X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Foptim-1.2.0%2Fbattery.m;fp=octave_packages%2Foptim-1.2.0%2Fbattery.m;h=d7934927714a5fb6e29dbc0fb46463cd04c3ce0b;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hp=0000000000000000000000000000000000000000;hpb=1705066eceaaea976f010f669ce8e972f3734b05;p=CreaPhase.git diff --git a/octave_packages/optim-1.2.0/battery.m b/octave_packages/optim-1.2.0/battery.m new file mode 100644 index 0000000..d793492 --- /dev/null +++ b/octave_packages/optim-1.2.0/battery.m @@ -0,0 +1,49 @@ +## Copyright (C) 2004 Michael Creel +## +## This program 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. +## +## This program 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 +## this program; if not, see . + +## battery.m: repeatedly call bfgs using a battery of +## start values, to attempt to find global min +## of a nonconvex function +## +## INPUTS: +## func: function to mimimize +## args: args of function +## minarg: argument to minimize w.r.t. (usually = 1) +## startvals: kxp matrix of values to try for sure (don't include all zeros, that's automatic) +## max iters per start value +## number of additional random start values to try +## +# OUTPUT: theta - the best value found - NOT iterated to convergence + +function theta = battery(func, args, minarg, startvals, maxiters) + +# setup +[k,trials] = size(startvals); +bestobj = inf; +besttheta = zeros(k,1); +bfgscontrol = {maxiters,0,0,1}; +# now try the supplied start values, and optionally the random start values +for i = 1:trials + args{minarg} = startvals(:,i); + [theta, obj_value, convergence] = bfgsmin (func, args, bfgscontrol); + + if obj_value < bestobj + besttheta = theta; + bestobj = obj_value; + endif +endfor + +theta = besttheta; +endfunction