 Usage:  x = bfgs (x0, f, df, maxiter {,eps, gamma})  

 

 Input:



  x0                     n x 1 vector of starting value 

                         

  f                      text, name of the procedure where the function is defined 

                         

  df                     text, name of the procedure where the derivative of the function is defined 

                         

  maxiter                integer, maximal number of iterations 

                         

  eps                    scalar, bfgs stops, if df(x_i) < eps (i=1...n) (default = 1.0e-03) 

                         

  gamma                  scalar, starting value for linesearch (default = 1.0) 

                         

 Output:



  x.minimum              n x 1 vector, coordinates of the minimum found 

                         

  x.iter                 integer, number of iterations needed 

                         

  x.converged            1 if the algorithm has converged and 0 if it has not 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

