This template is written to function as is, but can be tailored to
specific problems, resulting in substantial improvements in
performance. There are also functions which could be in-lined and
computations which can be reused, of which we have not taken advantage
for the sake of having a more readable code. Many components are the
usual routines found in the literature (our line minimization routines
are based on MATLAB's fmin and fzero, for example).
Certainly it is possible for improvements to be made in the
optimization routines themselves, and we welcome suggestions from
optimization experts.
To make modifications as painless as possible, we present a section
sketching the basic
structure of the sg_min code. Readers who do
not wish to modify any of the functions beyond F.m, dF.m, and
ddF.m can skip this section.