Mercurial > octave

annotate scripts/optimization/fminbnd.m @ 27390:baeed03c3766

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
doc: Use common verbiage to describe input FUN in optimization functions. * fminbnd.m, fminunc.m, fsolve.m: Use common verbiage to describe input FUN.
author Rik <rik@octave.org>
date Thu, 12 Sep 2019 09:57:34 -0700
parents 0a62d9a6aa2d
children b442ec6dda5c
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
26376
00f796120a6d maint: Update copyright dates in all source files.
John W. Eaton <jwe@octave.org>
parents: 26138
diff changeset
1 ## Copyright (C) 2008-2019 VZLU Prague, a.s.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
2 ##
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
3 ## This file is part of Octave.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
4 ##
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
5 ## Octave is free software: you can redistribute it and/or modify it
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
6 ## under the terms of the GNU General Public License as published by
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
7 ## the Free Software Foundation, either version 3 of the License, or
22755
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
8 ## (at your option) any later version.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
9 ##
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
13 ## GNU General Public License for more details.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
14 ##
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
15 ## You should have received a copy of the GNU General Public License
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
16 ## along with Octave; see the file COPYING. If not, see
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
17 ## <https://www.gnu.org/licenses/>.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
18 ##
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
19 ## Author: Jaroslav Hajek <highegg@gmail.com>
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
20
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
21 ## -*- texinfo -*-
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
22 ## @deftypefn {} {@var{x} =} fminbnd (@var{fun}, @var{a}, @var{b})
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
23 ## @deftypefnx {} {@var{x} =} fminbnd (@var{fun}, @var{a}, @var{b}, @var{options})
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
24 ## @deftypefnx {} {[@var{x}, @var{fval}, @var{info}, @var{output}] =} fminbnd (@dots{})
14895
e0525ecf156e Add new function fminsearch.m
Andy Adler <andy@analyti.ca>
parents: 14868
diff changeset
25 ## Find a minimum point of a univariate function.
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
26 ##
27390
baeed03c3766 doc: Use common verbiage to describe input FUN in optimization functions.
Rik <rik@octave.org>
parents: 27069
diff changeset
27 ## @var{fun} is a function handle, inline function, or string containing the
baeed03c3766 doc: Use common verbiage to describe input FUN in optimization functions.
Rik <rik@octave.org>
parents: 27069
diff changeset
28 ## name of the function to evaluate.
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
29 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
30 ## The starting interval is specified by @var{a} (left boundary) and @var{b}
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
31 ## (right boundary). The endpoints must be finite.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
32 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
33 ## @var{options} is a structure specifying additional parameters which
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
34 ## control the algorithm. Currently, @code{fminbnd} recognizes these options:
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
35 ## @qcode{"Display"}, @qcode{"FunValCheck"}, @qcode{"MaxFunEvals"},
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
36 ## @qcode{"MaxIter"}, @qcode{"OutputFcn"}, @qcode{"TolX"}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
37 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
38 ## @qcode{"MaxFunEvals"} proscribes the maximum number of function evaluations
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
39 ## before optimization is halted. The default value is 500.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
40 ## The value must be a positive integer.
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
41 ##
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
42 ## @qcode{"MaxIter"} proscribes the maximum number of algorithm iterations
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
43 ## before optimization is halted. The default value is 500.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
44 ## The value must be a positive integer.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
45 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
46 ## @qcode{"TolX"} specifies the termination tolerance for the solution @var{x}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
47 ## The default is @code{1e-4}.
20165
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19833
diff changeset
48 ##
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
49 ## For a description of the other options, see @ref{XREFoptimset,,optimset}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
50 ## To initialize an options structure with default values for @code{fminbnd}
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
51 ## use @code{options = optimset ("fminbnd")}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
52 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
53 ## On exit, the function returns @var{x}, the approximate minimum point, and
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
54 ## @var{fval}, the function evaluated @var{x}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
55 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
56 ## The third output @var{info} reports whether the algorithm succeeded and may
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
57 ## take one of the following values:
10297
ed88ea036716 improve docs of fzero/fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents: 10296
diff changeset
58 ##
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
59 ## @itemize
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
60 ## @item 1
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
61 ## The algorithm converged to a solution.
