octave: scripts/optimization/fminsearch.m annotate

annotate scripts/optimization/fminsearch.m @ 30893:e1788b1a315f

maint: Use "fcn" as preferred abbreviation for "function" in m-files. * accumarray.m, accumdim.m, quadl.m, quadv.m, randi.m, structfun.m, __is_function__.m, uigetfile.m, uimenu.m, uiputfile.m, doc_cache_create.m, colorspace_conversion_input_check.m, imageIO.m, argnames.m, vectorize.m, vectorize.m, normest1.m, inputname.m, nthargout.m, display_info_file.m, decic.m, ode15i.m, ode15s.m, ode23.m, ode23s.m, ode45.m, odeset.m, check_default_input.m, integrate_adaptive.m, ode_event_handler.m, runge_kutta_23.m, runge_kutta_23s.m, runge_kutta_45_dorpri.m, runge_kutta_interpolate.m, starting_stepsize.m, __all_opts__.m, fminbnd.m, fminsearch.m, fminunc.m, fsolve.m, fzero.m, sqp.m, fplot.m, plotyy.m, __bar__.m, __ezplot__.m, flat_entry.html, profexport.m, movfun.m, bicg.m, bicgstab.m, cgs.m, eigs.m, gmres.m, pcg.m, __alltohandles__.m, __sprand__.m, qmr.m, tfqmr.m, dump_demos.m: Replace "func", "fun", "fn" in documentation and variable names with "fcn".

author	Rik <rik@octave.org>
date	Mon, 04 Apr 2022 18:14:56 -0700
parents	796f54d4ddbf
children	597f3ee61a48

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ########################################################################
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 ##
30564 796f54d4ddbf update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 29359 diff changeset	3 ## Copyright (C) 2003-2022 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27584 diff changeset	4 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 ## distribution or <https://octave.org/copyright/>.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	7 ##
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	8 ## This file is part of Octave.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23567 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	11 ## 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: 23567 diff changeset	12 ## 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	13 ## (at your option) any later version.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	14 ##
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	18 ## GNU General Public License for more details.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	19 ##
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	21 ## 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: 23567 diff changeset	22 ## <https://www.gnu.org/licenses/>.
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 ##
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ########################################################################
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	25
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	26 ## -- texinfo --
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	27 ## @deftypefn {} {@var{x} =} fminsearch (@var{fcn}, @var{x0})
e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	28 ## @deftypefnx {} {@var{x} =} fminsearch (@var{fcn}, @var{x0}, @var{options})
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	29 ## @deftypefnx {} {@var{x} =} fminsearch (@var{problem})
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	30 ## @deftypefnx {} {[@var{x}, @var{fval}, @var{exitflag}, @var{output}] =} fminsearch (@dots{})
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	31 ##
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	32 ## Find a value of @var{x} which minimizes the multi-variable function
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	33 ## @var{fcn}.
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19596 diff changeset	34 ##
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	35 ## @var{fcn} is a function handle, inline function, or string containing the
27389 d4655f32dde7 fminsearch.m: Accept string for FCN argument (bug #56885) Rik <rik@octave.org> parents: 26753 diff changeset	36 ## name of the function to evaluate.
d4655f32dde7 fminsearch.m: Accept string for FCN argument (bug #56885) Rik <rik@octave.org> parents: 26753 diff changeset	37 ##
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	38 ## The search begins at the point @var{x0} and iterates using the
19040 0850b5212619 doc: Add @nospell macro around proper names in documentation. Rik <rik@octave.org> parents: 17744 diff changeset	39 ## @nospell{Nelder & Mead} Simplex algorithm (a derivative-free method). This
0850b5212619 doc: Add @nospell macro around proper names in documentation. Rik <rik@octave.org> parents: 17744 diff changeset	40 ## algorithm is better-suited to functions which have discontinuities or for
0850b5212619 doc: Add @nospell macro around proper names in documentation. Rik <rik@octave.org> parents: 17744 diff changeset	41 ## which a gradient-based search such as @code{fminunc} fails.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	42 ##
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19596 diff changeset	43 ## Options for the search are provided in the parameter @var{options} using the
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19596 diff changeset	44 ## function @code{optimset}. Currently, @code{fminsearch} accepts the options:
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	45 ## @qcode{"Display"}, @qcode{"FunValCheck"},@qcode{"MaxFunEvals"},
25828 8b548f2f8086 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 25739 diff changeset	46 ## @qcode{"MaxIter"}, @qcode{"OutputFcn"}, @qcode{"TolFun"}, @qcode{"TolX"}.
