch
Find minimum of unconstrained multivariable function using derivativefree method
Syntax
Description
Nonlinear programming solver. Searches for the minimum of a problem specified by
$$\underset{x}{\mathrm{min}}f(x)$$
f(x) is a function that returns a scalar, and x is a vector or a matrix.
Examples
Minimize Rosenbrock's Function
Minimize Rosenbrock's function, a notoriously difficult optimization problem for many algorithms:
$$f(x)=100({x}_{2}{x}_{1}^{2}{)}^{2}+(1{x}_{1}{)}^{2}.$$
The function is minimized at the point x = [1,1]
with minimum value 0
.
Set the start point to x0 = [1.2,1]
and minimize Rosenbrock's function using fminsearch
.
fun = @(x)100*(x(2)  x(1)^2)^2 + (1  x(1))^2; x0 = [1.2,1]; x = fminsearch(fun,x0)
x = 1×2
1.0000 1.0000
Monitor Optimization Process
Set options to monitor the process as fminsearch
attempts to locate a minimum.
Set options to plot the objective function at each iteration.
options = optimset('PlotFcns',@optimplotfval);
Set the objective function to Rosenbrock's function,
$$f(x)=100({x}_{2}{x}_{1}^{2}{)}^{2}+(1{x}_{1}{)}^{2}.$$
The function is minimized at the point x = [1,1]
with minimum value 0
.
Set the start point to x0 = [1.2,1]
and minimize Rosenbrock's function using fminsearch
.
fun = @(x)100*(x(2)  x(1)^2)^2 + (1  x(1))^2; x0 = [1.2,1]; x = fminsearch(fun,x0,options)
x = 1×2
1.0000 1.0000
Minimize a Function Specified by a File
Minimize an objective function whose values are given by executing a file. A function file must accept a real vector x
and return a real scalar that is the value of the objective function.
Copy the following code and include it as a file named objectivefcn1.m
on your MATLAB® path.
function f = objectivefcn1(x) f = 0; for k = 10:10 f = f + exp((x(1)x(2))^2  2*x(1)^2)*cos(x(2))*sin(2*x(2)); end
Start at x0 = [0.25,0.25]
and search for a minimum of objectivefcn
.
x0 = [0.25,0.25]; x = fminsearch(@objectivefcn1,x0)
x = 0.1696 0.5086
Minimize with Extra Parameters
Sometimes your objective function has extra parameters. These parameters are not variables to optimize, they are fixed values during the optimization. For example, suppose that you have a parameter a
in the Rosenbrocktype function
$$f(x,a)=100({x}_{2}{x}_{1}^{2}{)}^{2}+(a{x}_{1}{)}^{2}.$$
This function has a minimum value of 0 at $${x}_{1}=a$$, $${x}_{2}={a}^{2}$$. If, for example, $$a=3$$, you can include the parameter in your objective function by creating an anonymous function.
Create the objective function with its extra parameters as extra arguments.
f = @(x,a)100*(x(2)  x(1)^2)^2 + (ax(1))^2;
Put the parameter in your MATLAB® workspace.
a = 3;
Create an anonymous function of x
alone that includes the workspace value of the parameter.
fun = @(x)f(x,a);
Solve the problem starting at x0 = [1,1.9]
.
x0 = [1,1.9]; x = fminsearch(fun,x0)
x = 1×2
3.0000 9.0000
For more information about using extra parameters in your objective function, see Parameterizing Functions.
Find Minimum Location and Value
Find both the location and value of a minimum of an objective function using fminsearch
.
Write an anonymous objective function for a threevariable problem.
x0 = [1,2,3]; fun = @(x)norm(x+x0)^2*exp(norm(xx0)^2 + sum(x));
Find the minimum of fun
starting at x0
. Find the value of the minimum as well.
[x,fval] = fminsearch(fun,x0)
x = 1×3
1.5359 2.5645 3.5932
fval = 5.9565e+04
Inspect Optimization Process
Inspect the results of an optimization, both while it is running and after it finishes.
Set options to provide iterative display, which gives information on the optimization as the solver runs. Also, set a plot function to show the objective function value as the solver runs.
options = optimset('Display','iter','PlotFcns',@optimplotfval);
Set an objective function and start point.
function f = objectivefcn1(x) f = 0; for k = 10:10 f = f + exp((x(1)x(2))^2  2*x(1)^2)*cos(x(2))*sin(2*x(2)); end
Include the code for objectivefcn1
as a file on your MATLAB® path.
x0 = [0.25,0.25]; fun = @objectivefcn1;
Obtain all solver outputs. Use these outputs to inspect the results after the solver finishes.
[x,fval,exitflag,output] = fminsearch(fun,x0,options)
Iteration Funccount f(x) Procedure 0 1 6.70447 1 3 6.89837 initial simplex 2 5 7.34101 expand 3 7 7.91894 expand 4 9 9.07939 expand 5 11 10.5047 expand 6 13 12.4957 expand 7 15 12.6957 reflect 8 17 12.8052 contract outside 9 19 12.8052 contract inside 10 21 13.0189 expand 11 23 13.0189 contract inside 12 25 13.0374 reflect 13 27 13.122 reflect 14 28 13.122 reflect 15 29 13.122 reflect 16 31 13.122 contract outside 17 33 13.1279 contract inside 18 35 13.1279 contract inside 19 37 13.1296 contract inside 20 39 13.1301 contract inside 21 41 13.1305 reflect 22 43 13.1306 contract inside 23 45 13.1309 contract inside 24 47 13.1309 contract inside 25 49 13.131 reflect 26 51 13.131 contract inside 27 53 13.131 contract inside 28 55 13.131 contract inside 29 57 13.131 contract outside 30 59 13.131 contract inside 31 61 13.131 contract inside 32 63 13.131 contract inside 33 65 13.131 contract outside 34 67 13.131 contract inside 35 69 13.131 contract inside Optimization terminated: the current x satisfies the termination criteria using OPTIONS.TolX of 1.000000e04 and F(X) satisfies the convergence criteria using OPTIONS.TolFun of 1.000000e04 x = 0.1696 0.5086 fval = 13.1310 exitflag = 1 output = struct with fields: iterations: 35 funcCount: 69 algorithm: 'NelderMead simplex direct search' message: 'Optimization terminated:...'
The value of exitflag
is 1
, meaning fminsearch
likely converged to a local minimum.
The output
structure shows the number of iterations. The iterative display and the plot show this information as well. The output
structure also shows the number of function evaluations, which the iterative display shows, but the chosen plot function does not.
Input Arguments
fun
— Function to minimize
function handle  function name
Function to minimize, specified as a function handle or function name.
fun
is a function that accepts a vector or array
x
and returns a real scalar f
(the
objective function evaluated at x
).
fminsearch
passes
x
to your objective function in the shape of the
x0
argument. For example, if x0
is a 5by3 array, then fminsearch
passes
x
to fun
as a 5by3 array.
Specify fun
as a function handle for a file:
x = fminsearch(@myfun,x0)
where myfun
is a MATLAB^{®} function such as
function f = myfun(x) f = ... % Compute function value at x
You can also specify fun
as a function handle for an
anonymous function:
x = fminsearch(@(x)norm(x)^2,x0);
Example: fun = @(x)x*exp(3*x)
Data Types: char
 function_handle
 string
x0
— Initial point
real vector  real array
Initial point, specified as a real vector or real array. Solvers
use the number of elements in, and size of, x0
to
determine the number and size of variables that fun
accepts.
Example: x0 = [1,2,3,4]
Data Types: double
options
— Optimization options
structure such as optimset
returns
Optimization options, specified as a structure such as
optimset
returns. You can use optimset
to set or change
the values of these fields in the options structure. See Set Optimization Options for detailed
information.
 Level of display (see Optimization Solver Iterative Display):

