fminbnd

Find minimum of single-variable function on fixed interval

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fminbnd is a one-dimensional minimizer that finds a minimum for a problem specified by

$\min_{x} f (x) such that x_{1} < x < x_{2} .$

x, x₁, and x₂ are finite scalars, and f(x) is a function that returns a scalar.

Syntax

x = fminbnd(fun,x1,x2)

x = fminbnd(fun,x1,x2,options)

x = fminbnd(problem)

[x,fval]
= fminbnd(___)

[x,fval,exitflag]
= fminbnd(___)

[x,fval,exitflag,output]
= fminbnd(___)

Description

example

x = fminbnd(fun,x1,x2) returns a value x that is a local minimizer of the scalar valued function that is described in fun in the interval x1 < x < x2.

example

x = fminbnd(fun,x1,x2,options) minimizes with the optimization options specified in options. Use optimset to set these options.

x = fminbnd(problem) finds the minimum for problem, where problem is a structure.

Create problem by exporting a problem from Optimization app, as described in Exporting Your Work.

example

[x,fval] = fminbnd(___), for any input arguments, returns the value of the objective function computed in fun at the solution x.

[x,fval,exitflag] = fminbnd(___) additionally returns a value exitflag that describes the exit condition.

example

[x,fval,exitflag,output] = fminbnd(___) additionally returns a structure output that contains information about the optimization.

Examples

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Minimum of `sin`

Open Live Script

Find the point where the function takes its minimum in the range .

fun = @sin;
x1 = 0;
x2 = 2*pi;
x = fminbnd(fun,x1,x2)

x = 4.7124

To display precision, this is the same as the correct value .

3*pi/2

ans = 4.7124

Minimize a Function Specified by a File

Open Script

Minimize a function that is specified by a separate function file. A function accepts a point x and returns a real scalar representing the value of the objective function at x.

Write the following function as a file, and save the file as scalarobjective.m on your MATLAB® path.

function f = scalarobjective(x)
f = 0;
for k = -10:10
    f = f + (k+1)^2*cos(k*x)*exp(-k^2/2);
end

Find the x that minimzes scalarobjective on the interval 1 <= x <= 3.

x = fminbnd(@scalarobjective,1,3)

x =

    2.0061

Minimize with Extra Parameter

Open Live Script

Minimize a function when there is an extra parameter. The function has a minimum that depends on the value of the parameter . Create an anonymous function of that includes the value of the parameter . Minimize this function over the interval .

a = 9/7;
fun = @(x)sin(x-a);
x = fminbnd(fun,1,2*pi)

x = 5.9981

This answer is correct; the theoretical value is

3*pi/2 + 9/7

ans = 5.9981

For more information about including extra parameters, see Parameterizing Functions (MATLAB).

Monitor Iterations

Open Live Script

Monitor the steps fminbnd takes to minimize the function for .

fun = @sin;
x1 = 0;
x2 = 2*pi;
options = optimset('Display','iter');
x = fminbnd(fun,x1,x2,options)

 
 Func-count     x          f(x)         Procedure
    1        2.39996      0.67549        initial
    2        3.88322     -0.67549        golden
    3        4.79993    -0.996171        golden
    4        5.08984    -0.929607        parabolic
    5        4.70582    -0.999978        parabolic
    6         4.7118           -1        parabolic
    7        4.71239           -1        parabolic
    8        4.71236           -1        parabolic
    9        4.71242           -1        parabolic
 
Optimization terminated:
 the current x satisfies the termination criteria using OPTIONS.TolX of 1.000000e-04

x = 4.7124

Find Minimum Location and Function Value

Open Live Script

Find the location of the minimum of and the value of the minimum for .

fun = @sin;
[x,fval] = fminbnd(fun,1,2*pi)

x = 4.7124

fval = -1.0000

Obtain All Information

Open Live Script

Return all information about the fminbnd solution process by requesting all outputs. Also, monitor the solution process using a plot function.

fun = @sin;
x1 = 0;
x2 = 2*pi;
options = optimset('PlotFcns',@optimplotfval);
[x,fval,exitflag,output] = fminbnd(fun,x1,x2,options)

x = 4.7124

fval = -1.0000

exitflag = 1

output = struct with fields:
    iterations: 8
     funcCount: 9
     algorithm: 'golden section search, parabolic interpolation'
       message: 'Optimization terminated:...'

Input Arguments

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`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 real scalar x and returns a real scalar f (the objective function evaluated at x).

Specify fun as a function handle for a file:

x = fminbnd(@myfun,x1,x2)

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 = fminbnd(@(x)norm(x)^2,x1,x2);

Example: fun = @(x)-x*exp(-3*x)

Data Types: char | function_handle | string

`x1` — Lower bound
finite real scalar

Lower bound, specified as a finite real scalar.

Example: x1 = -3

Data Types: double

`x2` — Upper bound
finite real scalar

Upper bound, specified as a finite real scalar.

Example: x2 = 5

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 Optimization Options Reference for detailed information.

