Mercurial > hg > octave-nkf
changeset 15706:242e9efd4315
Added Display option for fminbnd()
author | Júlio Hoffimann <julio.hoffimann@gmail.com> |
---|---|
date | Sun, 02 Sep 2012 16:21:48 -0300 |
parents | a3189d329906 |
children | d803cd07f31a |
files | scripts/optimization/fminbnd.m |
diffstat | 1 files changed, 98 insertions(+), 33 deletions(-) [+] |
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--- a/scripts/optimization/fminbnd.m +++ b/scripts/optimization/fminbnd.m @@ -21,7 +21,7 @@ ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{x}, @var{fval}, @var{info}, @var{output}] =} fminbnd (@var{fun}, @var{a}, @var{b}, @var{options}) ## Find a minimum point of a univariate function. -## +## ## @var{fun} should be a function handle or name. @var{a}, @var{b} specify a ## starting interval. @var{options} is a structure specifying additional ## options. Currently, @code{fminbnd} recognizes these options: @@ -74,8 +74,7 @@ fun = str2func (fun, "global"); endif - ## TODO - ## displev = optimget (options, "Display", "notify"); + displ = optimget (options, "Display", "notify"); funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on"); outfcn = optimget (options, "OutputFcn"); tolx = optimget (options, "TolX", 1e-8); @@ -101,6 +100,11 @@ fv = fw = fval = fun (x); nfev++; + ## Only for display purposes. + iter(1).funccount = nfev; + iter(1).x = x; + iter(1).fx = fval; + while (niter < maxiter && nfev < maxfev) xm = 0.5*(a+b); ## FIXME: the golden section search can actually get closer than sqrt(eps) @@ -115,6 +119,8 @@ if (abs (e) > tol) dogs = false; ## Try inverse parabolic step. + iter(niter+1).procedure = "parabolic"; + r = (x - w)*(fval - fv); q = (x - v)*(fval - fw); p = (x - v)*q - (x - w)*r; @@ -141,43 +147,52 @@ endif if (dogs) ## Default to golden section step. + + ## WARNING: This is also the "initial" procedure following + ## MATLAB nomenclature. After the loop we'll fix the string + ## for the first step. + iter(niter+1).procedure = "golden"; + e = ifelse (x >= xm, a - x, b - x); d = c * e; endif - ## f must not be evaluated too close to x. - u = x + max (abs (d), tol) * (sign (d) + (d == 0)); + ## f must not be evaluated too close to x. + u = x + max (abs (d), tol) * (sign (d) + (d == 0)); + fu = fun (u); + + niter++; - fu = fun (u); - nfev++; - niter++; + iter(niter).funccount = nfev++; + iter(niter).x = u; + iter(niter).fx = fu; - ## update a, b, v, w, and x + ## update a, b, v, w, and x - if (fu <= fval) - if (u < x) - b = x; - else - a = x; - endif - v = w; fv = fw; - w = x; fw = fval; - x = u; fval = fu; - else - ## The following if-statement was originally executed even if fu == fval. - if (u < x) - a = u; - else - b = u; - endif - if (fu <= fw || w == x) - v = w; fv = fw; - w = u; fw = fu; - elseif (fu <= fv || v == x || v == w) - v = u; - fv = fu; - endif - endif + if (fu <= fval) + if (u < x) + b = x; + else + a = x; + endif + v = w; fv = fw; + w = x; fw = fval; + x = u; fval = fu; + else + ## The following if-statement was originally executed even if fu == fval. + if (u < x) + a = u; + else + b = u; + endif + if (fu <= fw || w == x) + v = w; fv = fw; + w = u; fw = fu; + elseif (fu <= fv || v == x || v == w) + v = u; + fv = fu; + endif + endif ## If there's an output function, use it now. if (outfcn) @@ -191,6 +206,26 @@ endif endwhile + ## Fix the first step procedure. + iter(1).procedure = "initial"; + + ## Handle the "Display" option + switch displ + case "iter" + print_formatted_table (iter); + print_exit_msg (info, struct("TolX", tolx, "fx", fval)); + case "notify" + if (info == 0) + print_exit_msg (info, struct("fx",fval)); + endif + case "final" + print_exit_msg (info, struct("TolX", tolx, "fx", fval)); + case "off" + "skip"; + otherwise + warning ("unknown option for Display: '%s'", displ); + endswitch + output.iterations = niter; output.funcCount = nfev; output.bracket = [a, b]; @@ -210,6 +245,36 @@ endif endfunction +## A hack for printing a formatted table +function print_formatted_table (table) + printf ("\n Func-count x f(x) Procedure\n"); + for row=table + printf("%5.5s %7.7s %8.8s\t%s\n", + int2str (row.funccount), num2str (row.x,"%.5f"), + num2str (row.fx,"%.6f"), row.procedure); + endfor + printf ("\n"); +endfunction + +## Print either a success termination message or bad news +function print_exit_msg (info, opt=struct()) + printf (""); + switch info + case 1 + printf ("Optimization terminated:\n"); + printf (" the current x satisfies the termination criteria using OPTIONS.TolX of %e\n", opt.TolX); + case 0 + printf ("Exiting: Maximum number of iterations has been exceeded\n"); + printf (" - increase MaxIter option.\n"); + printf (" Current function value: %.6f\n", opt.fx); + case -1 + "FIXME"; ## FIXME: what's the message MATLAB prints for this case? + otherwise + error ("internal error - fminbnd() is bug, sorry!"); + endswitch + printf ("\n"); +endfunction + %!shared opt0 %! opt0 = optimset ("tolx", 0);