Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/optim-1.2.0/fmins.m b/octave_packages/optim-1.2.0/fmins.m
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+## Copyright (C) 2003 Andy Adler <adler@ncf.ca>
+##
+## 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/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {[@var{x}] =} fmins(@var{f},@var{X0},@var{options},@var{grad},@var{P1},@var{P2}, ...)
+## 
+## Find the minimum of a funtion of several variables.
+## By default the method used is the Nelder&Mead Simplex algorithm
+##
+## Example usage:
+##   fmins(inline('(x(1)-5).^2+(x(2)-8).^4'),[0;0])
+## 
+## @strong{Inputs}
+## @table @var 
+## @item f 
+## A string containing the name of the function to minimize
+## @item X0
+## A vector of initial parameters fo the function @var{f}.
+## @item options
+## Vector with control parameters (not all parameters are used)
+## @verbatim
+## options(1) - Show progress (if 1, default is 0, no progress)
+## options(2) - Relative size of simplex (default 1e-3)
+## options(6) - Optimization algorithm
+##    if options(6)==0 - Nelder & Mead simplex (default)
+##    if options(6)==1 - Multidirectional search Method
+##    if options(6)==2 - Alternating Directions search
+## options(5)
+##    if options(6)==0 && options(5)==0 - regular simplex
+##    if options(6)==0 && options(5)==1 - right-angled simplex
+##       Comment: the default is set to "right-angled simplex".
+##         this works better for me on a broad range of problems,
+##         although the default in nmsmax is "regular simplex"
+## options(10) - Maximum number of function evaluations
+## @end verbatim
+## @item grad
+## Unused (For compatibility with Matlab)
+## @item P1,P2, ...
+## Optional parameters for function @var{f} 
+##
+## @end table
+## @end deftypefn
+
+function ret=fmins(funfun, X0, options, grad, varargin)
+    stopit = [1e-3, inf, inf, 1, 0, -1];
+    minfun = 'nmsmax'; 
+
+    if nargin < 3; options=[]; end
+
+    if length(options)>=1; stopit(5)= options(1); end
+    if length(options)>=2; stopit(1)= options(2); end
+    if length(options)>=5;
+        if     options(6)==0; minfun= 'nmsmax'; 
+            if     options(5)==0; stopit(4)= 0;
+            elseif options(5)==1; stopit(4)= 1;
+            else   error('options(5): no associated simple strategy');
+            end
+        elseif options(6)==1; minfun= 'mdsmax';
+        elseif options(6)==2; minfun= 'adsmax';
+        else   error('options(6) does not correspond to known algorithm');
+        end
+    end
+    if length(options)>=10; stopit(2)= options(10); end
+
+    ret = feval(minfun, funfun,  X0, stopit, [], varargin{:});
+endfunction