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	47 ##
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	48 ## @qcode{"MaxFunEvals"} proscribes the maximum number of function evaluations
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	49 ## before optimization is halted. The default value is
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	50 ## @code{200 * number_of_variables}, i.e., @code{200 * length (@var{x0})}.
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	51 ## The value must be a positive integer.
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	52 ##
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	53 ## @qcode{"MaxIter"} proscribes the maximum number of algorithm iterations
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	54 ## before optimization is halted. The default value is
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	55 ## @code{200 * number_of_variables}, i.e., @code{200 * length (@var{x0})}.
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	56 ## The value must be a positive integer.
25828 8b548f2f8086 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 25739 diff changeset	57 ##
28958 6fd6ad758b10 doc: Use @xref, @pxref rather than "see @code{}" in TexInfo. Rik <rik@octave.org> parents: 28912 diff changeset	58 ## For a description of the other options,
6fd6ad758b10 doc: Use @xref, @pxref rather than "see @code{}" in TexInfo. Rik <rik@octave.org> parents: 28912 diff changeset	59 ## @pxref{XREFoptimset,,@code{optimset}}. To initialize an options structure
6fd6ad758b10 doc: Use @xref, @pxref rather than "see @code{}" in TexInfo. Rik <rik@octave.org> parents: 28912 diff changeset	60 ## with default values for @code{fminsearch} use
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	61 ## @code{options = optimset ("fminsearch")}.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	62 ##
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	63 ## @code{fminsearch} may also be called with a single structure argument
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	64 ## with the following fields:
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	65 ##
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	66 ## @table @code
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	67 ## @item objective
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	68 ## The objective function.
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	69 ##
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	70 ## @item x0
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	71 ## The initial point.
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	72 ##
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	73 ## @item solver
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	74 ## Must be set to @qcode{"fminsearch"}.
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	75 ##
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	76 ## @item options
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	77 ## A structure returned from @code{optimset} or an empty matrix to
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	78 ## indicate that defaults should be used.
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	79 ## @end table
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	80 ##
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	81 ## @noindent
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	82 ## The field @code{options} is optional. All others are required.
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	83 ##
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19596 diff changeset	84 ## On exit, the function returns @var{x}, the minimum point, and @var{fval},
22967 3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	85 ## the function value at the minimum.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	86 ##
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	87 ## The third output @var{exitflag} reports whether the algorithm succeeded and
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	88 ## may take one of the following values:
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	89 ##
23114 19e958974410 fminsearch.m: fix texinfo header (bug #50178) Philip Nienhuis <prnienhuis@users.sf.net> parents: 23113 diff changeset	90 ## @table @asis
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	91 ## @item 1
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	92 ## if the algorithm converged
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	93 ## (size of the simplex is smaller than @code{TolX} @strong{AND} the step in
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	94 ## function value between iterations is smaller than @code{TolFun}).
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	95 ##
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	96 ## @item 0
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	97 ## if the maximum number of iterations or the maximum number of function
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	98 ## evaluations are exceeded.
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	99 ##
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	100 ## @item -1
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	101 ## if the iteration is stopped by the @qcode{"OutputFcn"}.
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	102 ## @end table
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	103 ##
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	104 ## The fourth output is a structure @var{output} containing runtime
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	105 ## about the algorithm. Fields in the structure are @code{funcCount}
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	106 ## containing the number of function calls to @var{fcn}, @code{iterations}
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	107 ## containing the number of iteration steps, @code{algorithm} with the name of
25828 8b548f2f8086 maint: Strip trailing whitespace from source files. John W. Eaton <jwe@octave.org> parents: 25739 diff changeset	108 ## the search algorithm (always:
23567 71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	109 ## @nospell{@qcode{"Nelder-Mead simplex direct search"}}), and @code{message}
71bfd507663c doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 23220 diff changeset	110 ## with the exit message.
