forge: main/optim/inst/nmsmax.m annotate

annotate main/optim/inst/nmsmax.m @ 9930:d30cfca46e8a octave-forge

optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses

author	carandraug
date	Fri, 30 Mar 2012 15:14:48 +0000
parents	b11b5363d680
children

rev	line source
9930 d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	1 %% Copyright (C) 2002 N.J.Higham
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	2 %% Copyright (C) 2003 Andy Adler <adler@ncf.ca>
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	3 %%
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	4 %% This program is free software; you can redistribute it and/or modify it under
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	5 %% the terms of the GNU General Public License as published by the Free Software
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	6 %% Foundation; either version 3 of the License, or (at your option) any later
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	7 %% version.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	8 %%
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	9 %% This program is distributed in the hope that it will be useful, but WITHOUT
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	10 %% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	11 %% FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	12 %% details.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	13 %%
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	14 %% You should have received a copy of the GNU General Public License along with
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	15 %% this program; if not, see <http://www.gnu.org/licenses/>.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	16
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	17 %%NMSMAX Nelder-Mead simplex method for direct search optimization.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	18 %% [x, fmax, nf] = NMSMAX(FUN, x0, STOPIT, SAVIT) attempts to
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	19 %% maximize the function FUN, using the starting vector x0.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	20 %% The Nelder-Mead direct search method is used.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	21 %% Output arguments:
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	22 %% x = vector yielding largest function value found,
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	23 %% fmax = function value at x,
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	24 %% nf = number of function evaluations.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	25 %% The iteration is terminated when either
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	26 %% - the relative size of the simplex is <= STOPIT(1)
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	27 %% (default 1e-3),
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	28 %% - STOPIT(2) function evaluations have been performed
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	29 %% (default inf, i.e., no limit), or
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	30 %% - a function value equals or exceeds STOPIT(3)
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	31 %% (default inf, i.e., no test on function values).
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	32 %% The form of the initial simplex is determined by STOPIT(4):
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	33 %% STOPIT(4) = 0: regular simplex (sides of equal length, the default)
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	34 %% STOPIT(4) = 1: right-angled simplex.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	35 %% Progress of the iteration is not shown if STOPIT(5) = 0 (default 1).
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	36 %% STOPIT(6) indicates the direction (ie. minimization or
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	37 %% maximization.) Default is 1, maximization.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	38 %% set STOPIT(6)=-1 for minimization
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	39 %% If a non-empty fourth parameter string SAVIT is present, then
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	40 %% `SAVE SAVIT x fmax nf' is executed after each inner iteration.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	41 %% NB: x0 can be a matrix. In the output argument, in SAVIT saves,
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	42 %% and in function calls, x has the same shape as x0.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	43 %% NMSMAX(fun, x0, STOPIT, SAVIT, P1, P2,...) allows additional
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	44 %% arguments to be passed to fun, via feval(fun,x,P1,P2,...).
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	45 %% References:
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	46 %% N. J. Higham, Optimization by direct search in matrix computations,
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	47 %% SIAM J. Matrix Anal. Appl, 14(2): 317-333, 1993.
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	48 %% C. T. Kelley, Iterative Methods for Optimization, Society for Industrial
d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	49 %% and Applied Mathematics, Philadelphia, PA, 1999.
2370 24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	50
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	51 % From Matrix Toolbox
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	52 % Copyright (C) 2002 N.J.Higham
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	53 % www.maths.man.ac.uk/~higham/mctoolbox
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	54 % Modifications for octave by A.Adler 2003
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	55
9930 d30cfca46e8a optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses carandraug parents: 7870 diff changeset	56 function [x, fmax, nf] = nmsmax(fun, x, stopit, savit, varargin)
2370 24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	57
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	58 x0 = x(:); % Work with column vector internally.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	59 n = length(x0);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	60
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	61 % Set up convergence parameters etc.
7870 b11b5363d680 Get rid of some warnings with Octave-3.3.54+ i7tiol parents: 2370 diff changeset	62 if (nargin < 3 \|\| isempty(stopit))
b11b5363d680 Get rid of some warnings with Octave-3.3.54+ i7tiol parents: 2370 diff changeset	63 stopit(1) = 1e-3;
b11b5363d680 Get rid of some warnings with Octave-3.3.54+ i7tiol parents: 2370 diff changeset	64 end
2370 24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	65 tol = stopit(1); % Tolerance for cgce test based on relative size of simplex.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	66 if length(stopit) == 1, stopit(2) = inf; end % Max no. of f-evaluations.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	67 if length(stopit) == 2, stopit(3) = inf; end % Default target for f-values.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	68 if length(stopit) == 3, stopit(4) = 0; end % Default initial simplex.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	69 if length(stopit) == 4, stopit(5) = 1; end % Default: show progress.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	70 trace = stopit(5);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	71 if length(stopit) == 5, stopit(6) = 1; end % Default: maximize
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	72 dirn= stopit(6);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	73 if nargin < 4, savit = []; end % File name for snapshots.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	74
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	75 V = [zeros(n,1) eye(n)];
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	76 f = zeros(n+1,1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	77 V(:,1) = x0;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	78 f(1) = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	79 fmax_old = f(1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	80
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	81 if trace, fprintf('f(x0) = %9.4e\n', f(1)), end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	82
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	83 k = 0; m = 0;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	84
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	85 % Set up initial simplex.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	86 scale = max(norm(x0,inf),1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	87 if stopit(4) == 0
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	88 % Regular simplex - all edges have same length.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	89 % Generated from construction given in reference [18, pp. 80-81] of [1].
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	90 alpha = scale / (nsqrt(2)) [ sqrt(n+1)-1+n sqrt(n+1)-1 ];
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	91 V(:,2:n+1) = (x0 + alpha(2)ones(n,1)) ones(1,n);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	92 for j=2:n+1