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
62 ##
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
63 ## @item 0
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
64 ## Iteration limit (either @code{MaxIter} or @code{MaxFunEvals}) exceeded.
10821
693e22af08ae Grammarcheck documentation of m-files
Rik <octave@nomad.inbox5.com>
parents: 10793
diff changeset
65 ##
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
66 ## @item -1
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
67 ## The algorithm was terminated by a user @code{OutputFcn}.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
68 ## @end itemize
14895
e0525ecf156e Add new function fminsearch.m
Andy Adler <andy@analyti.ca>
parents: 14868
diff changeset
69 ##
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
70 ## Programming Notes: The search for a minimum is restricted to be in the
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
71 ## finite interval bound by @var{a} and @var{b}. If you have only one initial
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
72 ## point to begin searching from then you will need to use an unconstrained
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
73 ## minimization algorithm such as @code{fminunc} or @code{fminsearch}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
74 ## @code{fminbnd} internally uses a Golden Section search strategy.
14895
e0525ecf156e Add new function fminsearch.m
Andy Adler <andy@analyti.ca>
parents: 14868
diff changeset
75 ## @seealso{fzero, fminunc, fminsearch, optimset}
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
76 ## @end deftypefn
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
77
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
78 ## This is patterned after opt/fmin.f from Netlib, which in turn is taken from
19833
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19697
diff changeset
79 ## Richard Brent: Algorithms For Minimization Without Derivatives,
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19697
diff changeset
80 ## Prentice-Hall (1973)
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
81
13027
b9a89ca0fb75 prevent optimization functions from setting ans in workspace at startup
John W. Eaton <jwe@octave.org>
parents: 11587
diff changeset
82 ## PKG_ADD: ## Discard result to avoid polluting workspace with ans at startup.
b9a89ca0fb75 prevent optimization functions from setting ans in workspace at startup
John W. Eaton <jwe@octave.org>
parents: 11587
diff changeset
83 ## PKG_ADD: [~] = __all_opts__ ("fminbnd");
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
84
22765
01aae08a0105 maint: Rename variables to match documentation in m-files.
Rik <rik@octave.org>
parents: 22755
diff changeset
85 function [x, fval, info, output] = fminbnd (fun, a, b, options = struct ())
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
86
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
87 ## Get default options if requested.
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
88 if (nargin == 1 && ischar (fun) && strcmp (fun, "defaults"))
26138
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089).
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 26118
diff changeset
89 x = struct ("Display", "notify", "FunValCheck", "off",
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089).
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 26118
diff changeset
90 "MaxFunEvals", 500, "MaxIter", 500,
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089).
Kai T. Ohlhus <k.ohlhus@gmail.com>
parents: 26118
diff changeset
91 "OutputFcn", [], "TolX", 1e-4);
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
92 return;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
93 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
94
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
95 if (nargin < 2 || nargin > 4)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
96 print_usage ();
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
97 endif
19597
db92e7e28e1f strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents: 19443
diff changeset
98
22765
01aae08a0105 maint: Rename variables to match documentation in m-files.
Rik <rik@octave.org>
parents: 22755
diff changeset
99 if (a > b)
19443
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219).
Massimiliano Fasi <massimiliano.fasi@gmail.com>
parents: 18290
diff changeset
100 error ("Octave:invalid-input-arg",
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219).
Massimiliano Fasi <massimiliano.fasi@gmail.com>
parents: 18290
diff changeset
101 "fminbnd: the lower bound cannot be greater than the upper one");
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219).