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	111 ##
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	112 ## Example:
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	113 ##
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	114 ## @example
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	115 ## fminsearch (@@(x) (x(1)-5).^2+(x(2)-8).^4, [0;0])
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	116 ## @end example
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	117 ##
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	118 ## Note: If you need to find the minimum of a single variable function it is
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	119 ## probably better to use @code{fminbnd}.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	120 ## @seealso{fminbnd, fminunc, optimset}
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	121 ## @end deftypefn
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	122
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	123 ## PKG_ADD: ## Discard result to avoid polluting workspace with ans at startup.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	124 ## PKG_ADD: [~] = __all_opts__ ("fminsearch");
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	125
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	126 ## FIXME: Add support for output function with "state" set to "interrupt".
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	127
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	128 function [x, fval, exitflag, output] = fminsearch (varargin)
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	129
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	130 if (nargin < 1)
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	131 print_usage ();
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	132 endif
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	133
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	134 ## Get default options if requested.
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	135 if (nargin == 1 && ischar (varargin{1}) && strcmp (varargin{1}, "defaults"))
26138 804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 25936 diff changeset	136 x = struct ("Display", "notify", "FunValCheck", "off",
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 25936 diff changeset	137 "MaxFunEvals", [], "MaxIter", [],
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 25936 diff changeset	138 "OutputFcn", [],
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 25936 diff changeset	139 "TolFun", 1e-4, "TolX", 1e-4);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	140 return;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	141 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	142
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	143 if (nargin == 1)
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	144 problem = varargin{1};
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	145 varargin = {};
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	146 if (! isstruct (problem))
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	147 error ("fminsearch: PROBLEM must be a structure");
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	148 endif
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	149 fcn = problem.objective;
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	150 x0 = problem.x0;
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	151 if (! strcmp (problem.solver, "fminsearch"))
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	152 error ('fminsearch: problem.solver must be set to "fminsearch"');
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	153 endif
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	154 if (isfield (problem, "options"))
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	155 options = problem.options;
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	156 else
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	157 options = [];
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	158 endif
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	159 elseif (nargin > 1)
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	160 fcn = varargin{1};
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	161 x0 = varargin{2};
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	162 if (nargin > 2)
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	163 options = varargin{3};
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	164 varargin(1:3) = [];
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	165 else
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	166 options = [];
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	167 varargin = {};
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	168 endif
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	169 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	170
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	171 if (ischar (fcn))
e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	172 fcn = str2func (fcn);
27389 d4655f32dde7 fminsearch.m: Accept string for FCN argument (bug #56885) Rik <rik@octave.org> parents: 26753 diff changeset	173 endif
d4655f32dde7 fminsearch.m: Accept string for FCN argument (bug #56885) Rik <rik@octave.org> parents: 26753 diff changeset	174
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	175 if (isempty (options))
22967 3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	176 options = struct ();
3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	177 endif
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	178
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	179 [x, exitflag, output] = nmsmax (fcn, x0, options, varargin{:});
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	180
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	181 if (isargout (2))
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	182 fval = feval (fcn, x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	183 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	184
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	185 endfunction
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	186
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	187 ## NMSMAX Nelder-Mead simplex method for direct search optimization.
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	188 ## [x, fmax, nf] = NMSMAX(FCN, x0, STOPIT, SAVIT) attempts to
e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	189 ## maximize the function FCN, using the starting vector x0.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	190 ## The Nelder-Mead direct search method is used.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	191 ## Output arguments:
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	192 ## x = vector yielding largest function value found,
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	193 ## fmax = function value at x,
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	194 ## nf = number of function evaluations.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	195 ## The iteration is terminated when either
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	196 ## - the relative size of the simplex is <= STOPIT(1)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	197 ## (default 1e-3),
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	198 ## - STOPIT(2) function evaluations have been performed
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	199 ## (default inf, i.e., no limit), or
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	200 ## - a function value equals or exceeds STOPIT(3)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	201 ## (default inf, i.e., no test on function values).
