Mercurial > hg > octave-nkf
view scripts/optimization/optimset.m @ 15063:36cbcc37fdb8
Refactor configure.ac to make it more understandable.
Use common syntax for messages in config.h
Correct typos, refer to libraries in all caps, use two spaces after period.
Follow Autoconf guidelines and place general tests before specific tests.
* configure.ac, m4/acinclude.m4: Use common syntax for messages in config.h
Correct typos, refer to libraries in all caps, use two spaces after period.
Follow Autoconf guidelines and place general tests before specific tests.
author | Rik <rik@octave.org> |
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date | Tue, 31 Jul 2012 10:28:51 -0700 |
parents | f8bb15f6a19b |
children | 049e8bbff782 |
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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 "off" [default] ## No display. ## ## @item "iter" ## Display intermediate results for every loop iteration. ## ## @item "final" ## Display the result of the final loop iteration. ## ## @item "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 "on" or "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 "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 "off" [default], the gradient is computed via finite ## differences. ## ## @item Jacobian ## When set to "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 "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); lopts = tolower (opts); for [val, key] = new if (validation) ## Case insensitive lookup in all options. i = lookup (lopts, tolower (key)); ## Validate option. if (i > 0 && strcmpi (opts{i}, key)) ## Use correct case. key = opts{i}; else warning ("unrecognized option: %s", key); 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")) %!error (optimset ("%NOT_A_REAL_FUNCTION_NAME%"))