`Display`	Level of display (see Iterative Display): `'notify'` (default) displays output only if the function does not converge. `'off'` or `'none'` displays no output. `'iter'` displays output at each iteration. `'final'` displays just the final output.
`FunValCheck`	Check whether objective function values are valid. The default `'off'` allows `fminbnd` to proceed when the objective function returns a value that is `complex` or `NaN`. The `'on'` setting throws an error when the objective function returns a value that is `complex` or `NaN`.
`MaxFunEvals`	Maximum number of function evaluations allowed, a positive integer. The default is `500`. See Tolerances and Stopping Criteria and Iterations and Function Counts.
`MaxIter`	Maximum number of iterations allowed, a positive integer. The default is `500`. See Tolerances and Stopping Criteria and Iterations and Function Counts.
`OutputFcn`	Specify one or more user-defined 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 (`[]`). See Output Function.
`PlotFcns`	Plots various measures of progress while the algorithm executes, select from predefined plots or write your own. Pass a function handle or a cell array of function handles. The default is none (`[]`). `@optimplotx` plots the current point `@optimplotfunccount` plots the function count `@optimplotfval` plots the function value For information on writing a custom plot function, see Plot Functions.
`TolX`	Termination tolerance on `x`, a positive scalar. The default is `1e-4`. See Tolerances and Stopping Criteria.

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`	Objective function
`x1`	Left endpoint
`x2`	Right endpoint
`solver`	`'fminbnd'`
`options`	Options structure such as returned by `optimset`

The simplest way to obtain a problem structure is to export the problem from the Optimization app.

Data Types: struct

Output Arguments

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`x` — Solution
real scalar

Solution, returned as a real scalar. Typically, x is a local solution to the problem when exitflag is positive. For information on the quality of the solution, see When the Solver Succeeds.

`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 `fminbnd` stopped
integer

Reason fminbnd stopped, returned as an integer.

`1`	Function converged to a solution `x`.
`0`	Number of iterations exceeded `options.MaxIter` or number of function evaluations exceeded `options.MaxFunEvals`.
`-1`	Stopped by an output function or plot function.
`-2`	The bounds are inconsistent, meaning `x1 > x2`.

`output` — Information about the optimization process
structure

Information about the optimization process, returned as a structure with fields:

`iterations`	Number of iterations taken
`funcCount`	Number of function evaluations
`algorithm`	`'golden section search, parabolic interpolation'`
`message`	Exit message

Limitations

The function to be minimized must be continuous.
fminbnd might only give local solutions.
fminbnd can exhibit slow convergence when the solution is on a boundary of the interval. In such a case, fmincon often gives faster and more accurate solutions.

Algorithms

fminbnd is a function file. The algorithm is based on golden section search and parabolic interpolation. Unless the left endpoint x₁ is very close to the right endpoint x₂, fminbnd never evaluates fun at the endpoints, so fun need only be defined for x in the interval x₁ < x < x₂.

If the minimum actually occurs at x₁ or x₂, fminbnd returns a point x in the interior of the interval (x₁,x₂) that is close to the minimizer. In this case, the distance of x from the minimizer is no more than 2*(TolX + 3*abs(x)*sqrt(eps)). See [1] or [2] for details about the algorithm.

References

[1] Forsythe, G. E., M. A. Malcolm, and C. B. Moler. Computer Methods for Mathematical Computations. Englewood Cliffs, NJ: Prentice Hall, 1976.

[2] Brent, Richard. P. Algorithms for Minimization without Derivatives. Englewood Cliffs, NJ: Prentice-Hall, 1973.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

For C/C++ code generation:

fminbnd does not support the problem structure argument.
fminbnd ignores the Display 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 or message fields.
fminbnd ignores the OutputFcn and PlotFcns options.

Documentation

fminbnd

Syntax

Description

Examples

Minimum of `sin`

Minimize a Function Specified by a File

Minimize with Extra Parameter

Monitor Iterations

Find Minimum Location and Function Value

Obtain All Information

Input Arguments

`fun` — Function to minimize
function handle | function name

`x1` — Lower bound
finite real scalar

`x2` — Upper bound
finite real scalar

`options` — Optimization options
structure such as `optimset` returns

`problem` — Problem structure
structure

Output Arguments

`x` — Solution
real scalar

`fval` — Objective function value at solution
real number

`exitflag` — Reason `fminbnd` stopped
integer

`output` — Information about the optimization process
structure

Limitations

Algorithms

References

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

See Also

Topics

Introduced before R2006a

Optimization Toolbox Documentation

Other Documentation

Support

Documentation

fminbnd

Syntax

Description

Examples

Minimum of sin

Minimize a Function Specified by a File

Minimize with Extra Parameter

Monitor Iterations

Find Minimum Location and Function Value

Obtain All Information

Input Arguments

fun — Function to minimize function handle | function name

x1 — Lower bound finite real scalar

x2 — Upper bound finite real scalar

options — Optimization options structure such as optimset returns

problem — Problem structure structure

Output Arguments

x — Solution real scalar

fval — Objective function value at solution real number

exitflag — Reason fminbnd stopped integer

output — Information about the optimization process structure

Limitations

Algorithms

References

Extended Capabilities

C/C++ Code Generation Generate C and C++ code using MATLAB® Coder™.

See Also

Topics

Introduced before R2006a

Optimization Toolbox Documentation

Other Documentation

Support

Minimum of `sin`

`fun` — Function to minimize
function handle | function name

`x1` — Lower bound
finite real scalar

`x2` — Upper bound
finite real scalar

`options` — Optimization options
structure such as `optimset` returns

`problem` — Problem structure
structure

`x` — Solution
real scalar

`fval` — Objective function value at solution
real number

`exitflag` — Reason `fminbnd` stopped
integer

`output` — Information about the optimization process
structure

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.