Mercurial > hg > octave-lyh
view scripts/optimization/optimset.m @ 17525:1d0fa3c34ad7
Fully int16 type support
author | LYH <lyh.kernel@gmail.com> |
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date | Fri, 27 Sep 2013 04:14:51 +0800 |
parents | 1c89599167a6 |
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## Copyright (C) 2007-2012 John W. Eaton ## Copyright (C) 2009 VZLU Prague ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} optimset () ## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{}) ## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{}) ## @deftypefnx {Function File} {} optimset (@var{old}, @var{new}) ## Create options struct for optimization functions. ## ## Valid parameters are: ## ## @table @asis ## @item AutoScaling ## ## @item ComplexEqn ## ## @item Display ## Request verbose display of results from optimizations. Values are: ## ## @table @asis ## @item @qcode{"off"} [default] ## No display. ## ## @item @qcode{"iter"} ## Display intermediate results for every loop iteration. ## ## @item @qcode{"final"} ## Display the result of the final loop iteration. ## ## @item @qcode{"notify"} ## Display the result of the final loop iteration if the function has ## failed to converge. ## @end table ## ## @item FinDiffType ## ## @item FunValCheck ## When enabled, display an error if the objective function returns an invalid ## value (a complex number, NaN, or Inf). Must be set to @qcode{"on"} or ## @qcode{"off"} [default]. Note: the functions @code{fzero} and ## @code{fminbnd} correctly handle Inf values and only complex values or NaN ## will cause an error in this case. ## ## @item GradObj ## When set to @qcode{"on"}, the function to be minimized must return a ## second argument which is the gradient, or first derivative, of the ## function at the point @var{x}. If set to @qcode{"off"} [default], the ## gradient is computed via finite differences. ## ## @item Jacobian ## When set to @qcode{"on"}, the function to be minimized must return a ## second argument which is the Jacobian, or first derivative, of the ## function at the point @var{x}. If set to @qcode{"off"} [default], the ## Jacobian is computed via finite differences. ## ## @item MaxFunEvals ## Maximum number of function evaluations before optimization stops. ## Must be a positive integer. ## ## @item MaxIter ## Maximum number of algorithm iterations before optimization stops. ## Must be a positive integer. ## ## @item OutputFcn ## A user-defined function executed once per algorithm iteration. ## ## @item TolFun ## Termination criterion for the function output. If the difference in the ## calculated objective function between one algorithm iteration and the next ## is less than @code{TolFun} the optimization stops. Must be a positive ## scalar. ## ## @item TolX ## Termination criterion for the function input. If the difference in @var{x}, ## the current search point, between one algorithm iteration and the next is ## less than @code{TolX} the optimization stops. Must be a positive scalar. ## ## @item TypicalX ## ## @item Updating ## @end table ## @end deftypefn function retval = optimset (varargin) nargs = nargin (); ## Add more as needed. opts = __all_opts__ (); if (nargs == 0) if (nargout == 0) ## Display possibilities. puts ("\nAll possible optimization options:\n\n"); printf (" %s\n", opts{:}); puts ("\n"); else ## Return struct with all options initialized to [] retval = cell2struct (repmat ({[]}, size (opts)), opts, 2); endif elseif (nargs == 1 && ischar (varargin{1})) ## Return defaults for named function. fcn = varargin{1}; try retval = feval (fcn, "defaults"); catch error ("optimset: no defaults for function '%s'", fcn); end_try_catch elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2})) ## Set slots in old from nonempties in new. Should we be checking ## to ensure that the field names are expected? old = varargin{1}; new = varargin{2}; fnames = fieldnames (old); ## skip validation if we're in the internal query validation = ! isempty (opts); for [val, key] = new if (validation) ## Case insensitive lookup in all options. i = strncmpi (opts, key, length (key)); nmatch = sum (i); ## Validate option. if (nmatch == 1) key = opts{find (i)}; elseif (nmatch == 0) warning ("unrecognized option: %s", key); else fmt = sprintf ("ambiguous option: %%s (%s%%s)", repmat ("%s, ", 1, nmatch-1)); warning (fmt, key, opts{i}); endif endif old.(key) = val; endfor retval = old; elseif (rem (nargs, 2) && isstruct (varargin{1})) ## Set values in old from name/value pairs. pairs = reshape (varargin(2:end), 2, []); retval = optimset (varargin{1}, cell2struct (pairs(2, :), pairs(1, :), 2)); elseif (rem (nargs, 2) == 0) ## Create struct. Default values are replaced by those specified by ## name/value pairs. pairs = reshape (varargin, 2, []); retval = optimset (struct (), cell2struct (pairs(2, :), pairs(1, :), 2)); else print_usage (); endif endfunction %!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2) %!assert (isfield (optimset ("tolFun", 1e-3), "TolFun")) %!warning (optimset ("Max", 10)); %!warning (optimset ("foobar", 13)); %!error (optimset ("%NOT_A_REAL_FUNCTION_NAME%"))