Massimiliano Fasi <massimiliano.fasi@gmail.com>
parents: 18290
diff changeset
102 endif
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
103
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
104 if (ischar (fun))
26118
7502fce4cd3a str2func: eliminate optional second "global" argument
John W. Eaton <jwe@octave.org>
parents: 25740
diff changeset
105 fun = str2func (fun);
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
106 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
107
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
108 displ = optimget (options, "Display", "notify");
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
109 funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on");
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
110 outfcn = optimget (options, "OutputFcn");
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
111 tolx = optimget (options, "TolX", 1e-4);
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
112 maxiter = optimget (options, "MaxIter", 500);
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
113 maxfev = optimget (options, "MaxFunEvals", 500);
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
114
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
115 if (funvalchk)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
116 ## Replace fun with a guarded version.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
117 fun = @(x) guarded_eval (fun, x);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
118 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
119
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
120 ## The default exit flag if exceeded number of iterations.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
121 info = 0;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
122 niter = 0;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
123 nfev = 0;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
124
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14552
diff changeset
125 c = 0.5*(3 - sqrt (5));
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
126 v = a + c*(b-a);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
127 w = x = v;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
128 e = 0;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
129 fv = fw = fval = fun (x);
20735
418ae0cb752f Replace ++,-- with in-place operators for performance.
Rik <rik@octave.org>
parents: 20727
diff changeset
130 nfev += 1;
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
131
22765
01aae08a0105 maint: Rename variables to match documentation in m-files.
Rik <rik@octave.org>
parents: 22755
diff changeset
132 if (isa (a, "single") || isa (b, "single") || isa (fval, "single"))
21099
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
133 sqrteps = eps ("single");
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
134 else
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
135 sqrteps = eps ("double");
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
136 endif
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
137
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
138 ## Only for display purposes.
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
139 iter(1).funccount = nfev;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
140 iter(1).x = x;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
141 iter(1).fx = fval;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
142
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
143 while (niter < maxiter && nfev < maxfev)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
144 xm = 0.5*(a+b);
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14552
diff changeset
145 ## FIXME: the golden section search can actually get closer than sqrt(eps)
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14552
diff changeset
146 ## sometimes. Sometimes not, it depends on the function. This is the
21099
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0.
Rik <rik@octave.org>
parents: 20852
diff changeset
147 ## strategy from the Netlib code. Something smarter would be good.
10392
b4e5dcf023c9 fix fminbnd termination tolerances
Jaroslav Hajek <highegg@gmail.com>
parents: 10297
diff changeset
148 tol = 2 * sqrteps * abs (x) + tolx / 3;
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
149 if (abs (x - xm) <= (2*tol - 0.5*(b-a)))
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
150 info = 1;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
151 break;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
152 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
153
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
154 if (abs (e) > tol)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
155 dogs = false;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
156 ## Try inverse parabolic step.
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
157 iter(niter+1).procedure = "parabolic";
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
158
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
159 r = (x - w)*(fval - fv);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
160 q = (x - v)*(fval - fw);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
161 p = (x - v)*q - (x - w)*r;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
162 q = 2*(q - r);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
163 p *= -sign (q);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
164 q = abs (q);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
165 r = e;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
166 e = d;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
167
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
168 if (abs (p) < abs (0.5*q*r) && p > q*(a-x) && p < q*(b-x))
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
169 ## The parabolic step is acceptable.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
170 d = p / q;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
171 u = x + d;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
172
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
173 ## f must not be evaluated too close to ax or bx.
10392
b4e5dcf023c9 fix fminbnd termination tolerances
Jaroslav Hajek <highegg@gmail.com>
parents: 10297
diff changeset
174 if (min (u-a, b-u) < 2*tol)
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
175 d = tol * (sign (xm - x) + (xm == x));
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
176 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
177 else
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
178 dogs = true;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
179 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
180 else
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
181 dogs = true;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
182 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
183 if (dogs)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
184 ## Default to golden section step.
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
185
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
186 ## WARNING: This is also the "initial" procedure following MATLAB
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
187 ## nomenclature. After the loop we'll fix the string for the first step.
