view scripts/optimization/optimset.m @ 33579:396481f4e261 bytecode-interpreter tip

maint: Merge default to bytecode-interpreter
author Arun Giridhar <arungiridhar@gmail.com>
date Sun, 12 May 2024 21:03:47 -0400
parents 2e484f9f1f18
children
line wrap: on
line source

########################################################################
##
## Copyright (C) 2007-2024 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {} optimset ()
## @deftypefnx {} {@var{options} =} optimset ()
## @deftypefnx {} {@var{options} =} optimset (@var{par}, @var{val}, @dots{})
## @deftypefnx {} {@var{options} =} optimset (@var{old}, @var{par}, @var{val}, @dots{})
## @deftypefnx {} {@var{options} =} optimset (@var{old}, @var{new})
## Create options structure for optimization functions.
##
## When called without any input or output arguments, @code{optimset} prints
## a list of all valid optimization parameters.
##
## When called with one output and no inputs, return an options structure with
## all valid option parameters initialized to @code{[]}.
##
## When called with a list of parameter/value pairs, return an options
## structure with only the named parameters initialized.
##
## When the first input is an existing options structure @var{old}, the values
## are updated from either the @var{par}/@var{val} list or from the options
## structure @var{new}.
##
## If @var{par} does not exactly match the name of a standard parameter,
## @code{optimset} will attempt to match @var{par} to a standard parameter
## and will set the value of that parameter if a match is found.  Matching is
## case insensitive and is based on character matching at the start of the
## parameter name.  @code{optimset} produces an error if it finds multiple
## ambiguous matches.  If no standard parameter matches are found a warning is
## issued and the non-standard parameter is created.
##
## Standard list of valid parameters:
##
## @table @asis
## @item AutoScaling
##
## @item ComplexEqn
##
## @item Display
## Request verbose display of results from optimizations.  Values are:
##
## @table @asis
## @item @qcode{"off"} [default]
## No display.
##
## @item @qcode{"iter"}
## Display intermediate results for every loop iteration.
##
## @item @qcode{"final"}
## Display the result of the final loop iteration.
##
## @item @qcode{"notify"}
## Display the result of the final loop iteration if the function has
## failed to converge.
## @end table
##
## @item FinDiffType
##
## @item FunValCheck
## When enabled, display an error if the objective function returns an invalid
## value (a complex number, NaN, or Inf).  Must be set to @qcode{"on"} or
## @qcode{"off"} [default].  Note: the functions @code{fzero} and
## @code{fminbnd} correctly handle Inf values and only complex values or NaN
## will cause an error in this case.
##
## @item GradObj
## When set to @qcode{"on"}, the function to be minimized must return a
## second argument which is the gradient, or first derivative, of the
## function at the point @var{x}.  If set to @qcode{"off"} [default], the
## gradient is computed via finite differences.
##
## @item Jacobian
## When set to @qcode{"on"}, the function to be minimized must return a
## second argument which is the Jacobian, or first derivative, of the
## function at the point @var{x}.  If set to @qcode{"off"} [default], the
## Jacobian is computed via finite differences.
##
## @item MaxFunEvals
## Maximum number of function evaluations before optimization stops.
## Must be a positive integer.
##
## @item MaxIter
## Maximum number of algorithm iterations before optimization stops.
## Must be a positive integer.
##
## @item OutputFcn
## A user-defined function executed once per algorithm iteration.
##
## @item TolFun
## Termination criterion for the function output.  If the difference in the
## calculated objective function between one algorithm iteration and the next
## is less than @code{TolFun} the optimization stops.  Must be a positive
## scalar.
##
## @item TolX
## Termination criterion for the function input.  If the difference in @var{x},
## the current search point, between one algorithm iteration and the next is
## less than @code{TolX} the optimization stops.  Must be a positive scalar.
##
## @item TypicalX
##
## @item Updating
## @end table
##
## This list can be extended by the user or other loaded Octave packages.  An
## updated valid parameters list can be queried using the no-argument form of
## @code{optimset}.
##
## Note 1: Only parameter names from the standard list are considered when
## matching short parameter names, and @var{par} will always be expanded
## to match a standard parameter even if an exact non-standard match exists.
## The value of a non-standard parameter that is ambiguous with one or more
## standard parameters cannot be set by @code{optimset} and can only be set
## using @code{setfield} or dot notation for structs.
##
## Note 2: The optimization options structure is primarily intended for
## manipulation of known parameters by @code{optimset} and @code{optimget}.
## Unpredictable behavior on future calls to @code{optimset} or
## @code{optimget} can result from creating non-standard or ambiguous
## parameters or from loading/unloading packages that change the known
## parameter list after creation of an optimization options structure.
## @seealso{optimget}
## @end deftypefn