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	202 ## The form of the initial simplex is determined by STOPIT(4):
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	203 ## STOPIT(4) = 0: regular simplex (sides of equal length, the default)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	204 ## STOPIT(4) = 1: right-angled simplex.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	205 ## Progress of the iteration is not shown if STOPIT(5) = 0 (default 1).
21751 b571fc85953f maint: Use two spaces after period to indicate sentence break. Rik <rik@octave.org> parents: 21099 diff changeset	206 ## STOPIT(6) indicates the direction (i.e., minimization or
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	207 ## maximization.) Default is 1, maximization.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	208 ## set STOPIT(6)=-1 for minimization
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	209 ## If a non-empty fourth parameter string SAVIT is present, then
15468 6437fa7263dd use ' instead of ` in error messages, warnings and most comments John W. Eaton <jwe@octave.org> parents: 14895 diff changeset	210 ## 'SAVE SAVIT x fmax nf' is executed after each inner iteration.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	211 ## NB: x0 can be a matrix. In the output argument, in SAVIT saves,
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	212 ## and in function calls, x has the same shape as x0.
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	213 ## NMSMAX(FCN, x0, STOPIT, SAVIT, P1, P2,...) allows additional
e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	214 ## arguments to be passed to FCN, via feval(FCN,x,P1,P2,...).
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	215 ## References:
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	216 ## N. J. Higham, Optimization by direct search in matrix computations,
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	217 ## SIAM J. Matrix Anal. Appl, 14(2): 317-333, 1993.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	218 ## C. T. Kelley, Iterative Methods for Optimization, Society for Industrial
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	219 ## and Applied Mathematics, Philadelphia, PA, 1999.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	220
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	221 ## From Matrix Toolbox
17744 d63878346099 maint: Update copyright notices for release. John W. Eaton <jwe@octave.org> parents: 17281 diff changeset	222 ## Copyright (C) 2002, 2013 N.J.Higham
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	223 ## www.maths.man.ac.uk/~higham/mctoolbox
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	224 ##
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	225 ## Modifications for Octave by A.Adler 2003
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	226
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	227 function [stopit, savit, dirn, trace, tol, maxiter, tol_f, outfcn] = ...
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	228 parse_options (options, x)
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	229
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	230 ## Tolerance for cgce test based on relative size of simplex.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	231 stopit(1) = tol = optimget (options, "TolX", 1e-4);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	232
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	233 ## Tolerance for cgce test based on step in function value.
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	234 tol_f = optimget (options, "TolFun", 1e-4);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	235
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	236 ## Max number of function evaluations.
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	237 stopit(2) = optimget (options, "MaxFunEvals", 200 * length (x));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	238
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	239 ## Max number of iterations
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	240 maxiter = optimget (options, "MaxIter", 200 * length (x));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	241
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	242 ## Default target for function values.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	243 stopit(3) = Inf; # FIXME: expose this parameter to the outside
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	244
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	245 ## Default initial simplex.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	246 stopit(4) = 0; # FIXME: expose this parameter to the outside
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	247
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	248 ## Default: show progress.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	249 display = optimget (options, "Display", "notify");
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	250 switch (display)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	251 case "iter"
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	252 stopit(5) = 1;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	253 case "final"
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	254 stopit(5) = 2;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	255 case "notify"
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	256 stopit(5) = 3;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	257 otherwise # "none"
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	258 stopit(5) = 0;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	259 endswitch
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	260 trace = stopit(5);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	261
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	262 ## Use function to minimize, not maximize
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	263 stopit(6) = dirn = -1;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	264
20713 2469d78a1d8b Consistently use 'filename' rather than 'file name' throughout code base. Rik <rik@octave.org> parents: 20231 diff changeset	265 ## Filename for snapshots.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	266 savit = []; # FIXME: expose this parameter to the outside
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	267
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	268 ## OutputFcn
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	269 outfcn = optimget (options, "OutputFcn");
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	270
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	271 endfunction
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	272
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	273 function [x, exitflag, output] = nmsmax (fcn, x, options, varargin)
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	274
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	275 [stopit, savit, dirn, trace, tol, maxiter, tol_f, outfcn] = ...
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	276 parse_options (options, x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	277
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	278 if (strcmpi (optimget (options, "FunValCheck", "off"), "on"))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	279 ## Replace fcn with a guarded version.
