Brent with Derivatives 1D VI

Owning Palette: Optimization VIs

Requires: Full Development System

Determines a local minimum of a given 1D function in a given interval. The method is based on derivatives of the function.

Details  

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accuracy controls the accuracy of the determined minimum of formula. The method stops if two consecutive approximations differ not more than the value of accuracy.
a is the left point of the bracketing interval. The default is 0.0.
b is the middle point of the bracketing interval. The default is 0.0.
c is the right point of the bracketing interval. The default is 0.0.
formula is a string describing the function under investigation. The formula can contain any number of valid variables.
minimum is the determined local minimum of formula.
f(minimum) is the function value at the determined local minimum.
ticks is the time in milliseconds for the whole calculation.
error returns any error or warning from the VI. You can wire error to the Error Cluster From Error Code VI to convert the error code or warning into an error cluster.

Brent with Derivatives 1D Details

Refer to the Golden Section 1D VI description for the definition of a bracketing interval. Here the derivative of formula is used. This leads to a faster algorithm, because the new bracketing interval has better properties than those of the Golden Section 1D VI.