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eliminate recursive make invocation in examples directory tree * examples/module.mk: New file. * Makefile.am: Include examples/module.mk. (SUBDIRS): Remove examples from the list. * configure.ac (AC_OUTPUT): Don't generate examples/Makefile, examples/code/Makefile, or examples/data/Makefile. * examples/Makefile.am, examples/code/@FIRfilter/module.mk, examples/code/@polynomial/module.mk, examples/code/Makefile.am, examples/data/Makefile.am: Delete.
author John W. Eaton <jwe@octave.org>
date Thu, 02 Jul 2015 17:11:29 -0400
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4197fc428c7d maint: Update copyright notices for 2015.
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1 @c Copyright (C) 1996-2015 John W. Eaton
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2 @c
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3 @c This file is part of Octave.
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4 @c
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5 @c Octave is free software; you can redistribute it and/or modify it
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6 @c under the terms of the GNU General Public License as published by the
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7 @c Free Software Foundation; either version 3 of the License, or (at
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8 @c your option) any later version.
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9 @c
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10 @c Octave is distributed in the hope that it will be useful, but WITHOUT
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11 @c ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 @c FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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13 @c for more details.
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14 @c
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15 @c You should have received a copy of the GNU General Public License
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16 @c along with Octave; see the file COPYING. If not, see
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17 @c <http://www.gnu.org/licenses/>.
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18
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19 @node Optimization, Quadrature, Nonlinear Equations, Top
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20 @chapter Optimization
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21 @cindex optimization
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22
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23 @menu
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24 * Objective Functions::
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25 * Bounds::
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26 * Linear Constraints::
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27 * Nonlinear Constraints::
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28 * Quadratic Programming::
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29 * Nonlinear Programming::
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30 @end menu
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31
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32 @node Objective Functions, Bounds, Optimization, Optimization
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33 @section Objective Functions
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34 @cindex objective functions
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35
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36 @deftypefn {} {} Objective (void)
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37 @deftypefnx {} {} Objective (const @var{objective_fcn})
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38 @deftypefnx {} {} Objective (const @var{objective_fcn}, const @var{gradient_fcn})
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39 @deftypefnx {} {} Objective (const Objective &@var{a})
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40 @end deftypefn
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41
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42 @deftypefn {} Objective& {operator =} (const Objective &@var{a})
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43 @end deftypefn
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44
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45 @deftypefn {} objective_fcn objective_function (void) const;
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46 @end deftypefn
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47
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48 @deftypefn {} Objective& set_objective_function (const @var{objective_fcn})
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49 @end deftypefn
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50
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51 @deftypefn {} gradient_fcn gradient_function (void) const;
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52 @end deftypefn
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53
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54 @deftypefn {} Objective& set_gradient_function (const @var{gradient_fcn})
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55 @end deftypefn
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56
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57 @c ------------------------------------------------------------------------
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58
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59 @node Bounds, Linear Constraints, Objective Functions, Optimization
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60 @section Bounds
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61 @cindex bounds
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62
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63 @deftypefn {} {} Bounds (void)
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64 @deftypefnx {} {} Bounds (int @var{n})
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65 @deftypefnx {} {} Bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub})
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66 @deftypefnx {} {} Bounds (const Bounds &@var{a})
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67 @end deftypefn
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68
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69 @deftypefn {} Bounds& {operator =} (const Bounds &@var{a})
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70 @end deftypefn
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71
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72 @deftypefn {} Bounds& resize (int @var{n})
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73 @end deftypefn
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74
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75 @deftypefn {} double lower_bound (int @var{index}) const;
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76 @deftypefnx {} double upper_bound (int @var{index}) const;
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77 @end deftypefn
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78
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79 @deftypefn {} ColumnVector lower_bounds (void) const;
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80 @deftypefnx {} ColumnVector upper_bounds (void) const;
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81 @end deftypefn
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82
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83 @deftypefn {} int size (void) const;
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84 @end deftypefn
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85
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86 @deftypefn {} Bounds& set_bound (int @var{index}, double @var{low}, double @var{high})
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87 @end deftypefn
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88
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89 @deftypefn {} Bounds& set_bounds (double @var{low}, double @var{high})
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90 @deftypefnx {} Bounds& set_bounds (const ColumnVector @var{lb}, const ColumnVector @var{ub})
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91 @end deftypefn
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92
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93 @deftypefn {} Bounds& set_lower_bound (int @var{index}, double @var{low})
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94 @deftypefnx {} Bounds& set_upper_bound (int @var{index}, double @var{high})
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95 @end deftypefn
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96
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97 @deftypefn {} Bounds& set_lower_bounds (double @var{low})
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98 @deftypefnx {} Bounds& set_upper_bounds (double @var{high})
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99 @end deftypefn
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100
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101 @deftypefn {} Bounds& set_lower_bounds (const ColumnVector @var{lb})
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102 @deftypefnx {} Bounds& set_upper_bounds (const ColumnVector @var{ub})
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103 @end deftypefn
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104
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105 @deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const Bounds &@var{b})
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106 @end deftypefn
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107
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108 @c ------------------------------------------------------------------------
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109
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110 @node Linear Constraints, Nonlinear Constraints, Bounds, Optimization
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111 @section Linear Constraints
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112 @cindex linear Constraints
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113
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114 @deftypefn {} {} LinConst (void)
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115 @deftypefnx {} {} LinConst (int @var{nclin}, int @var{nx})
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116 @deftypefnx {} {} LinConst (int @var{nclin_eq}, int @var{nclin_ineq}, int @var{nx})
