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annotate scripts/optimization/optimset.m @ 17532:578805a293e5

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ellipj: Move numerical code into liboctave * lo-specfun.cc, lo-specfun.h (ellipj): New functions, adapted from Fellipj. * ellipj.cc (Fellipj): Call ellipj. (do_ellipj): Delete.
author Mike Miller <mtmiller@ieee.org>
date Thu, 26 Sep 2013 21:34:26 -0400
parents 1c89599167a6
children
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72c96de7a403 maint: update copyright notices for 2012
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1 ## Copyright (C) 2007-2012 John W. Eaton
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2 ## Copyright (C) 2009 VZLU Prague
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} optimset ()
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22 ## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{})
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23 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{})
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24 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{new})
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25 ## Create options struct for optimization functions.
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26 ##
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27 ## Valid parameters are:
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28 ##
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29 ## @table @asis
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30 ## @item AutoScaling
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31 ##
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32 ## @item ComplexEqn
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33 ##
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34 ## @item Display
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35 ## Request verbose display of results from optimizations. Values are:
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36 ##
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37 ## @table @asis
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38 ## @item @qcode{"off"} [default]
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39 ## No display.
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40 ##
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41 ## @item @qcode{"iter"}
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42 ## Display intermediate results for every loop iteration.
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43 ##
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44 ## @item @qcode{"final"}
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45 ## Display the result of the final loop iteration.
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46 ##
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47 ## @item @qcode{"notify"}
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48 ## Display the result of the final loop iteration if the function has
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49 ## failed to converge.
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50 ## @end table
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51 ##
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52 ## @item FinDiffType
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53 ##
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54 ## @item FunValCheck
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55 ## When enabled, display an error if the objective function returns an invalid
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56 ## value (a complex number, NaN, or Inf). Must be set to @qcode{"on"} or
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57 ## @qcode{"off"} [default]. Note: the functions @code{fzero} and
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58 ## @code{fminbnd} correctly handle Inf values and only complex values or NaN
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59 ## will cause an error in this case.
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60 ##
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61 ## @item GradObj
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62 ## When set to @qcode{"on"}, the function to be minimized must return a
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63 ## second argument which is the gradient, or first derivative, of the
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64 ## function at the point @var{x}. If set to @qcode{"off"} [default], the
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65 ## gradient is computed via finite differences.
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66 ##
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67 ## @item Jacobian
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68 ## When set to @qcode{"on"}, the function to be minimized must return a
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69 ## second argument which is the Jacobian, or first derivative, of the
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70 ## function at the point @var{x}. If set to @qcode{"off"} [default], the
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71 ## Jacobian is computed via finite differences.
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72 ##
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73 ## @item MaxFunEvals
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74 ## Maximum number of function evaluations before optimization stops.
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75 ## Must be a positive integer.
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76 ##
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77 ## @item MaxIter
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78 ## Maximum number of algorithm iterations before optimization stops.
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79 ## Must be a positive integer.
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80 ##
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81 ## @item OutputFcn
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82 ## A user-defined function executed once per algorithm iteration.
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83 ##
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84 ## @item TolFun
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85 ## Termination criterion for the function output. If the difference in the
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86 ## calculated objective function between one algorithm iteration and the next
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87 ## is less than @code{TolFun} the optimization stops. Must be a positive
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88 ## scalar.
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89 ##
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90 ## @item TolX
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91 ## Termination criterion for the function input. If the difference in @var{x},
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92 ## the current search point, between one algorithm iteration and the next is
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93 ## less than @code{TolX} the optimization stops. Must be a positive scalar.
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94 ##
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95 ## @item TypicalX
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96 ##
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97 ## @item Updating
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98 ## @end table
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99 ## @end deftypefn
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100
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101 function retval = optimset (varargin)
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102
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103 nargs = nargin ();
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104
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105 ## Add more as needed.
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106 opts = __all_opts__ ();
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107
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108 if (nargs == 0)
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109 if (nargout == 0)
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110 ## Display possibilities.
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111 puts ("\nAll possible optimization options:\n\n");
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112 printf (" %s\n", opts{:});
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113 puts ("\n");
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114 else
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115 ## Return struct with all options initialized to []
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116 retval = cell2struct (repmat ({[]}, size (opts)), opts, 2);
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117 endif
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118 elseif (nargs == 1 && ischar (varargin{1}))
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119 ## Return defaults for named function.
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120 fcn = varargin{1};
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121 try
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122 retval = feval (fcn, "defaults");
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123 catch
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124 error ("optimset: no defaults for function '%s'", fcn);
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125 end_try_catch
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126 elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2}))
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127 ## Set slots in old from nonempties in new. Should we be checking
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128 ## to ensure that the field names are expected?
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129 old = varargin{1};
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130 new = varargin{2};
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131 fnames = fieldnames (old);
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132 ## skip validation if we're in the internal query
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133 validation = ! isempty (opts);
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134 for [val, key] = new
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135 if (validation)
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136 ## Case insensitive lookup in all options.
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137 i = strncmpi (opts, key, length (key));
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138 nmatch = sum (i);
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139 ## Validate option.
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140 if (nmatch == 1)
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141 key = opts{find (i)};
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142 elseif (nmatch == 0)
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143 warning ("unrecognized option: %s", key);
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144 else
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145 fmt = sprintf ("ambiguous option: %%s (%s%%s)",
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146 repmat ("%s, ", 1, nmatch-1));
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147 warning (fmt, key, opts{i});
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148 endif
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149 endif
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150 old.(key) = val;
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151 endfor
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152 retval = old;
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153 elseif (rem (nargs, 2) && isstruct (varargin{1}))
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154 ## Set values in old from name/value pairs.
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155 pairs = reshape (varargin(2:end), 2, []);
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156 retval = optimset (varargin{1}, cell2struct (pairs(2, :), pairs(1, :), 2));
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157 elseif (rem (nargs, 2) == 0)
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158 ## Create struct. Default values are replaced by those specified by
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159 ## name/value pairs.
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160 pairs = reshape (varargin, 2, []);
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161 retval = optimset (struct (), cell2struct (pairs(2, :), pairs(1, :), 2));
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162 else
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163 print_usage ();
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164 endif
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165
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166 endfunction
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167
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168
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169 %!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2)
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170 %!assert (isfield (optimset ("tolFun", 1e-3), "TolFun"))
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171 %!warning (optimset ("Max", 10));
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172 %!warning (optimset ("foobar", 13));
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173
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174 %!error (optimset ("%NOT_A_REAL_FUNCTION_NAME%"))
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175