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	280 fcn = @(x) guarded_eval (fcn, x, varargin{:});
27584 2ab2e289cf84 fminsearch.m: Use only real part of objective function for Matlab compatibility (bug #57136). Rik <rik@octave.org> parents: 27389 diff changeset	281 else
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	282 fcn = @(x) real (fcn (x, varargin{:}));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	283 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	284
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	285 x0 = x(:); # Work with column vector internally.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	286 n = length (x0);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	287
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	288 V = [zeros(n,1) eye(n)];
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	289 f = zeros (n+1,1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	290 V(:,1) = x0;
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	291 f(1) = dirn * fcn (x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	292 fmax_old = f(1);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	293 nf = 1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	294
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	295 if (trace == 1)
26280 da54f14258e1 fminsearch.m: Fix sign of results for intermediate reporting (bug #55261). Rik <rik@octave.org> parents: 26138 diff changeset	296 printf ("f(x0) = %9.4e\n", dirn * f(1));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	297 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	298
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	299 k = 0; m = 0;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	300
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	301 ## Set up initial simplex.
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	302 scale = max (norm (x0, Inf), 1);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	303 if (stopit(4) == 0)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	304 ## Regular simplex - all edges have same length.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	305 ## Generated from construction given in reference [18, pp. 80-81] of [1].
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	306 alpha = scale / (nsqrt (2)) [sqrt(n+1)-1+n, sqrt(n+1)-1];
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	307 V(:,2:n+1) = (x0 + alpha(2)ones (n,1)) ones (1,n);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	308 for j = 2:n+1
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	309 V(j-1,j) = x0(j-1) + alpha(1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	310 x(:) = V(:,j);
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	311 f(j) = dirn * fcn (x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	312 endfor
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	313 else
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	314 ## Right-angled simplex based on co-ordinate axes.
28912 0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir. Rik <rik@octave.org> parents: 28896 diff changeset	315 alpha = scale * ones (n+1,1);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	316 for j = 2:n+1
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	317 V(:,j) = x0 + alpha(j)*V(:,j);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	318 x(:) = V(:,j);
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	319 f(j) = dirn * fcn (x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	320 endfor
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	321 endif
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	322 nf += n;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	323 how = "initial ";
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	324
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	325 [~, j] = sort (f);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	326 j = j(n+1:-1:1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	327 f = f(j);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	328 V = V(:,j);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	329
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	330 exitflag = 0;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	331
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	332 if (! isempty (outfcn))
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	333 optimvalues.iteration = 0;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	334 optimvalues.funccount = nf;
26280 da54f14258e1 fminsearch.m: Fix sign of results for intermediate reporting (bug #55261). Rik <rik@octave.org> parents: 26138 diff changeset	335 optimvalues.fval = dirn * f(1);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	336 optimvalues.procedure = how;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	337 state = "init";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	338 stop = outfcn (x, optimvalues, state);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	339 if (stop)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	340 msg = "Stopped by OutputFcn\n";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	341 exitflag = -1;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	342 endif
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	343 endif
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	344
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	345 alpha = 1; beta = 1/2; gamma = 2;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	346
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	347 while (exitflag != -1) # Outer (and only) loop.
20735 418ae0cb752f Replace ++,-- with in-place operators for performance. Rik <rik@octave.org> parents: 20713 diff changeset	348 k += 1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	349
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	350 if (k > maxiter)
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	351 msg = "Exceeded maximum iterations\n";
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	352 break;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	353 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	354
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	355 fmax = f(1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	356 if (fmax > fmax_old)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	357 if (! isempty (savit))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	358 x(:) = V(:,1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	359 eval (["save " savit " x fmax nf"]);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	360 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	361 endif
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	362 if (trace == 1)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	363 printf ("Iter. %2.0f,", k);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	364 printf (" how = %-11s", [how ","]);
26280 da54f14258e1 fminsearch.m: Fix sign of results for intermediate reporting (bug #55261). Rik <rik@octave.org> parents: 26138 diff changeset	365 printf ("nf = %3.0f, f = %9.4e (%2.1f%%)\n", nf, dirn * fmax, ...
