|
7
|
1 // f-npsol.cc -*- C++ -*- |
|
1
|
2 /* |
|
|
3 |
|
1009
|
4 Copyright (C) 1993, 1994, 1995 John W. Eaton |
|
1
|
5 |
|
|
6 This file is part of Octave. |
|
|
7 |
|
|
8 Octave is free software; you can redistribute it and/or modify it |
|
|
9 under the terms of the GNU General Public License as published by the |
|
|
10 Free Software Foundation; either version 2, or (at your option) any |
|
|
11 later version. |
|
|
12 |
|
|
13 Octave is distributed in the hope that it will be useful, but WITHOUT |
|
|
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
|
|
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
|
|
16 for more details. |
|
|
17 |
|
|
18 You should have received a copy of the GNU General Public License |
|
|
19 along with Octave; see the file COPYING. If not, write to the Free |
|
|
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
|
|
21 |
|
|
22 */ |
|
|
23 |
|
240
|
24 #ifdef HAVE_CONFIG_H |
|
|
25 #include "config.h" |
|
1
|
26 #endif |
|
|
27 |
|
287
|
28 #include <strstream.h> |
|
|
29 |
|
1
|
30 #include "NPSOL.h" |
|
|
31 |
|
|
32 #include "tree-const.h" |
|
|
33 #include "variables.h" |
|
|
34 #include "gripes.h" |
|
|
35 #include "error.h" |
|
287
|
36 #include "pager.h" |
|
1
|
37 #include "utils.h" |
|
544
|
38 #include "help.h" |
|
519
|
39 #include "defun-dld.h" |
|
1
|
40 |
|
646
|
41 #ifndef NPSOL_MISSING |
|
|
42 |
|
1
|
43 // Global pointers for user defined functions required by npsol. |
|
488
|
44 static tree_fvc *npsol_objective; |
|
|
45 static tree_fvc *npsol_constraints; |
|
1
|
46 |
|
287
|
47 static NPSOL_options npsol_opts; |
|
|
48 |
|
1
|
49 double |
|
162
|
50 npsol_objective_function (const ColumnVector& x) |
|
1
|
51 { |
|
|
52 int n = x.capacity (); |
|
|
53 |
|
|
54 tree_constant decision_vars; |
|
|
55 if (n > 1) |
|
|
56 { |
|
|
57 Matrix m (n, 1); |
|
|
58 for (int i = 0; i < n; i++) |
|
|
59 m (i, 0) = x.elem (i); |
|
516
|
60 decision_vars = m; |
|
1
|
61 } |
|
|
62 else |
|
|
63 { |
|
|
64 double d = x.elem (0); |
|
516
|
65 decision_vars = d; |
|
1
|
66 } |
|
|
67 |
|
565
|
68 Octave_object args; |
|
718
|
69 args(0) = decision_vars; |
|
1
|
70 |
|
255
|
71 static double retval; |
|
|
72 retval = 0.0; |
|
|
73 |
|
1
|
74 tree_constant objective_value; |
|
519
|
75 if (npsol_objective) |
|
1
|
76 { |
|
506
|
77 Octave_object tmp = npsol_objective->eval (0, 1, args); |
|
255
|
78 |
|
|
79 if (error_state) |
|
|
80 { |
|
|
81 error ("npsol: error evaluating objective function"); |
|
|
82 npsol_objective_error = 1; // XXX FIXME XXX |
|
|
83 return retval; |
|
|
84 } |
|
|
85 |
|
497
|
86 if (tmp.length () > 0 && tmp(0).is_defined ()) |
|
|
87 objective_value = tmp(0); |
|
1
|
88 else |
|
|
89 { |
|
158
|
90 error ("npsol: error evaluating objective function"); |
|
255
|
91 npsol_objective_error = 1; // XXX FIXME XXX |
|
|
92 return retval; |
|
1
|
93 } |
|
|
94 } |
|
|
95 |
|
620
|
96 if (objective_value.is_real_matrix ()) |
|
1
|
97 { |
|
620
|
98 Matrix m = objective_value.matrix_value (); |
|
|
99 if (m.rows () == 1 && m.columns () == 1) |
|
|
100 retval = m.elem (0, 0); |
|
|
101 else |
|
|
102 { |
|
|
103 gripe_user_returned_invalid ("npsol_objective"); |
|
|
104 npsol_objective_error = 1; // XXX FIXME XXX |
|
|
105 } |
|
|
106 } |
|
|
107 else if (objective_value.is_real_scalar ()) |
