IDL Demo Library

Optimization

Optimization algorithms search and find the minimum of a function using iteration. Depending on the function, a particular algorithm may converge faster than another. An algorithm may not converge at all in certain circumstances, where another will.

This demo shows two methods, the Donovan-Fletcher-Powell (DFP) and the Powell.

Menu Options

File Menu

Select "Quit" to exit the Minimization Demo and return to the main IDL Demo screen.

About Menu

Select "About minimization" for information about the Minimization Demo.

Features

Select a Surface button

Select one of three different surfaces. These surfaces are used for testing minimization algorithms because they are known to produce cases that exceed the bounds of the algorithms.

Select a Starting Point button

Select one of four different starting points.

Find Minimum button

Activated only after a starting point has been specified, the sequence will compute and display how the 2 algorithms find the minimum.

Reset surface button

Reset the selected surface to display the four starting points on the initial surface.

Results

Displays the location of the minimum and the number of iterations that were necessary.

  IDL Demo Online Help (October 11, 2006)