28912 0de38a6ef693 maint: Use Octave convention of space after function name in scripts dir. Rik <rik@octave.org> parents: 28896 diff changeset	366 100*(fmax-fmax_old)/(abs (fmax_old)+eps));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	367 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	368 fmax_old = fmax;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	369
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	370 ## Three stopping tests from MDSMAX.M
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	371
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	372 ## Stopping Test 1 - f reached target value?
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	373 if (fmax >= stopit(3))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	374 msg = "Exceeded target...quitting\n";
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	375 ## FIXME: Add documentation when stopit(3) gets exposed to the outside
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	376 exitflag = -1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	377 break;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	378 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	379
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	380 ## Stopping Test 2 - too many f-evals?
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	381 if (nf >= stopit(2))
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	382 msg = "Exceeded maximum number of function evaluations\n";
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	383 exitflag = 0;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	384 break;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	385 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	386
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	387 ## Stopping Test 3 - converged? The first part is test (4.3) in [1].
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	388 v1 = V(:,1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	389 size_simplex = norm (V(:,2:n+1)-v1(:,ones (1,n)),1) / max (1, norm (v1,1));
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	390 step_f = max (abs (f(1) - f(2:n+1)));
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	391 if (size_simplex <= tol && step_f <= tol_f )
25739 8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	392 msg = sprintf (["Algorithm converged. Simplex size %9.4e <= %9.4e ", ...
8eec0403a370 fminsearch.m: Update default TolFun to 1e-4 for Matlab compatibility. Rik <rik@octave.org> parents: 25231 diff changeset	393 "and step in function value %9.4e <= %9.4e\n"], ...
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	394 size_simplex, tol, step_f, tol_f);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	395 exitflag = 1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	396 break;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	397 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	398
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	399 ## Call OutputFcn
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	400 if (! isempty (outfcn))
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	401 optimvalues.funccount = nf;
26280 da54f14258e1 fminsearch.m: Fix sign of results for intermediate reporting (bug #55261). Rik <rik@octave.org> parents: 26138 diff changeset	402 optimvalues.fval = dirn * f(1);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	403 optimvalues.iteration = k;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	404 optimvalues.procedure = how;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	405 state = "iter";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	406 stop = outfcn (x, optimvalues, state);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	407 if (stop)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	408 msg = "Stopped by OutputFcn\n";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	409 exitflag = -1;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	410 break;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	411 endif
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	412 endif
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	413
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	414 ## One step of the Nelder-Mead simplex algorithm
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	415 ## NJH: Altered function calls and changed CNT to NF.
15468 6437fa7263dd use ' instead of ` in error messages, warnings and most comments John W. Eaton <jwe@octave.org> parents: 14895 diff changeset	416 ## Changed each 'fr < f(1)' type test to '>' for maximization
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	417 ## and re-ordered function values after sort.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	418
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	419 vbar = (sum (V(:,1:n)')/n)'; # Mean value
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	420 vr = (1 + alpha)vbar - alphaV(:,n+1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	421 x(:) = vr;
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	422 fr = dirn * fcn (x);
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20165 diff changeset	423 nf += 1;
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	424 vk = vr; fk = fr; how = "reflect";
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	425 if (fr > f(n))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	426 if (fr > f(1))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	427 ve = gammavr + (1-gamma)vbar;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	428 x(:) = ve;
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	429 fe = dirn * fcn (x);
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20165 diff changeset	430 nf += 1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	431 if (fe > f(1))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	432 vk = ve;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	433 fk = fe;
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	434 how = "expand";
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	435 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	436 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	437 else
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	438 vt = V(:,n+1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	439 ft = f(n+1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	440 if (fr > ft)
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	441 vt = vr;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	442 ft = fr;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	443 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	444 vc = betavt + (1-beta)vbar;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	445 x(:) = vc;
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	446 fc = dirn * fcn (x);
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20165 diff changeset	447 nf += 1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	448 if (fc > f(n))
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	449 vk = vc; fk = fc;
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	450 how = "contract";
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	451 else
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	452 for j = 2:n
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	453 V(:,j) = (V(:,1) + V(:,j))/2;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	454 x(:) = V(:,j);
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	455 f(j) = dirn * fcn (x);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	456 endfor
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20165 diff changeset	457 nf += n-1;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	458 vk = (V(:,1) + V(:,n+1))/2;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	459 x(:) = vk;
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	460 fk = dirn * fcn (x);
20231 83792dd9bcc1 Use in-place operators in m-files where possible. Rik <rik@octave.org> parents: 20165 diff changeset	461 nf += 1;
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	462 how = "shrink";
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	463 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	464 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	465 V(:,n+1) = vk;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	466 f(n+1) = fk;
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	467 [~,j] = sort(f);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	468 j = j(n+1:-1:1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	469 f = f(j);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	470 V = V(:,j);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	471
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	472 endwhile # End of outer (and only) loop.