|
|
108 { |
|
1
|
109 retval = objective_value.double_value (); |
|
620
|
110 } |
|
|
111 else |
|
|
112 { |
|
1
|
113 gripe_user_returned_invalid ("npsol_objective"); |
|
255
|
114 npsol_objective_error = 1; // XXX FIXME XXX |
|
1
|
115 } |
|
|
116 |
|
|
117 return retval; |
|
|
118 } |
|
|
119 |
|
|
120 ColumnVector |
|
162
|
121 npsol_constraint_function (const ColumnVector& x) |
|
1
|
122 { |
|
|
123 ColumnVector retval; |
|
|
124 |
|
|
125 int n = x.capacity (); |
|
|
126 |
|
|
127 tree_constant decision_vars; |
|
|
128 if (n > 1) |
|
|
129 { |
|
|
130 Matrix m (n, 1); |
|
|
131 for (int i = 0; i < n; i++) |
|
|
132 m (i, 0) = x.elem (i); |
|
516
|
133 decision_vars = m; |
|
1
|
134 } |
|
|
135 else |
|
|
136 { |
|
|
137 double d = x.elem (0); |
|
516
|
138 decision_vars = d; |
|
1
|
139 } |
|
|
140 |
|
565
|
141 Octave_object args; |
|
718
|
142 args(0) = decision_vars; |
|
1
|
143 |
|
519
|
144 if (npsol_constraints) |
|
1
|
145 { |
|
506
|
146 Octave_object tmp = npsol_constraints->eval (0, 1, args); |
|
255
|
147 |
|
|
148 if (error_state) |
|
|
149 { |
|
|
150 error ("npsol: error evaluating constraints"); |
|
|
151 return retval; |
|
|
152 } |
|
|
153 |
|
497
|
154 if (tmp.length () > 0 && tmp(0).is_defined ()) |
|
1
|
155 { |
|
628
|
156 retval = tmp(0).vector_value (); |
|
255
|
157 |
|
636
|
158 if (error_state || retval.length () <= 0) |
|
255
|
159 error ("npsol: error evaluating constraints"); |
|
1
|
160 } |
|
|
161 else |
|
497
|
162 error ("npsol: error evaluating constraints"); |
|
1
|
163 } |
|
|
164 |
|
|
165 return retval; |
|
|
166 } |
|
|
167 |
|
|
168 int |
|
|
169 linear_constraints_ok (const ColumnVector& x, const ColumnVector& llb, |
|
|
170 const Matrix& c, const ColumnVector& lub, |
|
|
171 char *warn_for, int warn) |
|
|
172 { |
|
|
173 int x_len = x.capacity (); |
|
|
174 int llb_len = llb.capacity (); |
|
|
175 int lub_len = lub.capacity (); |
|
|
176 int c_rows = c.rows (); |
|
|
177 int c_cols = c.columns (); |
|
|
178 |
|
132
|
179 int ok = 1; |
|
|
180 if (warn) |
|
|
181 { |
|
|
182 if (c_rows == 0 || c_cols == 0 || llb_len == 0 || lub_len == 0) |
|
|
183 { |
|
|
184 ok = 0; |
|
158
|
185 error ("%s: linear constraints must have nonzero dimensions", |
|
|
186 warn_for); |
|
132
|
187 } |
|
|
188 else if (x_len != c_cols || llb_len != lub_len || llb_len != c_rows) |
|
|
189 { |
|
|
190 ok = 0; |
|
158
|
191 error ("%s: linear constraints have inconsistent dimensions", |
|
|
192 warn_for); |
|
132
|
193 } |
|
|
194 } |
|
1
|
195 |
|
|
196 return ok; |
|
|
197 } |
|
|
198 |
|
|
199 int |
|
|
200 nonlinear_constraints_ok (const ColumnVector& x, const ColumnVector& nllb, |
|
|
201 nonlinear_fcn g, const ColumnVector& nlub, |
|
|
202 char *warn_for, int warn) |
|
|
203 { |
|
|
204 int nllb_len = nllb.capacity (); |
|
|
205 int nlub_len = nlub.capacity (); |
|
|
206 ColumnVector c = (*g) (x); |
|
|
207 int c_len = c.capacity (); |
|
|
208 |
|
132
|
209 int ok = 1; |
|
|
210 if (warn) |
|
|
211 { |
|
|
212 if (nllb_len == 0 || nlub_len == 0 || c_len == 0) |
|
|
213 { |
|
|
214 ok = 0; |
|
158
|
215 error ("%s: nonlinear constraints have nonzero dimensions", |
|
|
216 warn_for); |
|
132
|
217 } |
|
|
218 else if (nllb_len != nlub_len || nllb_len != c_len) |
|
|
219 { |
|
|
220 ok = 0; |
