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view main/optim/inst/fminunc_compat.m @ 9930:d30cfca46e8a octave-forge
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author | carandraug |
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date | Fri, 30 Mar 2012 15:14:48 +0000 |
parents | da19f179967b |
children | f82660cf7dee |
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## Copyright (C) 2002 Etienne Grossmann <etienne@isr.ist.utl.pt> ## ## 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