FunValCheck  Check whether objective function values are valid.

 Maximum number of function evaluations allowed, a
positive integer. The default is

 Maximum number of iterations allowed, a positive
integer. The default value is

OutputFcn  Specify one or more userdefined functions that an
optimization function calls at each iteration, either as
a function handle or as a cell array of function
handles. The default is none ( 
 Plots various measures of progress while the
algorithm executes. Select from predefined plots or
write your own. Pass a function name, function handle,
or a cell array of function names or handles. The
default is none (
For information on writing a custom plot function, see Optimization Solver Plot Functions. 
 Termination tolerance on the function value, a
positive scalar. The default is 
 Termination tolerance on 
Example: options =
optimset('Display','iter')
Data Types: struct
problem
— Problem structure
structure
Problem structure, specified as a structure with the following fields.
Field Name  Entry 

 Objective function 
 Initial point for x 
 'fminsearch' 
 Options structure such as returned by optimset 
Data Types: struct
Output Arguments
fval
— Objective function value at solution
real number
Objective function value at the solution, returned as a real
number. Generally, fval
= fun(x)
.
exitflag
— Reason fminsearch
stopped
integer
Reason fminsearch
stopped, returned as an
integer.
 The function converged to a solution 
 Number of iterations exceeded 
 The algorithm was terminated by the output function. 
output
— Information about the optimization process
structure
Information about the optimization process, returned as a structure with fields:
iterations  Number of iterations 
funcCount  Number of function evaluations 
algorithm 

message  Exit message 
Tips
fminsearch
only minimizes over the real numbers, that is, the vector or array x must only consist of real numbers and f(x) must only return real numbers. When x has complex values, split x into real and imaginary parts.Use
fminsearch
to solve nondifferentiable problems or problems with discontinuities, particularly if no discontinuity occurs near the solution.
Algorithms
fminsearch
uses the simplex search method
of Lagarias et al. [1]. This is a direct search method that does not use numerical
or analytic gradients as in fminunc
(Optimization Toolbox).
The algorithm is described in detail in fminsearch Algorithm.
The algorithm is not guaranteed to converge to a local minimum.
Alternative Functionality
App
The Optimize Live
Editor task provides a visual interface for fminsearch
.
References
[1] Lagarias, J. C., J. A. Reeds, M. H. Wright, and P. E. Wright. “Convergence Properties of the NelderMead Simplex Method in Low Dimensions.” SIAM Journal of Optimization. Vol. 9, Number 1, 1998, pp. 112–147.
Extended Capabilities
C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.
For C/C++ code generation:
fminsearch
ignores theDisplay
option and does not give iterative display or an exit message. To check solution quality, examine the exit flag.The output structure does not include the
algorithm
ormessage
fields.fminsearch
ignores theOutputFcn
andPlotFcns
options.
ThreadBased Environment
Run code in the background using MATLAB® backgroundPool
or accelerate code with Parallel Computing Toolbox™ ThreadPool
.
This function fully supports threadbased environments. For more information, see Run MATLAB Functions in ThreadBased Environment.
Version History
Introduced before R2006a
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