|
162
|
221 error ("%s: nonlinear constraints have inconsistent dimensions", |
|
|
222 warn_for); |
|
132
|
223 } |
|
135
|
224 } |
|
1
|
225 return ok; |
|
|
226 } |
|
|
227 |
|
646
|
228 #endif |
|
|
229 |
|
519
|
230 #if defined (NPSOL_MISSING) |
|
718
|
231 DEFUN_DLD_BUILTIN ("npsol", Fnpsol, Snpsol, 10, 4, |
|
519
|
232 "This function requires NPSOL, which is not freely\n\ |
|
|
233 redistributable. For more information, read the file\n\ |
|
|
234 libcruft/npsol/README.MISSING in the source distribution.") |
|
|
235 #else |
|
718
|
236 DEFUN_DLD_BUILTIN ("npsol", Fnpsol, Snpsol, 10, 4, |
|
519
|
237 "[X, OBJ, INFO, LAMBDA] = npsol (X, PHI [, LB, UB] [, LB, A, UB] [, LB, G, UB])\n\ |
|
|
238 \n\ |
|
|
239 Groups of arguments surrounded in `[]' are optional, but\n\ |
|
|
240 must appear in the same relative order shown above.\n\ |
|
|
241 \n\ |
|
|
242 The second argument is a string containing the name of the objective\n\ |
|
|
243 function to call. The objective function must be of the form\n\ |
|
|
244 \n\ |
|
|
245 y = phi (x)\n\ |
|
|
246 \n\ |
|
|
247 where x is a vector and y is a scalar.\n\ |
|
|
248 \n\ |
|
|
249 The argument G is a string containing the name of the function that |
|
|
250 defines the nonlinear constraints. It must be of the form\n\ |
|
|
251 \n\ |
|
|
252 y = g (x)\n\ |
|
|
253 \n\ |
|
|
254 where x is a vector and y is a vector.") |
|
|
255 #endif |
|
1
|
256 { |
|
|
257 /* |
|
|
258 |
|
|
259 Handle all of the following: |
|
|
260 |
|
|
261 1. npsol (x, phi) |
|
|
262 2. npsol (x, phi, lb, ub) |
|
|
263 3. npsol (x, phi, lb, ub, llb, c, lub) |
|
|
264 4. npsol (x, phi, lb, ub, llb, c, lub, nllb, g, nlub) |
|
|
265 5. npsol (x, phi, lb, ub, nllb, g, nlub) |
|
|
266 6. npsol (x, phi, llb, c, lub, nllb, g, nlub) |
|
|
267 7. npsol (x, phi, llb, c, lub) |
|
|
268 8. npsol (x, phi, nllb, g, nlub) |
|
|
269 |
|
|
270 */ |
|
|
271 |
|
497
|
272 Octave_object retval; |
|
1
|
273 |
|
519
|
274 #if defined (NPSOL_MISSING) |
|
|
275 |
|
|
276 // Force a bad value of inform, and empty matrices for x, phi, and lambda. |
|
|
277 |
|
|
278 retval.resize (4, Matrix ()); |
|
|
279 |
|
|
280 retval(2) = -1.0; |
|
|
281 |
|
|
282 print_usage ("npsol"); |
|
|
283 |
|
|
284 #else |
|
|
285 |
|
506
|
286 int nargin = args.length (); |
|
|
287 |
|
712
|
288 if (nargin < 2 || nargin == 3 || nargin == 6 || nargin == 9 |
|
|
289 || nargin > 10 || nargout > 4) |
|
519
|
290 { |
|
|
291 print_usage ("npsol"); |
|
|
292 return retval; |
|
|
293 } |
|
|
294 |
|
712
|
295 ColumnVector x = args(0).vector_value (); |
|
1
|
296 |
|
636
|
297 if (error_state || x.capacity () == 0) |
|
1
|
298 { |
|
158
|
299 error ("npsol: expecting vector as first argument"); |
|
1
|
300 return retval; |
|
|
301 } |
|
|
302 |
|
712
|
303 npsol_objective = is_valid_function (args(1), "npsol", 1); |
|
519
|
304 if (! npsol_objective |
|
718
|
305 || takes_correct_nargs (npsol_objective, 1, "npsol", 1) != 1) |
|
1
|
306 return retval; |
|
|
307 |
|
|
308 Objective func (npsol_objective_function); |
|
|
309 |
|
|
310 ColumnVector soln; |
|
|
311 |
|
|
312 Bounds bounds; |
|
712
|
313 if (nargin == 4 || nargin == 7 || nargin == 10) |
|
1
|
314 { |
|
712
|
315 ColumnVector lb = args(2).vector_value (); |
|
|
316 ColumnVector ub = args(3).vector_value (); |