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	473
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	474 ## Finished.
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	475 if ( (trace == 1) \|\| (trace == 2) \|\| (trace == 3 && exitflag != 1) )
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	476 printf (msg);
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	477 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	478 x(:) = V(:,1);
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	479
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	480 ## FIXME: Should outputfcn be called only if exitflag != 0,
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	481 ## i.e., only when we have successfully converged?
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	482 if (! isempty (outfcn))
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	483 optimvalues.funccount = nf;
26280 da54f14258e1 fminsearch.m: Fix sign of results for intermediate reporting (bug #55261). Rik <rik@octave.org> parents: 26138 diff changeset	484 optimvalues.fval = dirn * f(1);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	485 optimvalues.iteration = k;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	486 optimvalues.procedure = how;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	487 state = "done";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	488 outfcn (x, optimvalues, state);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	489 endif
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	490
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	491 ## output
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	492 output.iterations = k;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	493 output.funcCount = nf;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	494 output.algorithm = "Nelder-Mead simplex direct search";
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	495 output.message = msg;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	496
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	497 endfunction
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	498
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	499 ## A helper function that evaluates a function and checks for bad results.
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	500 function y = guarded_eval (fcn, x, varargin)
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	501
30893 e1788b1a315f maint: Use "fcn" as preferred abbreviation for "function" in m-files. Rik <rik@octave.org> parents: 30564 diff changeset	502 y = fcn (x, varargin{:});
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	503
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	504 if (! (isreal (y)))
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	505 error ("fminsearch:notreal", "fminsearch: non-real value encountered");
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	506 elseif (any (isnan (y(:))))
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	507 error ("fminsearch:isnan", "fminsearch: NaN value encountered");
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	508 elseif (any (isinf (y(:))))
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	509 error ("fminsearch:isinf", "fminsearch: Inf value encountered");
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	510 endif
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	511
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	512 endfunction
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	513
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	514
e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	515 %!demo
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	516 %! clf;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	517 %! hold on;
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	518 %! draw_fcn = @(x) (plot (x(1), x(2)) && false);
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	519 %! fcn = @(x) (x(1)-5).^2 + (x(2)-8).^4;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	520 %! x0 = [0;0];
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	521 %! [xmin, fval] = fminsearch (fcn, x0, optimset ("OutputFcn", draw_fcn))
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	522 %! hold off;
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	523
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	524 %!assert (fminsearch (@sin, 3, optimset ("MaxIter", 30)), 3*pi/2, 1e-4)
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	525
25231 e1024058833c test: change remaining %!xtests into %!tests Mike Miller <mtmiller@octave.org> parents: 25054 diff changeset	526 ## FIXME: The following test is for checking that fminsearch stops earlier
e1024058833c test: change remaining %!xtests into %!tests Mike Miller <mtmiller@octave.org> parents: 25054 diff changeset	527 ## with these settings. If the optimizer algorithm is changed, it
e1024058833c test: change remaining %!xtests into %!tests Mike Miller <mtmiller@octave.org> parents: 25054 diff changeset	528 ## may fail. Just adapt the values to make it pass again.
