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comparison scripts/optimization/optimset.m @ 13836:519390f1b67f

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maint: periodic merge of stable to default.
author Rik <octave@nomad.inbox5.com>
date Sun, 06 Nov 2011 21:22:49 -0800
parents cc1fd6a58151 5289d7c2460d
children 72c96de7a403
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13835:fc9f34e17486 13836:519390f1b67f
21 ## @deftypefn {Function File} {} optimset () 21 ## @deftypefn {Function File} {} optimset ()
22 ## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{}) 22 ## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{})
23 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{}) 23 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{})
24 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{new}) 24 ## @deftypefnx {Function File} {} optimset (@var{old}, @var{new})
25 ## Create options struct for optimization functions. 25 ## Create options struct for optimization functions.
26 ##
27 ## Valid parameters are:
28 ## @itemize @bullet
29 ## @item AutoScaling
30 ##
31 ## @item ComplexEqn
32 ##
33 ## @item FinDiffType
34 ##
35 ## @item FunValCheck
36 ## When enabled, display an error if the objective function returns a complex
37 ## value or NaN@. Must be set to "on" or "off" [default].
38 ##
39 ## @item GradObj
40 ## When set to "on", the function to be minimized must return a second argument
41 ## which is the gradient, or first derivative, of the function at the point
42 ## @var{x}. If set to "off" [default], the gradient is computed via finite
43 ## differences.
44 ##
45 ## @item Jacobian
46 ## When set to "on", the function to be minimized must return a second argument
47 ## which is the Jacobian, or first derivative, of the function at the point
48 ## @var{x}. If set to "off" [default], the Jacobian is computed via finite
49 ## differences.
50 ##
51 ## @item MaxFunEvals
52 ## Maximum number of function evaluations before optimization stops.
53 ## Must be a positive integer.
54 ##
55 ## @item MaxIter
56 ## Maximum number of algorithm iterations before optimization stops.
57 ## Must be a positive integer.
58 ##
59 ## @item OutputFcn
60 ## A user-defined function executed once per algorithm iteration.
61 ##
62 ## @item TolFun
63 ## Termination criterion for the function output. If the difference in the
64 ## calculated objective function between one algorithm iteration and the next
65 ## is less than @code{TolFun} the optimization stops. Must be a positive
66 ## scalar.
67 ##
68 ## @item TolX
69 ## Termination criterion for the function input. If the difference in @var{x},
70 ## the current search point, between one algorithm iteration and the next is
71 ## less than @code{TolX} the optimization stops. Must be a positive scalar.
72 ##
73 ## @item TypicalX
74 ##
75 ## @item Updating
76 ## @end itemize
26 ## @end deftypefn 77 ## @end deftypefn
27 78
28 function retval = optimset (varargin) 79 function retval = optimset (varargin)
29 80
30 nargs = nargin (); 81 nargs = nargin ();