|
1
|
317 |
|
|
318 int lb_len = lb.capacity (); |
|
|
319 int ub_len = ub.capacity (); |
|
636
|
320 |
|
|
321 if (error_state || lb_len != ub_len || lb_len != x.capacity ()) |
|
1
|
322 { |
|
214
|
323 error ("npsol: lower and upper bounds and decision variable vector"); |
|
|
324 error ("must all have the same number of elements"); |
|
1
|
325 return retval; |
|
|
326 } |
|
|
327 |
|
|
328 bounds.resize (lb_len); |
|
|
329 bounds.set_lower_bounds (lb); |
|
|
330 bounds.set_upper_bounds (ub); |
|
|
331 } |
|
|
332 |
|
|
333 double objf; |
|
|
334 ColumnVector lambda; |
|
|
335 int inform; |
|
|
336 |
|
712
|
337 if (nargin == 2) |
|
1
|
338 { |
|
|
339 // 1. npsol (x, phi) |
|
|
340 |
|
|
341 NPSOL nlp (x, func); |
|
287
|
342 nlp.copy (npsol_opts); |
|
1
|
343 soln = nlp.minimize (objf, inform, lambda); |
|
|
344 |
|
|
345 goto solved; |
|
|
346 } |
|
|
347 |
|
712
|
348 if (nargin == 4) |
|
1
|
349 { |
|
|
350 // 2. npsol (x, phi, lb, ub) |
|
|
351 |
|
|
352 NPSOL nlp (x, func, bounds); |
|
287
|
353 nlp.copy (npsol_opts); |
|
1
|
354 soln = nlp.minimize (objf, inform, lambda); |
|
|
355 |
|
|
356 goto solved; |
|
|
357 } |
|
|
358 |
|
519
|
359 npsol_constraints = 0; |
|
712
|
360 if (nargin == 5 || nargin == 7 || nargin == 8 || nargin == 10) |
|
945
|
361 npsol_constraints = is_valid_function (args(nargin-2), "npsol", 0); |
|
1
|
362 |
|
712
|
363 if (nargin == 7 || nargin == 5) |
|
1
|
364 { |
|
519
|
365 if (! npsol_constraints) |
|
1
|
366 { |
|
945
|
367 ColumnVector lub = args(nargin-1).vector_value (); |
|
|
368 ColumnVector llb = args(nargin-3).vector_value (); |
|
1
|
369 |
|
636
|
370 if (error_state || llb.capacity () == 0 || lub.capacity () == 0) |
|
215
|
371 { |
|
|
372 error ("npsol: bounds for linear constraints must be vectors"); |
|
|
373 return retval; |
|
|
374 } |
|
1
|
375 |
|
945
|
376 Matrix c = args(nargin-2).matrix_value (); |
|
636
|
377 |
|
|
378 if (error_state) |
|
|
379 { |
|
|
380 error ("npsol: invalid linear constraint matrix"); |
|
|
381 return retval; |
|
|
382 } |
|
|
383 |
|
1
|
384 if (! linear_constraints_ok (x, llb, c, lub, "npsol", 1)) |
|
|
385 return retval; |
|
|
386 |
|
215
|
387 LinConst linear_constraints (llb, c, lub); |
|
|
388 |
|
712
|
389 if (nargin == 5) |
|
1
|
390 { |
|
|
391 // 7. npsol (x, phi, llb, c, lub) |
|
|
392 |
|
|
393 NPSOL nlp (x, func, linear_constraints); |
|
287
|
394 nlp.copy (npsol_opts); |
|
1
|
395 soln = nlp.minimize (objf, inform, lambda); |
|
|
396 } |
|
|
397 else |
|
|
398 { |
|
|
399 // 3. npsol (x, phi, lb, ub, llb, c, lub) |
|
|
400 |
|
|
401 NPSOL nlp (x, func, bounds, linear_constraints); |
|
287
|
402 nlp.copy (npsol_opts); |
|
1
|
403 soln = nlp.minimize (objf, inform, lambda); |
|
|
404 } |
|
|
405 goto solved; |
|
|
406 } |
|
|
407 else |
|
|
408 { |
|
718
|
409 if (takes_correct_nargs (npsol_constraints, 1, "npsol", 1)) |
|
1
|
410 { |
|
945
|
411 ColumnVector nlub = args(nargin-1).vector_value (); |
|
|
412 ColumnVector nllb = args(nargin-3).vector_value (); |
|
1
|
413 |
|
636
|
414 if (error_state |
|
|
415 || (! nonlinear_constraints_ok |
|
|
416 (x, nllb, npsol_constraint_function, nlub, "npsol", 1))) |
|
1
|
417 return retval; |
|
|
418 |
|
636
|
419 NLFunc const_func (npsol_constraint_function); |
|
1
|
