view scripts/optimization/optimset.m @ 18602:8d4d78285c8e

Overhaul optimset/optimget functions for Matlab compatibility (bug #41915). * optimget.m: Rewrite docstring. Use function name in all emitted warnings. Return the input DEFAULT when the options structure is empty rather than returning an empty matrix (Matlab compatibility). Add more tests for function and input validation. * optimset.m: Rewrite docstring. Use function name in all emitted warnings. Add more tests for function and input validation.
author Rik <rik@octave.org>
date Sat, 29 Mar 2014 11:24:59 -0700
parents d63878346099
children
line wrap: on
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## Copyright (C) 2007-2013 John W. Eaton
## Copyright (C) 2009 VZLU Prague
##
## 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
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn  {Function File} {} optimset ()
## @deftypefnx {Function File} {@var{options} =} optimset ()
## @deftypefnx {Function File} {@var{options} =} optimset (@var{par}, @var{val}, @dots{})
## @deftypefnx {Function File} {@var{options} =} optimset (@var{old}, @var{par}, @var{val}, @dots{})
## @deftypefnx {Function File} {@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__ ();

  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};
    fnames = fieldnames (old);
    ## skip validation if we're in the internal query
    validation = ! isempty (opts);
    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
      old.(key) = val;
    endfor
    retval = old;
  elseif (rem (nargs, 2) && isstruct (varargin{1}))
    ## Set values in old from name/value pairs.
    pairs = reshape (varargin(2:end), 2, []);
    retval = optimset (varargin{1}, cell2struct (pairs(2, :), pairs(1, :), 2));
  elseif (rem (nargs, 2) == 0)
    ## Create struct.
    ## Default values are replaced by those specified by name/value pairs.
    pairs = reshape (varargin, 2, []);
    retval = optimset (struct (), cell2struct (pairs(2, :), pairs(1, :), 2));
  else
    print_usage ();
  endif

endfunction


%!assert (isfield (optimset (), "TolFun"))
%!assert (isfield (optimset ("tolFun", 1e-3), "TolFun"))
%!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2)

%% 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);