view scripts/optimization/optimset.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7854d5752dd2
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2007-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave 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.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {} optimset ()
## @deftypefnx {} {@var{options} =} optimset ()
## @deftypefnx {} {@var{options} =} optimset (@var{par}, @var{val}, @dots{})
## @deftypefnx {} {@var{options} =} optimset (@var{old}, @var{par}, @var{val}, @dots{})
## @deftypefnx {} {@var{options} =} optimset (@var{old}, @var{new})
## Create options structure for optimization functions.
##
## When called without any input or output arguments, @code{optimset} prints
## a list of all valid optimization parameters.
##
## When called with one output and no inputs, return an options structure with
## all valid option parameters initialized to @code{[]}.
##
## When called with a list of parameter/value pairs, return an options
## structure with only the named parameters initialized.
##
## When the first input is an existing options structure @var{old}, the values
## are updated from either the @var{par}/@var{val} list or from the options
## structure @var{new}.
##
## Valid parameters are:
##
## @table @asis
## @item AutoScaling
##
## @item ComplexEqn
##
## @item Display
## Request verbose display of results from optimizations.  Values are:
##
## @table @asis
## @item @qcode{"off"} [default]
## No display.
##
## @item @qcode{"iter"}
## Display intermediate results for every loop iteration.
##
## @item @qcode{"final"}
## Display the result of the final loop iteration.
##
## @item @qcode{"notify"}
## Display the result of the final loop iteration if the function has
## failed to converge.
## @end table
##
## @item FinDiffType
##
## @item FunValCheck
## When enabled, display an error if the objective function returns an invalid
## value (a complex number, NaN, or Inf).  Must be set to @qcode{"on"} or
## @qcode{"off"} [default].  Note: the functions @code{fzero} and
## @code{fminbnd} correctly handle Inf values and only complex values or NaN
## will cause an error in this case.
##
## @item GradObj
## When set to @qcode{"on"}, the function to be minimized must return a
## second argument which is the gradient, or first derivative, of the
## function at the point @var{x}.  If set to @qcode{"off"} [default], the
## gradient is computed via finite differences.
##
## @item Jacobian
## When set to @qcode{"on"}, the function to be minimized must return a
## second argument which is the Jacobian, or first derivative, of the
## function at the point @var{x}.  If set to @qcode{"off"} [default], the
## Jacobian is computed via finite differences.
##
## @item MaxFunEvals
## Maximum number of function evaluations before optimization stops.
## Must be a positive integer.
##
## @item MaxIter
## Maximum number of algorithm iterations before optimization stops.
## Must be a positive integer.
##
## @item OutputFcn
## A user-defined function executed once per algorithm iteration.
##
## @item TolFun
## Termination criterion for the function output.  If the difference in the
## calculated objective function between one algorithm iteration and the next
## is less than @code{TolFun} the optimization stops.  Must be a positive
## scalar.
##
## @item TolX
## Termination criterion for the function input.  If the difference in @var{x},
## the current search point, between one algorithm iteration and the next is
## less than @code{TolX} the optimization stops.  Must be a positive scalar.
##
## @item TypicalX
##
## @item Updating
## @end table
## @seealso{optimget}
## @end deftypefn

function retval = optimset (varargin)

  nargs = nargin;

  opts = __all_opts__ ();
  ## Skip validation if we're in the internal query.
  validation = ! isempty (opts);

  if (nargs == 0)
    if (nargout == 0)
      ## Display possibilities.
      puts ("\nAll possible optimization options:\n\n");
      printf ("  %s\n", opts{:});
      puts ("\n");
    else
      ## Return struct with all options initialized to []
      retval = cell2struct (repmat ({[]}, size (opts)), opts, 2);
    endif
  elseif (nargs == 1 && ischar (varargin{1}))
    ## Return defaults for named function.
    fcn = varargin{1};
    try
      retval = feval (fcn, "defaults");
    catch
      error ("optimset: no defaults for function '%s'", fcn);
    end_try_catch
  elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2}))
    ## Set slots in old from non-empties in new.
    ## Should we be checking to ensure that the field names are expected?
    old = varargin{1};
    new = varargin{2};
    useempty = false; # Matlab drops empty new fields, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  elseif (rem (nargs, 2) && isstruct (varargin{1}))
    ## Set values in old from name/value pairs.
    old = varargin{1};
    pairs = reshape (varargin(2:end), 2, []);
    new = cell2struct (pairs(2, :), pairs(1, :), 2);
    useempty = true; # Matlab preserves empty arguments, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  elseif (rem (nargs, 2) == 0)
    ## Create struct.
    ## Default values are replaced by those specified by name/value pairs.
    old = struct ();
    pairs = reshape (varargin, 2, []);
    new = cell2struct (pairs(2, :), pairs(1, :), 2);
    useempty = true; # Matlab preserves empty arguments, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  else
    print_usage ();
  endif

endfunction

function retval = setoptionfields (opts, old, new, validation, useempty)

  for [val, key] = new
    if (validation)
      ## Case insensitive lookup in all options.
      i = strncmpi (opts, key, length (key));
      nmatch = sum (i);
      ## Validate option.
      if (nmatch == 1)
        key = opts{find (i)};
      elseif (nmatch == 0)
        warning ("optimset: unrecognized option: %s", key);
      else
        fmt = sprintf ("optimset: ambiguous option: %%s (%s%%s)",
                       repmat ("%s, ", 1, nmatch-1));
        warning (fmt, key, opts{i});
      endif
    endif
    if (useempty || ! isempty (val))
      old.(key) = val;
    endif
  endfor
  retval = old;

endfunction


%!assert (isfield (optimset (), "TolFun"))
%!assert (isfield (optimset ("tolFun", 1e-3), "TolFun"))
%!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2)
%!test
%! old = optimset ();
%! old.TolX = 1e-2;
%! new = optimset ();
%! new.TolFun = 1e-3;
%! joint = optimset (old, new);
%! assert (joint.TolX, 1e-2);
%! assert (joint.TolFun, 1e-3);

## Test preserving empty values given as arguments
%!test
%! opts = optimset ("TypicalX", []);
%! assert (isempty (opts.TypicalX));

## Test input validation
%!error optimset ("1_Parameter")
%!error <no defaults for function> optimset ("%NOT_A_REAL_FUNCTION_NAME%")
%!warning <unrecognized option: foobar> optimset ("foobar", 13);
%!warning <ambiguous option: Max> optimset ("Max", 10);