420 NLConst nonlinear_constraints (nllb, const_func, nlub); |
|
|
421 |
|
712
|
422 if (nargin == 5) |
|
1
|
423 { |
|
|
424 // 8. npsol (x, phi, nllb, g, nlub) |
|
|
425 |
|
|
426 NPSOL nlp (x, func, nonlinear_constraints); |
|
287
|
427 nlp.copy (npsol_opts); |
|
1
|
428 soln = nlp.minimize (objf, inform, lambda); |
|
|
429 } |
|
|
430 else |
|
|
431 { |
|
|
432 // 5. npsol (x, phi, lb, ub, nllb, g, nlub) |
|
|
433 |
|
|
434 NPSOL nlp (x, func, bounds, nonlinear_constraints); |
|
287
|
435 nlp.copy (npsol_opts); |
|
1
|
436 soln = nlp.minimize (objf, inform, lambda); |
|
|
437 } |
|
|
438 goto solved; |
|
|
439 } |
|
|
440 } |
|
|
441 } |
|
|
442 |
|
712
|
443 if (nargin == 8 || nargin == 10) |
|
1
|
444 { |
|
519
|
445 if (! npsol_constraints) |
|
1
|
446 { |
|
|
447 // Produce error message. |
|
945
|
448 is_valid_function (args(nargin-2), "npsol", 1); |
|
1
|
449 } |
|
|
450 else |
|
|
451 { |
|
718
|
452 if (takes_correct_nargs (npsol_constraints, 1, "npsol", 1)) |
|
1
|
453 { |
|
945
|
454 ColumnVector nlub = args(nargin-1).vector_value (); |
|
|
455 ColumnVector nllb = args(nargin-3).vector_value (); |
|
1
|
456 |
|
636
|
457 if (error_state |
|
|
458 || (! nonlinear_constraints_ok |
|
|
459 (x, nllb, npsol_constraint_function, nlub, "npsol", 1))) |
|
1
|
460 return retval; |
|
|
461 |
|
636
|
462 NLFunc const_func (npsol_constraint_function); |
|
1
|
463 NLConst nonlinear_constraints (nllb, const_func, nlub); |
|
|
464 |
|
945
|
465 ColumnVector lub = args(nargin-4).vector_value (); |
|
|
466 ColumnVector llb = args(nargin-6).vector_value (); |
|
1
|
467 |
|
636
|
468 if (error_state || llb.capacity () == 0 || lub.capacity () == 0) |
|
215
|
469 { |
|
|
470 error ("npsol: bounds for linear constraints must be vectors"); |
|
|
471 return retval; |
|
|
472 } |
|
636
|
473 |
|
945
|
474 Matrix c = args(nargin-5).matrix_value (); |
|
636
|
475 |
|
|
476 if (error_state) |
|
|
477 { |
|
|
478 error ("npsol: invalid linear constraint matrix"); |
|
|
479 return retval; |
|
|
480 } |
|
215
|
481 |
|
1
|
482 if (! linear_constraints_ok (x, llb, c, lub, "npsol", 1)) |
|
|
483 return retval; |
|
|
484 |
|
|
485 LinConst linear_constraints (llb, c, lub); |
|
|
486 |
|
712
|
487 if (nargin == 8) |
|
1
|
488 { |
|
|
489 // 6. npsol (x, phi, llb, c, lub, nllb, g, nlub) |
|
|
490 |
|
|
491 NPSOL nlp (x, func, linear_constraints, |
|
|
492 nonlinear_constraints); |
|
287
|
493 nlp.copy (npsol_opts); |
|
1
|
494 soln = nlp.minimize (objf, inform, lambda); |
|
|
495 } |
|
|
496 else |
|
|
497 { |
|
|
498 // 4. npsol (x, phi, lb, ub, llb, c, lub, nllb, g, nlub) |
|
|
499 |
|
|
500 NPSOL nlp (x, func, bounds, linear_constraints, |
|
|
501 nonlinear_constraints); |
|
287
|
502 nlp.copy (npsol_opts); |
|
1
|
503 soln = nlp.minimize (objf, inform, lambda); |
|
|
504 } |
|
|
505 goto solved; |
|
|
506 } |
|
|
507 } |
|
|
508 } |
|
|
509 |
|
|
510 return retval; |
|
|
511 |
|
|
512 solved: |
|
|
513 |
|
497
|
514 retval.resize (nargout ? nargout : 1); |
|
516
|
515 retval(0) = soln, 1; |
|
1
|
516 if (nargout > 1) |
|
516
|
517 retval(1) = objf; |
|
1
|
518 if (nargout > 2) |
|
516
|
519 retval(2) = (double) inform; |
|
1
|
520 if (nargout > 3) |
|
516
|
521 retval(3) = lambda; |
|
1
|
522 |
|
519
|
523 #endif |
|
|
524 |
|
1
|
525 return retval; |
|
|
526 } |
|
|
527 |
|
646
|