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
188 iter(niter+1).procedure = "golden";
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
189
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
190 e = ifelse (x >= xm, a - x, b - x);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
191 d = c * e;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
192 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
193
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
194 ## f must not be evaluated too close to x.
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
195 u = x + max (abs (d), tol) * (sign (d) + (d == 0));
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
196 fu = fun (u);
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
197
20735
418ae0cb752f Replace ++,-- with in-place operators for performance.
Rik <rik@octave.org>
parents: 20727
diff changeset
198 niter += 1;
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
199
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
200 iter(niter).funccount = nfev++;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
201 iter(niter).x = u;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
202 iter(niter).fx = fu;
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
203
21562
6c2fd62db1f7 maint: Eliminate accidental double spaces in code.
Rik <rik@octave.org>
parents: 21099
diff changeset
204 ## update a, b, v, w, and x
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
205
18290
61dab64aa5a6 fminbnd.m: Correctly handle certain functions with odd discontinuities (bug #36923)
Rik <rik@octave.org>
parents: 17744
diff changeset
206 if (fu < fval)
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
207 if (u < x)
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
208 b = x;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
209 else
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
210 a = x;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
211 endif
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
212 v = w; fv = fw;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
213 w = x; fw = fval;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
214 x = u; fval = fu;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
215 else
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
216 ## The following if-statement was originally executed even if fu == fval.
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
217 if (u < x)
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
218 a = u;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
219 else
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
220 b = u;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
221 endif
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
222 if (fu <= fw || w == x)
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
223 v = w; fv = fw;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
224 w = u; fw = fu;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
225 elseif (fu <= fv || v == x || v == w)
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
226 v = u;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
227 fv = fu;
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
228 endif
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
229 endif
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
230
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
231 ## If there's an output function, use it now.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
232 if (outfcn)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
233 optv.funccount = nfev;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
234 optv.fval = fval;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
235 optv.iteration = niter;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
236 if (outfcn (x, optv, "iter"))
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
237 info = -1;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
238 break;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
239 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
240 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
241 endwhile
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
242
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
243 ## Fix the first step procedure.
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
244 iter(1).procedure = "initial";
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
245
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
246 ## Handle the "Display" option
16933
e39f00a32dc7 maint: Use parentheses around condition for switch(),while(),if() statements.
Rik <rik@octave.org>
parents: 16772
diff changeset
247 switch (displ)
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
248 case "iter"
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
249 print_formatted_table (iter);
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
250 print_exit_msg (info, struct ("TolX", tolx, "fx", fval));
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
251 case "notify"
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
252 if (info == 0)
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
253 print_exit_msg (info, struct ("fx",fval));
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
254 endif
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
255 case "final"
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
256 print_exit_msg (info, struct ("TolX", tolx, "fx", fval));
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
257 case "off"
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
258 "skip";
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
259 otherwise
20727
a5949b3d2332 Preface warning() messages with name of function when possible.
Rik <rik@octave.org>
parents: 20726
diff changeset
260 warning ("fminbnd: unknown option for Display: '%s'", displ);
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
261 endswitch
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
262
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
263 output.iterations = niter;
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
264 output.funcCount = nfev;
25740
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible.
Rik <rik@octave.org>
parents: 25054
diff changeset
265 output.algorithm = "golden section search, parabolic interpolation";
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
266 output.bracket = [a, b];
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
267 ## FIXME: bracketf possibly unavailable.
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
268
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
269 endfunction
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
270
21759
b002b4331a12 maint: Use two newlines after endfunction and start of BIST tests.
Rik <rik@octave.org>
parents: 21751
diff changeset
271 ## A helper function that evaluates a function and checks for bad results.
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
272 function fx = guarded_eval (fun, x)
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
273 fx = fun (x);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
274 fx = fx(1);
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
275 if (! isreal (fx))
27069
0a62d9a6aa2d Place Octave's warning and error IDs in to the "Octave" namespace (bug #56213).