e1024058833c test: change remaining %!xtests into %!tests Mike Miller <mtmiller@octave.org> parents: 25054 diff changeset	529 %!test
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	530 %! x = fminsearch (@sin, 3, optimset ("MaxIter", 3, "Display", "none"));
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	531 %! assert (x, 4.8750, 1e-4);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	532 %! x = fminsearch (@sin, 3, optimset ("MaxFunEvals", 18, "Display", "none"));
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	533 %! assert (x, 4.7109, 1e-4);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	534
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	535 %!test
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	536 %! problem.objective = @sin;
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	537 %! problem.x0 = 3;
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	538 %! problem.solver = "fminsearch";
25936 7fa5ee67094a * fminsearch.m: Suppress output in test. John W. Eaton <jwe@octave.org> parents: 25930 diff changeset	539 %! problem.options = optimset ("MaxIter", 3, "Display", "none");
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	540 %! x = fminsearch (problem);
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	541 %! assert (x, 4.8750, 1e-4);
25936 7fa5ee67094a * fminsearch.m: Suppress output in test. John W. Eaton <jwe@octave.org> parents: 25930 diff changeset	542 %! problem.options = optimset ("MaxFunEvals", 18, "Display", "none");
25930 a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	543 %! x = fminsearch (problem);
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	544 %! assert (x, 4.7109, 1e-4);
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	545
a00379f6f8c4 * fminsearch.m: Accept problem structure for Matlab compatibility. John W. Eaton <jwe@octave.org> parents: 25828 diff changeset	546 %!test
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	547 %! c = 1.5;
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	548 %! assert (fminsearch (@(x) x(1).^2 + c*x(2).^2, [1;1]), [0;0], 1e-4);
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	549
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	550 ## additional input argument
22967 3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	551 %!test
3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	552 %! x1 = fminsearch (@(x, c) x(1).^2 + c*x(2).^2, [1;1], [], 1.5);
3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	553 %! assert (x1, [0;0], 1e-4);
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	554 %! x1 = fminsearch (@(x, c) c(1)x(1).^2 + c(2)x(2).^2, [1;1], ...
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	555 %! optimset ("Display", "none"), [1 1.5]);
22967 3c896180df16 Pass additional arguments for fminsearch to called function (bug #41888). Markus Muetzel <markus.muetzel@gmx.de> parents: 22963 diff changeset	556 %! assert (x1, [0;0], 1e-4);
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	557
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	558 ## all output arguments
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	559 %!test
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	560 %! options = optimset ("Display", "none", "TolX", 1e-4, "TolFun", 1e-7);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	561 %! [x, fval, exitflag, output] = fminsearch (@sin, 3, options);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	562 %! assert (x, 3*pi/2, options.TolX);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	563 %! assert (fval, -1, options.TolFun);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	564 %! assert (exitflag, 1);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	565 %! assert (isstruct (output));
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	566 %! assert (isfield (output, "iterations") && isnumeric (output.iterations)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	567 %! && isscalar (output.iterations) && output.iterations > 0);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	568 %! assert (isfield (output, "funcCount") && isnumeric (output.funcCount)
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	569 %! && isscalar (output.funcCount) && output.funcCount > 0);
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	570 %! assert (isfield (output, "algorithm") && ischar (output.algorithm));
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	571 %! assert (isfield (output, "message") && ischar (output.message));
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: diff changeset	572
22962 fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	573 ## Tests for guarded_eval
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	574 %!error <non-real value encountered>
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	575 %! fminsearch (@(x) ([0 2i]), 0, optimset ("FunValCheck", "on"));
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	576 %!error <NaN value encountered>
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	577 %! fminsearch (@(x) (NaN), 0, optimset ("FunValCheck", "on"));
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	578 %!error <Inf value encountered>
fba8a6c742c6 fminsearch.m: Fix error in "guarded_eval". Markus Muetzel <markus.muetzel@gmx.de> parents: 22323 diff changeset	579 %! fminsearch (@(x) (Inf), 0, optimset ("FunValCheck", "on"));
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	580
9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	581 ## Test input validation
28896 90fea9cc9caa test: Add expected error message <Invalid call> to BIST tests for nargin. Rik <rik@octave.org> parents: 27923 diff changeset	582 %!error <Invalid call> fminsearch ()
23113 9241a0fa7873 Additional output arguments for fminsearch (bug #44220). Markus Muetzel <markus.muetzel@gmx.de> parents: 23085 diff changeset	583 %!error fminsearch (1)