528 #ifndef NPSOL_MISSING |
|
|
529 |
|
287
|
530 typedef void (NPSOL_options::*d_set_opt_mf) (double); |
|
|
531 typedef void (NPSOL_options::*i_set_opt_mf) (int); |
|
|
532 typedef double (NPSOL_options::*d_get_opt_mf) (void); |
|
|
533 typedef int (NPSOL_options::*i_get_opt_mf) (void); |
|
|
534 |
|
|
535 #define MAX_TOKENS 5 |
|
|
536 |
|
|
537 struct NPSOL_OPTIONS |
|
|
538 { |
|
540
|
539 const char *keyword; |
|
|
540 const char *kw_tok[MAX_TOKENS + 1]; |
|
287
|
541 int min_len[MAX_TOKENS + 1]; |
|
|
542 int min_toks_to_match; |
|
|
543 d_set_opt_mf d_set_fcn; |
|
|
544 i_set_opt_mf i_set_fcn; |
|
|
545 d_get_opt_mf d_get_fcn; |
|
|
546 i_get_opt_mf i_get_fcn; |
|
|
547 }; |
|
|
548 |
|
497
|
549 static NPSOL_OPTIONS npsol_option_table [] = |
|
287
|
550 { |
|
|
551 { "central difference interval", |
|
519
|
552 { "central", "difference", "interval", 0, 0, 0, }, |
|
287
|
553 { 2, 0, 0, 0, 0, 0, }, 1, |
|
519
|
554 NPSOL_options::set_central_difference_interval, 0, |
|
|
555 NPSOL_options::central_difference_interval, 0, }, |
|
287
|
556 |
|
|
557 { "crash tolerance", |
|
519
|
558 { "crash", "tolerance", 0, 0, 0, 0, }, |
|
287
|
559 { 2, 0, 0, 0, 0, 0, }, 1, |
|
519
|
560 NPSOL_options::set_crash_tolerance, 0, |
|
|
561 NPSOL_options::crash_tolerance, 0, }, |
|
287
|
562 |
|
|
563 { "derivative level", |
|
519
|
564 { "derivative", "level", 0, 0, 0, 0, }, |
|
287
|
565 { 1, 0, 0, 0, 0, 0, }, 1, |
|
519
|
566 0, NPSOL_options::set_derivative_level, |
|
|
567 0, NPSOL_options::derivative_level, }, |
|
287
|
568 |
|
|
569 { "difference interval", |
|
519
|
570 { "difference", "interval", 0, 0, 0, 0, }, |
|
287
|
571 { 3, 0, 0, 0, 0, 0, }, 1, |
|
519
|
572 NPSOL_options::set_difference_interval, 0, |
|
|
573 NPSOL_options::difference_interval, 0, }, |
|
287
|
574 |
|
|
575 { "function precision", |
|
519
|
576 { "function", "precision", 0, 0, 0, 0, }, |
|
287
|
577 { 2, 0, 0, 0, 0, 0, }, 1, |
|
519
|
578 NPSOL_options::set_function_precision, 0, |
|
|
579 NPSOL_options::function_precision, 0, }, |
|
287
|
580 |
|
|
581 { "infinite bound size", |
|
519
|
582 { "infinite", "bound", "size", 0, 0, 0, }, |
|
287
|
583 { 1, 1, 0, 0, 0, 0, }, 2, |
|
519
|
584 NPSOL_options::set_infinite_bound, 0, |
|
|
585 NPSOL_options::infinite_bound, 0, }, |
|
287
|
586 |
|
|
587 { "infinite step size", |
|
519
|
588 { "infinite", "step", "size", 0, 0, 0, }, |
|
287
|
589 { 1, 1, 0, 0, 0, 0, }, 2, |
|
519
|
590 NPSOL_options::set_infinite_step, 0, |
|
|
591 NPSOL_options::infinite_step, 0, }, |
|
287
|
592 |
|
|
593 { "linear feasibility tolerance", |
|
519
|
594 { "linear", "feasibility", "tolerance", 0, 0, 0, }, |
|
287
|
595 { 5, 0, 0, 0, 0, 0, }, 1, |
|
519
|
596 NPSOL_options::set_linear_feasibility_tolerance, 0, |
|
|
597 NPSOL_options::linear_feasibility_tolerance, 0, }, |
|
287
|
598 |
|
|
599 { "linesearch tolerance", |
|
519
|
600 { "linesearch", "tolerance", 0, 0, 0, 0, }, |
|
287
|
601 { 5, 0, 0, 0, 0, 0, }, 1, |
|
519
|
602 NPSOL_options::set_linesearch_tolerance, 0, |
|
|
603 NPSOL_options::linesearch_tolerance, 0, }, |
|
287
|
604 |
|
|
605 { "major iteration limit", |
|
519
|
606 { "major", "iteration", "limit", 0, 0, 0, }, |
|
287
|
607 { 2, 1, 0, 0, 0, 0, }, 2, |
|
519
|
608 0, NPSOL_options::set_major_iteration_limit, |
|
|
