view doc/interpreter/optim.txi @ 19632:76478d2da117

unconditionally disable the octave_allocator class * configure.ac: Delete the --enable-octave-allocator option. * oct-alloc.h: Delete octave_allocator class. Warn if file is included. Unconditionally define macros to be empty. * NEWS: Make note of these changes. * oct-alloc.cc: Delete. * liboctave/util/module.mk (UTIL_SRC): Remove it from the list. * make_int.cc, Cell.h, oct-obj.cc, oct-obj.h, audiodevinfo.cc, ov-base-int.h, ov-base-scalar.h, ov-bool-mat.cc, ov-bool-mat.h, ov-bool-sparse.cc, ov-bool-sparse.h, ov-bool.cc, ov-bool.h, ov-builtin.cc, ov-builtin.h, ov-cell.cc, ov-cell.h, ov-ch-mat.h, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-complex.h, ov-cs-list.cc, ov-cs-list.h, ov-cx-diag.cc, ov-cx-diag.h, ov-cx-mat.cc, ov-cx-mat.h, ov-cx-sparse.cc, ov-cx-sparse.h, ov-dld-fcn.cc, ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn-inline.cc, ov-fcn-inline.h, ov-fcn.cc, ov-fcn.h, ov-float.cc, ov-float.h, ov-flt-complex.cc, ov-flt-complex.h, ov-flt-cx-diag.cc, ov-flt-cx-diag.h, ov-flt-cx-mat.cc, ov-flt-cx-mat.h, ov-flt-re-diag.cc, ov-flt-re-diag.h, ov-flt-re-mat.cc, ov-flt-re-mat.h, ov-int16.cc, ov-int32.cc, ov-int64.cc, ov-int8.cc, ov-intx.h, ov-java.cc, ov-java.h, ov-mex-fcn.cc, ov-mex-fcn.h, ov-perm.cc, ov-perm.h, ov-range.cc, ov-range.h, ov-re-diag.cc, ov-re-diag.h, ov-re-mat.cc, ov-re-mat.h, ov-re-sparse.cc, ov-re-sparse.h, ov-scalar.cc, ov-scalar.h, ov-str-mat.cc, ov-str-mat.h, ov-struct.cc, ov-struct.h, ov-uint16.cc, ov-uint32.cc, ov-uint64.cc, ov-uint8.cc, ov-usr-fcn.cc, ov-usr-fcn.h, ov.cc, ov.h, pt-const.cc, pt-const.h, idx-vector.cc, idx-vector.h: Delete uses of oct-alloc.h and OCTAVE_ALLOCATOR macros.
author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 13:43:29 -0500
parents 0e1f5a750d00
children 4197fc428c7d
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@c Copyright (C) 1996-2013 John W. Eaton
@c
@c This file is part of Octave.
@c
@c Octave is free software; you can redistribute it and/or modify it
@c under the terms of the GNU General Public License as published by the
@c Free Software Foundation; either version 3 of the License, or (at
@c your option) any later version.
@c
@c Octave is distributed in the hope that it will be useful, but WITHOUT
@c ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
@c FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
@c for more details.
@c
@c You should have received a copy of the GNU General Public License
@c along with Octave; see the file COPYING.  If not, see
@c <http://www.gnu.org/licenses/>.

@node Optimization
@chapter Optimization

Octave comes with support for solving various kinds of optimization
problems.  Specifically Octave can solve problems in Linear Programming,
Quadratic Programming, Nonlinear Programming, and Linear Least Squares
Minimization.

@menu
* Linear Programming::
* Quadratic Programming::
* Nonlinear Programming::
* Linear Least Squares::
@end menu

@c @cindex linear programming
@cindex quadratic programming
@cindex nonlinear programming
@cindex optimization
@cindex LP
@cindex QP
@cindex NLP

@node Linear Programming
@section Linear Programming

Octave can solve Linear Programming problems using the @code{glpk}
function.  That is, Octave can solve

@tex
$$
  \min_x c^T x
$$
@end tex
@ifnottex

@example
min C'*x
@end example

@end ifnottex
subject to the linear constraints
@tex
$Ax = b$ where $x \geq 0$.
@end tex
@ifnottex
@math{A*x = b} where @math{x @geq{} 0}.
@end ifnottex

@noindent
The @code{glpk} function also supports variations of this problem.

@DOCSTRING(glpk)

@node Quadratic Programming
@section Quadratic Programming

Octave can also solve Quadratic Programming problems, this is
@tex
$$
 \min_x {1 \over 2} x^T H x + x^T q
$$
@end tex
@ifnottex

@example
min 0.5 x'*H*x + x'*q
@end example

@end ifnottex
subject to
@tex
$$
 Ax = b \qquad lb \leq x \leq ub \qquad A_{lb} \leq A_{in} \leq A_{ub}
$$
@end tex
@ifnottex

@example
@group
     A*x = b
     lb <= x <= ub
     A_lb <= A_in*x <= A_ub
@end group
@end example

@end ifnottex

@DOCSTRING(qp)

@DOCSTRING(pqpnonneg)

@node Nonlinear Programming
@section Nonlinear Programming

Octave can also perform general nonlinear minimization using a
successive quadratic programming solver.

@DOCSTRING(sqp)

@node Linear Least Squares
@section Linear Least Squares

Octave also supports linear least squares minimization.  That is,
Octave can find the parameter @math{b} such that the model
@tex
$y = xb$
@end tex
@ifnottex
@math{y = x*b}
@end ifnottex
fits data @math{(x,y)} as well as possible, assuming zero-mean
Gaussian noise.  If the noise is assumed to be isotropic the problem
can be solved using the @samp{\} or @samp{/} operators, or the @code{ols}
function.  In the general case where the noise is assumed to be anisotropic
the @code{gls} is needed.

@DOCSTRING(ols)

@DOCSTRING(gls)

@DOCSTRING(lsqnonneg)

@DOCSTRING(lscov)

@DOCSTRING(optimset)

@DOCSTRING(optimget)