Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / battery.m

diff --git a/octave_packages/optim-1.2.0/battery.m b/octave_packages/optim-1.2.0/battery.m
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+## Copyright (C) 2004 Michael Creel <michael.creel@uab.es>
+##
+## 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 <http://www.gnu.org/licenses/>.
+
+## 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