609 0, NPSOL_options::major_iteration_limit, }, |
|
287
|
610 |
|
|
611 { "minor iteration limit", |
|
519
|
612 { "minor", "iteration", "limit", 0, 0, 0, }, |
|
287
|
613 { 2, 1, 0, 0, 0, 0, }, 2, |
|
519
|
614 0, NPSOL_options::set_minor_iteration_limit, |
|
|
615 0, NPSOL_options::minor_iteration_limit, }, |
|
287
|
616 |
|
|
617 { "major print level", |
|
519
|
618 { "major", "print", "level", 0, 0, 0, }, |
|
287
|
619 { 2, 1, 0, 0, 0, 0, }, 2, |
|
519
|
620 0, NPSOL_options::set_major_print_level, |
|
|
621 0, NPSOL_options::major_print_level, }, |
|
287
|
622 |
|
|
623 { "minor print level", |
|
519
|
624 { "minor", "print", "level", 0, 0, 0, }, |
|
287
|
625 { 2, 1, 0, 0, 0, 0, }, 2, |
|
519
|
626 0, NPSOL_options::set_minor_print_level, |
|
|
627 0, NPSOL_options::minor_print_level, }, |
|
287
|
628 |
|
|
629 { "nonlinear feasibility tolerance", |
|
519
|
630 { "nonlinear", "feasibility", "tolerance", 0, 0, }, |
|
287
|
631 { 1, 0, 0, 0, 0, 0, }, 1, |
|
519
|
632 NPSOL_options::set_nonlinear_feasibility_tolerance, 0, |
|
|
633 NPSOL_options::nonlinear_feasibility_tolerance, 0, }, |
|
287
|
634 |
|
|
635 { "optimality tolerance", |
|
519
|
636 { "optimality", "tolerance", 0, 0, 0, 0, }, |
|
287
|
637 { 1, 0, 0, 0, 0, 0, }, 1, |
|
519
|
638 NPSOL_options::set_optimality_tolerance, 0, |
|
|
639 NPSOL_options::optimality_tolerance, 0, }, |
|
287
|
640 |
|
|
641 { "start objective check at variable", |
|
519
|
642 { "start", "objective", "check", "at", "variable", 0, }, |
|
287
|
643 { 3, 1, 0, 0, 0, 0, }, 2, |
|
519
|
644 0, NPSOL_options::set_start_objective_check, |
|
|
645 0, NPSOL_options::start_objective_check, }, |
|
287
|
646 |
|
|
647 { "start constraint check at variable", |
|
519
|
648 { "start", "constraint", "check", "at", "variable", 0, }, |
|
287
|
649 { 3, 1, 0, 0, 0, 0, }, 2, |
|
519
|
650 0, NPSOL_options::set_start_constraint_check, |
|
|
651 0, NPSOL_options::start_constraint_check, }, |
|
287
|
652 |
|
|
653 { "stop objective check at variable", |
|
519
|
654 { "stop", "objective", "check", "at", "variable", 0, }, |
|
287
|
655 { 3, 1, 0, 0, 0, 0, }, 2, |
|
519
|
656 0, NPSOL_options::set_stop_objective_check, |
|
|
657 0, NPSOL_options::stop_objective_check, }, |
|
287
|
658 |
|
|
659 { "stop constraint check at variable", |
|
519
|
660 { "stop", "constraint", "check", "at", "variable", 0, }, |
|
287
|
661 { 3, 1, 0, 0, 0, 0, }, 2, |
|
519
|
662 0, NPSOL_options::set_stop_constraint_check, |
|
|
663 0, NPSOL_options::stop_constraint_check, }, |
|
287
|
664 |
|
|
665 { "verify level", |
|
519
|
666 { "verify", "level", 0, 0, 0, 0, }, |
|
287
|
667 { 1, 0, 0, 0, 0, 0, }, 1, |
|
519
|
668 0, NPSOL_options::set_verify_level, |
|
|
669 0, NPSOL_options::verify_level, }, |
|
287
|
670 |
|
519
|
671 { 0, |
|
|
672 { 0, 0, 0, 0, 0, 0, }, |
|
287
|
673 { 0, 0, 0, 0, 0, 0, }, 0, |
|
519
|
674 0, 0, 0, 0, }, |
|
287
|
675 }; |
|
|
676 |
|
|
677 static void |
|
|
678 print_npsol_option_list (void) |
|
|
679 { |
|
|
680 ostrstream output_buf; |
|
|
681 |
|
|
682 print_usage ("npsol_options", 1); |
|
|
683 |
|
|
684 output_buf << "\n" |
|
|
685 << "Options for npsol include:\n\n" |
|
|
686 << " keyword value\n" |
|
|
687 << " ------- -----\n\n"; |
|
|
688 |
|
|
689 NPSOL_OPTIONS *list = npsol_option_table; |
|
|
690 |
|
540
|
