X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;ds=sidebyside;f=octave_packages%2Fm%2Foptimization%2Foptimset.m;fp=octave_packages%2Fm%2Foptimization%2Foptimset.m;h=a7aaa79ec87cc646532a90c7123d3386f9d6d7d6;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/optimization/optimset.m b/octave_packages/m/optimization/optimset.m new file mode 100644 index 0000000..a7aaa79 --- /dev/null +++ b/octave_packages/m/optimization/optimset.m @@ -0,0 +1,148 @@ +## 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 +## . + +## -*- 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: +## @itemize @bullet +## @item AutoScaling +## +## @item ComplexEqn +## +## @item FinDiffType +## +## @item FunValCheck +## When enabled, display an error if the objective function returns a complex +## value or NaN@. Must be set to "on" or "off" [default]. +## +## @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 itemize +## @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%")) +