--- /dev/null
+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+##
+## 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/>.
+
+## [x,v,flag,out,df,d2f] = fminunc_compat (f,x,opt,...) - M*tlab-like optimization
+##
+## Imitation of m*tlab's fminunc(). The optional 'opt' argument is a struct,
+## e.g. produced by 'optimset()'. 'fminunc_compat' has been deprecated in
+## favor of 'fminunc', which is now part of core Octave. This function
+## will possibly be removed from future versions of the 'optim' package.
+##
+## Supported options
+## -----------------
+## Diagnostics, [off|on] : Be verbose
+## Display , [off|iter|notify|final]
+## : Be verbose unless value is "off"
+## GradObj , [off|on] : Function's 2nd return value is derivatives
+## Hessian , [off|on] : Function's 2nd and 3rd return value are
+## derivatives and Hessian.
+## TolFun , scalar : Termination criterion (see 'ftol' in minimize())
+## TolX , scalar : Termination criterion (see 'utol' in minimize())
+## MaxFunEvals, int : Max. number of function evaluations
+## MaxIter , int : Max. number of algorithm iterations
+##
+## These non-m*tlab are provided to facilitate porting code to octave:
+## -----------------------
+## "MinEquiv" , [off|on] : Don't minimize 'fun', but instead return the
+## option passed to minimize().
+##
+## "Backend" , [off|on] : Don't minimize 'fun', but instead return
+## [backend, opt], the name of the backend
+## optimization function that is used and the
+## optional arguments that will be passed to it. See
+## the 'backend' option of minimize().
+##
+## This function is a front-end to minimize().
+
+function [x,fval,flag,out,df,d2f] = fminunc_compat (fun,x0,opt,varargin)
+
+ persistent warned = false;
+ if (! warned)
+ warned = true;
+ warning ("Octave:deprecated-function",
+ "`fminunc_compat' has been deprecated, and will be removed in the future. Use `fminunc' from Octave core instead.");
+ endif
+
+if nargin < 3, opt = struct (); end
+if nargin > 3,
+ args = {x0, varargin{:}};
+else
+ args = {x0};
+end
+
+## Do some checks ####################################################
+ws = es = "";
+
+## Check for unknown options
+## All known options
+opn = [" DerivativeCheck Diagnostics DiffMaxChange DiffMinChange",\
+ " Display GoalsExactAchieve GradConstr GradObj Hessian HessMult",\
+ " HessPattern HessUpdate Jacobian JacobMult JacobPattern",\
+ " LargeScale LevenbergMarquardt LineSearchType MaxFunEvals MaxIter",\
+ " MaxPCGIter MeritFunction MinAbsMax PrecondBandWidth TolCon",\
+ " TolFun TolPCG TolX TypicalX ",\
+ " MinEquiv Backend "];
+
+for [v,k] = opt
+ if ! findstr ([" ",k," "],opn)
+ es = [es,sprintf("Unknown option '%s'\n",k)];
+ end
+end
+## Check for ignored options
+## All ignored options
+iop = [" DerivativeCheck DiffMaxChange DiffMinChange",\
+ " Display GoalsExactAchieve GradConstr HessMult",\
+ " HessPattern HessUpdate JacobMult JacobPattern",\
+ " LargeScale LevenbergMarquardt LineSearchType",\
+ " MaxPCGIter MeritFunction MinAbsMax PrecondBandWidth TolCon",\
+ " TolPCG TypicalX "];
+for [v,k] = opt
+ if ! findstr ([" ",k," "],iop)
+ ws = [ws,sprintf("Ignoring option '%s'\n",k)];
+ end
+end
+
+if length (ws) && ! length (es), warning (ws);
+elseif length (es), error ([ws,es]);
+end
+
+## Transform fminunc options into minimize() options
+
+opm = struct(); # minimize() options
+
+equiv = struct ("TolX" , "utol" , "TolFun" , "ftol",\
+ "MaxFunEvals", "maxev" , "MaxIter" , "maxit",\
+ "GradObj" , "jac" , "Hessian" , "hess",\
+ "Display" , "verbose", "Diagnostics", "verbose",\
+ "Backend" , "backend");
+
+for [v,k] = equiv
+ if isfield (opt,k)
+ opm = setfield (opm, getfield(equiv,k), getfield(opt,k));
+ end
+end
+
+ # Transform "off" into 0, other strings into
+ # 1.
+for [v,k] = opm
+ if ischar (v)
+ if strcmp (v,"off")
+ opm = setfield (opm, k,0);
+ else
+ opm = setfield (opm, k,1);
+ end
+ end
+end
+
+unary_opt = " hess jac backend verbose ";
+opml = {};
+for [v,k] = opm
+ if findstr ([" ",k," "], unary_opt)
+ opml(end+1) = {k}; # append k
+ else
+ opml(end+[1,2]) = {k,v}; # append k and v
+ end
+end
+ # Return only options to minimize() ##
+if isfield (opt, "MinEquiv")
+ x = opml;
+ if nargout > 1
+ warning ("Only 1 return value is defined with the 'MinEquiv' option");
+ end
+ return
+ # Use the backend option #############
+elseif isfield (opm, "backend")
+ [x,fval] = minimize (fun, args, opml);
+ if nargout > 2
+ warning ("Only 2 return values are defined with the 'Backend' option");
+ end
+ return
+else # Do the minimization ################
+ [x,fval,out] = minimize (fun, args, opml);
+
+ if isfield (opm, "maxev")
+ flag = out(1) < getfield(opm,"maxev");
+ else
+ flag = 1;
+ end
+
+ if nargout > 4
+ [dummy,df,d2f] = feval (fun, x, args{2:end});
+ elseif nargout > 3
+ [dummy,df] = feval (fun, x, args{2:end});
+ end
+end
git://git.creatis.insa-lyon.fr / CreaPhase.git / blobdiff