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117 @deftypefnx {} {} LinConst (const ColumnVector &@var{lb}, const Matrix &@var{A}, const ColumnVector &@var{ub})
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118 @deftypefnx {} {} LinConst (const Matrix &@var{A_eq}, const ColumnVector &@var{b_eq}, const Matrix &@var{A_ineq}, const ColumnVector &@var{b_ineq})
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119 @deftypefnx {} {} LinConst (const LinConst &@var{a})
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120 @end deftypefn
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121
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122 @deftypefn {} LinConst& {operator =} (const LinConst &@var{a})
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123 @end deftypefn
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124
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125 @deftypefn {} LinConst& resize (int @var{nclin}, int @var{n})
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126 @end deftypefn
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127
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128 @deftypefn {} Matrix constraint_matrix (void) const;
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129 @end deftypefn
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130
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131 @deftypefn {} LinConst& set_constraint_matrix (const Matrix &@var{A})
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132 @end deftypefn
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133
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134 @deftypefn {} Matrix eq_constraint_matrix (void) const;
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135 @deftypefnx {} Matrix ineq_constraint_matrix (void) const;
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136 @end deftypefn
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137
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138 @deftypefn {} ColumnVector eq_constraint_vector (void) const;
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139 @deftypefnx {} ColumnVector ineq_constraint_vector (void) const;
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140 @end deftypefn
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141
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142 @deftypefn {} {ostream&} {operator <<} (ostream &@var{os}, const LinConst &@var{b})
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143 @end deftypefn
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144
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145 @c ------------------------------------------------------------------------
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146
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147 @node Nonlinear Constraints, Quadratic Programming, Linear Constraints, Optimization
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148 @section Nonlinear Constraints
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149 @cindex nonlinear Constraints
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150
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151 @deftypefn {} {} NLConst (void)
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152 @deftypefnx {} {} NLConst (int @var{n})
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153 @deftypefnx {} {} NLConst (const ColumnVector @var{lb}, const NLFunc @var{f}, const ColumnVector @var{ub})
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154 @deftypefnx {} {} NLConst (const NLConst &@var{a})
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155 @end deftypefn
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156
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157 @deftypefn {} NLConst& {operator =} (const NLConst &@var{a})
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158 @end deftypefn
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159
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160 @node Quadratic Programming, Nonlinear Programming, Nonlinear Constraints, Optimization
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161 @section Quadratic Programming
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162 @cindex QP
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163 @cindex quadratic programming
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164
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165 @deftypefn {} {} QP (void)
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166 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H})
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167 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c})
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168 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b})
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169 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const LinConst &@var{lc})
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170 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b})
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171 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const LinConst &@var{lc})
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172 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const Bounds &@var{b}, const LinConst &@var{lc})
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173 @deftypefnx {} {} QP (const ColumnVector &@var{x}, const Matrix &@var{H}, const ColumnVector &@var{c}, const Bounds &@var{b}, const LinConst &@var{lc})
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174 @end deftypefn
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175
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176 @deftypefn {} {virtual ColumnVector} minimize (void)
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177 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf})
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178 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform})
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179 @deftypefnx {} {virtual ColumnVector} minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda}) = 0;
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180 @end deftypefn
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181
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182 @deftypefn {} {virtual ColumnVector} minimize (const ColumnVector &@var{x})
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183 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf})
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184 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform})
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185 @deftypefnx {} {virtual ColumnVector} minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
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186 @end deftypefn
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187
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188 @deftypefn {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
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189 @end deftypefn
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190
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191 @c ------------------------------------------------------------------------
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192
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193 @node Nonlinear Programming, , Quadratic Programming, Optimization
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194 @section Nonlinear Programming
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195 @cindex NLP
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196 @cindex nonlinear programming
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197
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198 @deftypefn {} {} NLP (void)
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199 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi})
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200 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b})
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201 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc})
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202 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const LinConst &@var{lc}, const NLConst &@var{nlc})
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203 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc})
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204 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const LinConst &@var{lc}, const NLConst &@var{nlc})
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205 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const NLConst &@var{nlc})
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206 @deftypefnx {} {} NLP (const ColumnVector &@var{x}, const Objective &@var{phi}, const Bounds &@var{b}, const NLConst &@var{nlc})
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207 @end deftypefn
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208
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209 @deftypefn {} NLP& {operator =} (const NLP &@var{a})
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210 @end deftypefn
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211
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212 @deftypefn {} int size (void) const
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213 @end deftypefn
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214
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215 @deftypefn {} ColumnVector minimize (void)
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216 @deftypefnx {} ColumnVector minimize (double &@var{objf})
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217 @deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform})
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218 @deftypefnx {} ColumnVector minimize (double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
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219 @end deftypefn
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220
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221 @deftypefn {} ColumnVector minimize (const ColumnVector &@var{x})
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222 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf})
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223 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform})
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224 @deftypefnx {} ColumnVector minimize (const ColumnVector &@var{x}, double &@var{objf}, int &@var{inform}, ColumnVector &@var{lambda})
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225 @end deftypefn