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## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
##
## This program 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.
##
## This program 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
## this program; if not, see <http://www.gnu.org/licenses/>.
## [x,v,flag,out,df,d2f] = fminunc_compat (f,x,opt,...) - M*tlab-like optimization
##
## Imitation of m*tlab's fminunc(). The optional 'opt' argument is a struct,
## e.g. produced by 'optimset()'. 'fminunc_compat' has been deprecated in
## favor of 'fminunc', which is now part of core Octave. This function
## will possibly be removed from future versions of the 'optim' package.
##
## Supported options
## -----------------
## Diagnostics, [off|on] : Be verbose
## Display , [off|iter|notify|final]
## : Be verbose unless value is "off"
## GradObj , [off|on] : Function's 2nd return value is derivatives
## Hessian , [off|on] : Function's 2nd and 3rd return value are
## derivatives and Hessian.
## TolFun , scalar : Termination criterion (see 'ftol' in minimize())
## TolX , scalar : Termination criterion (see 'utol' in minimize())
## MaxFunEvals, int : Max. number of function evaluations
## MaxIter , int : Max. number of algorithm iterations
##
## These non-m*tlab are provided to facilitate porting code to octave:
## -----------------------
## "MinEquiv" , [off|on] : Don't minimize 'fun', but instead return the
## option passed to minimize().
##
## "Backend" , [off|on] : Don't minimize 'fun', but instead return
## [backend, opt], the name of the backend
## optimization function that is used and the
## optional arguments that will be passed to it. See
## the 'backend' option of minimize().
##
## This function is a front-end to minimize().
function [x,fval,flag,out,df,d2f] = fminunc_compat (fun,x0,opt,varargin)
persistent warned = false;
if (! warned)
warned = true;
warning ("Octave:deprecated-function",
"`fminunc_compat' has been deprecated, and will be removed in the future. Use `fminunc' from Octave core instead.");
endif
if nargin < 3, opt = struct (); end
if nargin > 3,
args = {x0, varargin{:}};
else
args = {x0};
end
## Do some checks ####################################################
ws = es = "";
## Check for unknown options
## All known options
opn = [" DerivativeCheck Diagnostics DiffMaxChange DiffMinChange",\
" Display GoalsExactAchieve GradConstr GradObj Hessian HessMult",\
" HessPattern HessUpdate Jacobian JacobMult JacobPattern",\
" LargeScale LevenbergMarquardt LineSearchType MaxFunEvals MaxIter",\
" MaxPCGIter MeritFunction MinAbsMax PrecondBandWidth TolCon",\
" TolFun TolPCG TolX TypicalX ",\
" MinEquiv Backend "];
for [v,k] = opt
if ! findstr ([" ",k," "],opn)
es = [es,sprintf("Unknown option '%s'\n",k)];
end
end
## Check for ignored options
## All ignored options
iop = [" DerivativeCheck DiffMaxChange DiffMinChange",\
" Display GoalsExactAchieve GradConstr HessMult",\
" HessPattern HessUpdate JacobMult JacobPattern",\
" LargeScale LevenbergMarquardt LineSearchType",\
" MaxPCGIter MeritFunction MinAbsMax PrecondBandWidth TolCon",\
" TolPCG TypicalX "];
for [v,k] = opt
if ! findstr ([" ",k," "],iop)
ws = [ws,sprintf("Ignoring option '%s'\n",k)];
end
end
if length (ws) && ! length (es), warning (ws);
elseif length (es), error ([ws,es]);
end
## Transform fminunc options into minimize() options
opm = struct(); # minimize() options
equiv = struct ("TolX" , "utol" , "TolFun" , "ftol",\
"MaxFunEvals", "maxev" , "MaxIter" , "maxit",\
"GradObj" , "jac" , "Hessian" , "hess",\
"Display" , "verbose", "Diagnostics", "verbose",\
"Backend" , "backend");
for [v,k] = equiv
if isfield (opt,k)
opm = setfield (opm, getfield(equiv,k), getfield(opt,k));
end
end
# Transform "off" into 0, other strings into
# 1.
for [v,k] = opm
if ischar (v)
if strcmp (v,"off")
opm = setfield (opm, k,0);
else
opm = setfield (opm, k,1);
end
end
end
unary_opt = " hess jac backend verbose ";
opml = {};
for [v,k] = opm
if findstr ([" ",k," "], unary_opt)
opml(end+1) = {k}; # append k
else
opml(end+[1,2]) = {k,v}; # append k and v
end
end
# Return only options to minimize() ##
if isfield (opt, "MinEquiv")
x = opml;
if nargout > 1
warning ("Only 1 return value is defined with the 'MinEquiv' option");
end
return
# Use the backend option #############
elseif isfield (opm, "backend")
[x,fval] = minimize (fun, args, opml);
if nargout > 2
warning ("Only 2 return values are defined with the 'Backend' option");
end
return
else # Do the minimization ################
[x,fval,out] = minimize (fun, args, opml);
if isfield (opm, "maxev")
flag = out(1) < getfield(opm,"maxev");
else
flag = 1;
end
if nargout > 4
[dummy,df,d2f] = feval (fun, x, args{2:end});
elseif nargout > 3
[dummy,df] = feval (fun, x, args{2:end});
end
end
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