File: octave_005fsqp.html

package info (click to toggle)
octave-optim 1.4.0-1
  • links: PTS, VCS
  • area: main
  • in suites: jessie, jessie-kfreebsd
  • size: 2,064 kB
  • ctags: 374
  • sloc: cpp: 1,126; perl: 158; makefile: 79
file content (88 lines) | stat: -rw-r--r-- 3,860 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
<html lang="en">
<head>
<title>octave_sqp - optim_doc</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="optim_doc">
<meta name="generator" content="makeinfo 4.13">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Scalar-optimization.html#Scalar-optimization" title="Scalar optimization">
<link rel="prev" href="lm_005ffeasible.html#lm_005ffeasible" title="lm_feasible">
<link rel="next" href="siman.html#siman" title="siman">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Additional documentation for the optim package for Octave.

Copyright (C) <Olaf Till <i7tiol@t-online.de>>

You can redistribute this documentation 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 documentation 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 documentation; if not, see <http://www.gnu.org/licenses/>.-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
  pre.display { font-family:inherit }
  pre.format  { font-family:inherit }
  pre.smalldisplay { font-family:inherit; font-size:smaller }
  pre.smallformat  { font-family:inherit; font-size:smaller }
  pre.smallexample { font-size:smaller }
  pre.smalllisp    { font-size:smaller }
  span.sc    { font-variant:small-caps }
  span.roman { font-family:serif; font-weight:normal; } 
  span.sansserif { font-family:sans-serif; font-weight:normal; } 
--></style>
</head>
<body>
<div class="node">
<a name="octave_sqp"></a>
<a name="octave_005fsqp"></a>
<p>
Next:&nbsp;<a rel="next" accesskey="n" href="siman.html#siman">siman</a>,
Previous:&nbsp;<a rel="previous" accesskey="p" href="lm_005ffeasible.html#lm_005ffeasible">lm_feasible</a>,
Up:&nbsp;<a rel="up" accesskey="u" href="Scalar-optimization.html#Scalar-optimization">Scalar optimization</a>
<hr>
</div>

<h3 class="section">1.3 Backend wrapping core Octaves sqp function</h3>

<p><a name="index-octave_005fsqp-6"></a>
This backend calls the <code>sqp</code> function of core Octave, a sequential
quadratic programming algorithm with BFGS, so that it is usable with the
<code>nonlin_min</code> frontend of the optim package. <code>sqp</code> honours
constraints for the returned result, but not necessarily during the
course of optimization.

   <p>Compared to calling <code>sqp</code> directly (see
 <a href="../octave/XREFsqp.html#XREFsqp">sqp</a>),

     <ul>
<li>a different default (numerical) gradient function is used (that of
the frontend),
<li>bounds are set to <code>+-Inf</code> by default, not to <code>+-realmax</code>. 
</ul>

   <p>The value of the additional setting <code>octave_sqp_tolerance</code>, a
tolerance to several termination criteria, is passed as the respective
argument to Octaves <code>sqp</code>, which provides the default <code>sqrt
(eps)</code>.  The settings <code>TolFun</code>, <code>TolX</code>, <code>fract_prec</code>,
<code>max_fract_change</code>, <code>Display</code>, and <code>user_interaction</code> are
not honoured.

   <p>Returned value <var>cvg</var> will be <code>1</code> for success and <code>0</code> or
<code>-4</code> for failure (see
 <a href="nonlin_005fmin.html#nonlin_005fmin">nonlin_min</a> for meaning).  Returned
structure <var>outp</var> will have the fields <code>niter</code>, <code>nobjf</code>,
and <code>lambda</code>.

   <p>The default of <code>MaxIter</code> is that of Octaves <code>sqp</code> (100).

<!--  -->
   </body></html>