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5.53.1 Univariate global minimization on a segment: find_minimum

The find_minimum command is used for global minimization of a continuous function on a segment.

find_minimum takes between three and five arguments:

find_minimum applies a modification of Brent’s algorithm which usually finds a global minimum, even when f has many local extrema. The original Brent’s method is used as a subroutine which is applied recursively by partitioning the search interval. Each instance is allowed the maximum of n iterations.

Examples


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