function retval = optimset (varargin)

  nargs = nargin;

  opts = __all_opts__ ();
  ## Skip validation if we're in the internal query.
  validation = ! isempty (opts);

  if (nargs == 0)
    if (nargout == 0)
      ## Display possibilities.
      puts ("\nAll possible optimization options:\n\n");
      printf ("  %s\n", opts{:});
      puts ("\n");
    else
      ## Return struct with all options initialized to []
      retval = cell2struct (repmat ({[]}, size (opts)), opts, 2);
    endif
  elseif (nargs == 1 && ischar (varargin{1}))
    ## Return defaults for named function.
    fcn = varargin{1};
    try
      retval = feval (fcn, "defaults");
    catch
      error ("optimset: no defaults for function '%s'", fcn);
    end_try_catch
  elseif (nargs == 2 && isstruct (varargin{1}) && isstruct (varargin{2}))
    ## Set slots in old from non-empties in new.
    ## Should we be checking to ensure that the field names are expected?
    old = varargin{1};
    new = varargin{2};
    useempty = false; # Matlab drops empty new fields, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  elseif (rem (nargs, 2) && isstruct (varargin{1}))
    ## Set values in old from name/value pairs.
    old = varargin{1};
    pairs = reshape (varargin(2:end), 2, []);
    new = cell2struct (pairs(2, :), pairs(1, :), 2);
    useempty = true; # Matlab preserves empty arguments, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  elseif (rem (nargs, 2) == 0)
    ## Create struct.
    ## Default values are replaced by those specified by name/value pairs.
    old = struct ();
    pairs = reshape (varargin, 2, []);
    new = cell2struct (pairs(2, :), pairs(1, :), 2);
    useempty = true; # Matlab preserves empty arguments, too.
    retval = setoptionfields (opts, old, new, validation, useempty);
  else
    print_usage ();
  endif

endfunction

function retval = setoptionfields (opts, old, new, validation, useempty)

  for [val, key] = new
    if (validation)
      ## Case insensitive lookup in all options.
      i = strncmpi (opts, key, length (key));
      nmatch = sum (i);
      ## Validate option.
      if (nmatch == 1)
        key = opts{find (i)};
      elseif (nmatch == 0)
        warning ("optimset: unrecognized option: '%s'", key);
      else
        fmt = sprintf ("optimset: ambiguous option: '%%s' (%s%%s)",
                       repmat ("%s, ", 1, nmatch-1));
        error (fmt, key, opts{i});
      endif
    endif
    if (useempty || ! isempty (val))
      old.(key) = val;
    endif
  endfor
  retval = old;

endfunction


%!assert (isfield (optimset (), "TolFun"))
%!assert (isfield (optimset ("tolFun", 1e-3), "TolFun"))
%!assert (optimget (optimset ("tolx", 1e-2), "tOLx"), 1e-2)
%!test
%! old = optimset ();
%! old.TolX = 1e-2;
%! new = optimset ();
%! new.TolFun = 1e-3;
%! joint = optimset (old, new);
%! assert (joint.TolX, 1e-2);
%! assert (joint.TolFun, 1e-3);

## Test preserving empty values given as arguments
%!test
%! opts = optimset ("TypicalX", []);
%! assert (isempty (opts.TypicalX));

## Test input validation
%!error optimset ("1_Parameter")
%!error <no defaults for function> optimset ("%NOT_A_REAL_FUNCTION_NAME%")
%!warning <unrecognized option: 'foobar'> optimset ("foobar", 13);
%!error <ambiguous option: 'Max'> optimset ("Max", 10);