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changeset 6226:984d85191d0d

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[project @ 2007-01-05 18:41:24 by jwe]
author jwe
date Fri, 05 Jan 2007 18:41:24 +0000
parents 62f482479cb5
children 4c252a611d47
files scripts/ChangeLog scripts/optimization/__fsolve_defopts__.m scripts/optimization/optimset.m
diffstat 3 files changed, 144 insertions(+), 0 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog	Thu Jan 04 18:22:59 2007 +0000
+++ b/scripts/ChangeLog	Fri Jan 05 18:41:24 2007 +0000
@@ -1,3 +1,8 @@
+2007-01-05  John W. Eaton  <jwe@octave.org>
+
+	* optimization/optimset.m, optimization/__fsolve_defopts__.m:
+	New files.
+
 2006-12-30  John W. Eaton  <jwe@octave.org>
 
 	* sparse/spfun.m: Check for "function_handle" not "function handle".
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/optimization/__fsolve_defopts__.m	Fri Jan 05 18:41:24 2007 +0000
@@ -0,0 +1,53 @@
+## Copyright (C) 2007 John W. Eaton
+##
+## 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 2, 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, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} __fsolve_defopts__ ()
+## @end deftypefn
+
+function retval = __fsolve_defopts__ ()
+
+  if (nargin == 0)
+    retval = struct ("DerivativeCheck", "off",
+		     "Diagnostics", "off",
+		     "DiffMaxChange", 0.1,
+		     "DiffMinChange", 1e-8,
+		     "Display", "final",
+		     "FunValCheck", "off",
+		     "JacobMult", [],
+		     "JacobPattern", "sparse (ones (jrows, jcols))",
+		     "Jacobian", "off",
+		     "LargeScale", "off",
+		     "LineSearchtype", "quadcubic",
+		     "MaxFunEvals", "100*numberofvariables",
+		     "MaxIter", 400,
+		     "MaxPCGIter", "max (1, floor (numberofvariables/2))",
+		     "NonlEqnAlgorithm", "dogleg",
+		     "OutputFcn", [],
+		     "PlotFcns", [],
+		     "PrecondBandWidth", 0,
+		     "TolFun", 1e-6,
+		     "TolPCG", 0.1,
+		     "TolX", 1e-6,
+		     "TypicalX", "ones (numberofvariables, 1)");
+  else
+    print_usage ();
+  endif
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/optimization/optimset.m	Fri Jan 05 18:41:24 2007 +0000
@@ -0,0 +1,86 @@
+## Copyright (C) 2007 John W. Eaton
+##
+## 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 2, 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, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} optimset ()
+## @deftypefnx {Function File} {} optimset (@var{par}, @var{val}, @dots{})
+## @deftypefnx {Function File} {} optimset (@var{old}, @var{par}, @var{val}, @dots{})
+## @deftypefnx {Function File} {} optimset (@var{old}, @var{new})
+## Create options struct for optimization functions.
+## @end deftypefn
+
+function retval = optimset (varargin)
+
+  nargs = nargin ();
+
+  ## Add more as needed.
+  persistent opts = {
+    "Display", "\"off\"|\"iter\"|{\"final\"}|\"notify\"";
+    "FunValCheck", "{\"off\"}|\"on\"";
+    "MaxFunEvals", "positive integer";
+    "MaxIter", "positive integer";
+    "OutputFun", "function|{[]}";
+    "TolFun", "positive scalar";
+    "TolX", "positive scalar"
+  };
+
+  if (nargs == 0)
+    if (nargout == 0)
+      ## Display possibilities.
+      tmp = opts';
+      disp (struct (tmp{:}));
+    else
+      ## Return structure with empty values.
+      t1 = opts(:,1)';
+      t2 = cell (size (t1));
+      tmp = [t1; t2];
+      retval = struct (tmp{:});
+    endif
+  elseif (nargs == 1 && ischar (varargin{1}))
+    ## Return defaults for named function.
+    fcn = varargin{1};
+    optfcn = sprintf ("__%s_defopts__", fcn);
+    if (exist (optfcn))
+      retval = optimset (optimset (), feval (optfcn));
+    else
+      error ("no defaults for function `%s'", fcn);
+    endif
+  elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2}))
+    ## Set slots in old from nonempties in new.  Should we be checking
+    ## to ensure that the field names are expected?
+    old = varargin{1};
+    new = varargin{2};
+    for [val, key] = new
+      if (! isempty (val))
+	old.(key) = val;
+      endif
+    endfor
+    retval = old;
+  elseif (rem (nargs, 2) && isstruct (varargin{1}))
+    ## Set values in old from name/value pairs.
+    retval = optimset (varargin{1}, struct (varargin{2:end}));
+  elseif (rem (nargs, 2) == 0)
+    ## Create struct.  Default values are replaced by those specified by
+    ## name/value pairs.
+    retval = optimset (optimset (), struct (varargin{:}));
+  else
+    print_usage ();
+  endif
+
+endfunction