691 const char *keyword; |
|
519
|
692 while ((keyword = list->keyword) != 0) |
|
287
|
693 { |
|
|
694 output_buf.form (" %-40s ", keyword); |
|
|
695 if (list->d_get_fcn) |
|
|
696 { |
|
|
697 double val = (npsol_opts.*list->d_get_fcn) (); |
|
|
698 if (val < 0.0) |
|
|
699 output_buf << "computed automatically"; |
|
|
700 else |
|
|
701 output_buf << val; |
|
|
702 } |
|
|
703 else |
|
|
704 { |
|
|
705 int val = (npsol_opts.*list->i_get_fcn) (); |
|
|
706 if (val < 0) |
|
|
707 output_buf << "depends on problem size"; |
|
|
708 else |
|
|
709 output_buf << val; |
|
|
710 } |
|
|
711 output_buf << "\n"; |
|
|
712 list++; |
|
|
713 } |
|
|
714 |
|
|
715 output_buf << "\n" << ends; |
|
|
716 maybe_page_output (output_buf); |
|
|
717 } |
|
|
718 |
|
|
719 static void |
|
|
720 do_npsol_option (char *keyword, double val) |
|
|
721 { |
|
|
722 NPSOL_OPTIONS *list = npsol_option_table; |
|
|
723 |
|
519
|
724 while (list->keyword != 0) |
|
287
|
725 { |
|
|
726 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
727 list->min_toks_to_match, MAX_TOKENS)) |
|
|
728 { |
|
|
729 if (list->d_set_fcn) |
|
|
730 (npsol_opts.*list->d_set_fcn) (val); |
|
|
731 else |
|
1086
|
732 { |
|
|
733 if (xisnan (val)) |
|
|
734 { |
|
|
735 error ("npsol_options: %s: expecting integer, found NaN", |
|
|
736 keyword); |
|
|
737 } |
|
|
738 else |
|
|
739 (npsol_opts.*list->i_set_fcn) (NINT (val)); |
|
|
740 } |
|
287
|
741 return; |
|
|
742 } |
|
|
743 list++; |
|
|
744 } |
|
|
745 |
|
|
746 warning ("npsol_options: no match for `%s'", keyword); |
|
|
747 } |
|
|
748 |
|
646
|
749 #endif |
|
|
750 |
|
519
|
751 #if defined (NPSOL_MISSING) |
|
701
|
752 DEFUN_DLD_BUILTIN ("npsol_options", Fnpsol_options, Snpsol_options, -1, 1, |
|
519
|
753 "This function requires NPSOL, which is not freely\n\ |
|
|
754 redistributable. For more information, read the file\n\ |
|
|
755 libcruft/npsol/README.MISSING in the source distribution.") |
|
|
756 #else |
|
701
|
757 DEFUN_DLD_BUILTIN ("npsol_options", Fnpsol_options, Snpsol_options, -1, 1, |
|
519
|
758 "npsol_options (KEYWORD, VALUE)\n\ |
|
|
759 \n\ |
|
|
760 Set or show options for npsol. Keywords may be abbreviated\n\ |
|
|
761 to the shortest match.") |
|
|
762 #endif |
|
272
|
763 { |
|
497
|
764 Octave_object retval; |
|
272
|
765 |
|
519
|
766 #if defined (NPSOL_MISSING) |
|
|
767 |
|
|
768 print_usage ("npsol_options"); |
|
|
769 |
|
|
770 #else |
|
|
771 |
|
506
|
772 int nargin = args.length (); |
|
|
773 |
|
712
|
774 if (nargin == 0) |
|
287
|
775 { |
|
|
776 print_npsol_option_list (); |
|
636
|
777 return retval; |
|
287
|
778 } |
|
712
|
779 else if (nargin == 2) |
|
287
|
780 { |
|
712
|
781 char *keyword = args(0).string_value (); |
|
636
|
782 |
|
|
783 if (! error_state) |
|
287
|
784 { |
|
712
|
785 double val = args(1).double_value (); |
|
636
|
786 |
|
|
787 if (! error_state) |
|
|
788 { |
|
|
789 do_npsol_option (keyword, val); |
|
|
790 return retval; |
|
|
791 } |
|
287
|
792 } |
|
|
793 } |
|
636
|
794 |
|
|
795 print_usage ("npsol_options"); |
|
287
|
796 |
|
519
|
797 #endif |
|
|
798 |
|
272
|
799 return retval; |
|
|
800 } |
|
|
801 |
|
1
|
802 /* |
|
|
803 ;;; Local Variables: *** |
|
|
804 ;;; mode: C++ *** |
|
|
805 ;;; page-delimiter: "^/\\*" *** |
|
|
806 ;;; End: *** |
|
|
807 */ |