Rik <rik@octave.org>
parents: 26376
diff changeset
276 error ("Octave:fmindbnd:notreal", "fminbnd: non-real value encountered");
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
277 elseif (isnan (fx))
27069
0a62d9a6aa2d Place Octave's warning and error IDs in to the "Octave" namespace (bug #56213).
Rik <rik@octave.org>
parents: 26376
diff changeset
278 error ("Octave:fmindbnd:isnan", "fminbnd: NaN value encountered");
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
279 endif
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
280 endfunction
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
281
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
282 ## A hack for printing a formatted table
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
283 function print_formatted_table (table)
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
284 printf ("\n Func-count x f(x) Procedure\n");
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
285 for row=table
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
286 printf("%5.5s %7.7s %8.8s\t%s\n",
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
287 int2str (row.funccount), num2str (row.x,"%.5f"),
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
288 num2str (row.fx,"%.6f"), row.procedure);
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
289 endfor
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
290 printf ("\n");
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
291 endfunction
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
292
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
293 ## Print either a success termination message or bad news
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
294 function print_exit_msg (info, opt=struct())
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
295 printf ("");
16933
e39f00a32dc7 maint: Use parentheses around condition for switch(),while(),if() statements.
Rik <rik@octave.org>
parents: 16772
diff changeset
296 switch (info)
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
297 case 1
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
298 printf ("Optimization terminated:\n");
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
299 printf (" the current x satisfies the termination criteria using OPTIONS.TolX of %e\n", opt.TolX);
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
300 case 0
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
301 printf ("Exiting: Maximum number of iterations has been exceeded\n");
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
302 printf (" - increase MaxIter option.\n");
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
303 printf (" Current function value: %.6f\n", opt.fx);
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
304 case -1
17336
b81b9d079515 Use '##' for comments which stand alone on a line.
Rik <rik@octave.org>
parents: 17281
diff changeset
305 "FIXME"; # FIXME: what's the message MATLAB prints for this case?
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
306 otherwise
20726
25d676f9619c Preface error() messages with name of function when possible.
Rik <rik@octave.org>
parents: 20165
diff changeset
307 error ("fminbnd: internal error, info return code was %d", info);
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
308 endswitch
21634
96518f623c91 Backed out changeset dcf8922b724b
Mike Miller <mtmiller@octave.org>
parents: 21633
diff changeset
309 printf ("\n");
15706
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
310 endfunction
242e9efd4315 Added Display option for fminbnd()
Júlio Hoffimann <julio.hoffimann@gmail.com>
parents: 14895
diff changeset
311
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
312
10296
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
313 %!shared opt0
035ac548a67e implement fminbnd
Jaroslav Hajek <highegg@gmail.com>
parents:
diff changeset
314 %! opt0 = optimset ("tolx", 0);
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
315 %!assert (fminbnd (@cos, pi/2, 3*pi/2, opt0), pi, 10*sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
316 %!assert (fminbnd (@(x) (x - 1e-3)^4, -1, 1, opt0), 1e-3, 10e-3*sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
317 %!assert (fminbnd (@(x) abs (x-1e7), 0, 1e10, opt0), 1e7, 10e7*sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
318 %!assert (fminbnd (@(x) x^2 + sin (2*pi*x), 0.4, 1, opt0), fzero (@(x) 2*x + 2*pi*cos (2*pi*x), [0.4, 1], opt0), sqrt (eps))
19597
db92e7e28e1f strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents: 19443
diff changeset
319 %!assert (fminbnd (@(x) x > 0.3, 0, 1) < 0.3)
db92e7e28e1f strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents: 19443
diff changeset
320 %!assert (fminbnd (@(x) sin (x), 0, 0), 0, eps)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
321
19443
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219).
Massimiliano Fasi <massimiliano.fasi@gmail.com>
parents: 18290
diff changeset
322 %!error <lower bound cannot be greater> fminbnd (@(x) sin (x), 0, -pi)