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	93 V(j-1,j) = x0(j-1) + alpha(1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	94 x(:) = V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	95 f(j) = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	96 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	97 else
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	98 % Right-angled simplex based on co-ordinate axes.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	99 alpha = scale*ones(n+1,1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	100 for j=2:n+1
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	101 V(:,j) = x0 + alpha(j)*V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	102 x(:) = V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	103 f(j) = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	104 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	105 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	106 nf = n+1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	107 how = 'initial ';
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	108
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	109 [temp,j] = sort(f);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	110 j = j(n+1:-1:1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	111 f = f(j); V = V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	112
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	113 alpha = 1; beta = 1/2; gamma = 2;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	114
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	115 while 1 %%%%%% Outer (and only) loop.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	116 k = k+1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	117
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	118 fmax = f(1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	119 if fmax > fmax_old
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	120 if ~isempty(savit)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	121 x(:) = V(:,1); eval(['save ' savit ' x fmax nf'])
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	122 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	123 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	124 if trace
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	125 fprintf('Iter. %2.0f,', k)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	126 fprintf([' how = ' how ' ']);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	127 fprintf('nf = %3.0f, f = %9.4e (%2.1f%%)\n', nf, fmax, ...
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	128 100*(fmax-fmax_old)/(abs(fmax_old)+eps))
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	129 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	130 fmax_old = fmax;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	131
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	132 %%% Three stopping tests from MDSMAX.M
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	133
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	134 % Stopping Test 1 - f reached target value?
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	135 if fmax >= stopit(3)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	136 msg = ['Exceeded target...quitting\n'];
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	137 break % Quit.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	138 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	139
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	140 % Stopping Test 2 - too many f-evals?
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	141 if nf >= stopit(2)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	142 msg = ['Max no. of function evaluations exceeded...quitting\n'];
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	143 break % Quit.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	144 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	145
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	146 % Stopping Test 3 - converged? This is test (4.3) in [1].
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	147 v1 = V(:,1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	148 size_simplex = norm(V(:,2:n+1)-v1(:,ones(1,n)),1) / max(1, norm(v1,1));
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	149 if size_simplex <= tol
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	150 msg = sprintf('Simplex size %9.4e <= %9.4e...quitting\n', ...
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	151 size_simplex, tol);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	152 break % Quit.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	153 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	154
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	155 % One step of the Nelder-Mead simplex algorithm
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	156 % NJH: Altered function calls and changed CNT to NF.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	157 % Changed each `fr < f(1)' type test to `>' for maximization
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	158 % and re-ordered function values after sort.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	159
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	160 vbar = (sum(V(:,1:n)')/n)'; % Mean value
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	161 vr = (1 + alpha)vbar - alphaV(:,n+1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	162 x(:) = vr;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	163 fr = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	164 nf = nf + 1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	165 vk = vr; fk = fr; how = 'reflect, ';
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	166 if fr > f(n)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	167 if fr > f(1)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	168 ve = gammavr + (1-gamma)vbar;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	169 x(:) = ve;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	170 fe = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	171 nf = nf + 1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	172 if fe > f(1)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	173 vk = ve; fk = fe;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	174 how = 'expand, ';
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	175 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	176 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	177 else
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	178 vt = V(:,n+1); ft = f(n+1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	179 if fr > ft
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	180 vt = vr; ft = fr;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	181 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	182 vc = betavt + (1-beta)vbar;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	183 x(:) = vc;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	184 fc = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	185 nf = nf + 1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	186 if fc > f(n)
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	187 vk = vc; fk = fc;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	188 how = 'contract,';
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	189 else
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	190 for j = 2:n
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	191 V(:,j) = (V(:,1) + V(:,j))/2;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	192 x(:) = V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	193 f(j) = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	194 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	195 nf = nf + n-1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	196 vk = (V(:,1) + V(:,n+1))/2;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	197 x(:) = vk;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	198 fk = dirn*feval(fun,x,varargin{:});
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	199 nf = nf + 1;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	200 how = 'shrink, ';
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	201 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	202 end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	203 V(:,n+1) = vk;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	204 f(n+1) = fk;
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	205 [temp,j] = sort(f);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	206 j = j(n+1:-1:1);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	207 f = f(j); V = V(:,j);
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	208
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	209 end %%%%%% End of outer (and only) loop.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	210
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	211 % Finished.
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	212 if trace, fprintf(msg), end
24d6a5cdedfe Changed the directory structure to match the package system hauberg parents: diff changeset	213 x(:) = V(:,1);

Mercurial > forge

annotate main/optim/inst/nmsmax.m @ 9930:d30cfca46e8a octave-forge