Mercurial > octave-nkf
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)