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-rw-r--r--macros/fminimax.sci106
1 files changed, 77 insertions, 29 deletions
diff --git a/macros/fminimax.sci b/macros/fminimax.sci
index 5084475..04d0af6 100644
--- a/macros/fminimax.sci
+++ b/macros/fminimax.sci
@@ -160,15 +160,15 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
// f(4)= -x(1) - x(2);
// f(5)= x(1) + x(2) - 8;
// endfunction
+ //
// // The initial guess
// x0 = [0.1,0.1];
// // The expected solution : only 4 digits are guaranteed
- // //xopt = [4 4]
- // //fopt = [0 -64 -2 -8 0]
+ // xopt = [4 4]
+ // fopt = [0 -64 -2 -8 0]
// maxfopt = 0
// // Run fminimax
- // [xopt,fopt,maxfval,exitflag,output,lambda] = fminimax(myfun, x0)
- // // Press ENTER to continue
+ // [x,fval,maxfval,exitflag,output,lambda] = fminimax(myfun, x0)
//
// Examples
// // A case where we provide the gradient of the objective
@@ -181,11 +181,14 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
// f(4)= -x(1) - x(2);
// f(5)= x(1) + x(2) - 8;
// endfunction
+ //
// // Defining gradient of myfun
// function G = myfungrad(x)
// G = [ 4*x(1) - 48, -2*x(1), 1, -1, 1;
// 2*x(2) - 40, -6*x(2), 3, -1, 1; ]'
// endfunction
+ //
+ //
// // The nonlinear constraints and the Jacobian
// // matrix of the constraints
// function [c,ceq] = confun(x)
@@ -194,6 +197,8 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
// // No nonlinear equality constraints
// ceq=[]
// endfunction
+ //
+ //
// // Defining gradient of confungrad
// function [DC,DCeq] = cgrad(x)
// // DC(:,i) = gradient of the i-th constraint
@@ -207,34 +212,38 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
// ]'
// DCeq = []'
// endfunction
+ //
// // Test with both gradient of objective and gradient of constraints
// minimaxOptions = list("GradObj",myfungrad,"GradCon",cgrad);
// // The initial guess
// x0 = [0,10];
// // The expected solution : only 4 digits are guaranteed
- // //xopt = [0.92791 7.93551]
- // //fopt = [6.73443 -189.778 6.73443 -8.86342 0.86342]
+ // xopt = [0.92791 7.93551]
+ // fopt = [6.73443 -189.778 6.73443 -8.86342 0.86342]
// maxfopt = 6.73443
// // Run fminimax
- // [xopt,fopt,maxfval,exitflag,output] = fminimax(myfun,x0,[],[],[],[],[],[], confun, minimaxOptions)
+ // [x,fval,maxfval,exitflag,output] = fminimax(myfun,x0,[],[],[],[],[],[], confun, minimaxOptions)
+ //
+ //
// Authors
// Animesh Baranawal
+ //
// Check number of input and output arguments
[minmaxLhs,minmaxRhs] = argn()
- fminimaxCheckrhs("fminimax", minmaxRhs, [2 4 6 8 9 10])
- fminimaxChecklhs("fminimax", minmaxLhs, 1:7)
+ Checkrhs("fminimax", minmaxRhs, [2 4 6 8 9 10])
+ Checklhs("fminimax", minmaxLhs, 1:7)
// Proper initialisation of objective function
minmaxObjfun = varargin(1)
- fminimaxChecktype("fminimax", minmaxObjfun, "minmaxObjfun", 1, "function")
+ Checktype("fminimax", minmaxObjfun, "minmaxObjfun", 1, "function")
// Proper initialisation of starting point
minmaxStartpoint = varargin(2)
- fminimaxChecktype("fminimax", minmaxStartpoint, "minmaxStartpoint", 2, "constant")
+ Checktype("fminimax", minmaxStartpoint, "minmaxStartpoint", 2, "constant")
minmaxNumvar = size(minmaxStartpoint,"*")
- fminimaxCheckvector("fminimax", minmaxStartpoint, "minmaxStartpoint", 2, minmaxNumvar)
+ Checkvector("fminimax", minmaxStartpoint, "minmaxStartpoint", 2, minmaxNumvar)
minmaxStartpoint = minmaxStartpoint(:)
// Proper initialisation of A and b
@@ -246,8 +255,8 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxB = varargin(4)
end
- fminimaxChecktype("fminimax", minmaxA, "A", 3, "constant")
- fminimaxChecktype("fminimax", minmaxB, "b", 4, "constant")
+ Checktype("fminimax", minmaxA, "A", 3, "constant")
+ Checktype("fminimax", minmaxB, "b", 4, "constant")
// Check if A and b of proper dimensions
if(minmaxA <> [] & minmaxB == []) then
@@ -262,8 +271,8 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxNumrowA = size(minmaxA,"r")
if(minmaxA <> []) then
- fminimaxCheckdims("fminimax", minmaxA, "A", 3, [minmaxNumrowA minmaxNumvar])
- fminimaxCheckvector("fminimax", minmaxB, "b", 4, minmaxNumrowA)
+ Checkdims("fminimax", minmaxA, "A", 3, [minmaxNumrowA minmaxNumvar])
+ Checkvector("fminimax", minmaxB, "b", 4, minmaxNumrowA)
minmaxB = minmaxB(:)
end
@@ -276,8 +285,8 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxBeq = varargin(6)
end
- fminimaxChecktype("fminimax", minmaxAeq, "Aeq", 5, "constant")
- fminimaxChecktype("fminimax", minmaxBeq, "beq", 6, "constant")
+ Checktype("fminimax", minmaxAeq, "Aeq", 5, "constant")
+ Checktype("fminimax", minmaxBeq, "beq", 6, "constant")
// Check if Aeq and beq of proper dimensions
if(minmaxAeq <> [] & minmaxBeq == []) then
@@ -292,8 +301,8 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxNumrowAeq = size(minmaxAeq,"r")
if(minmaxAeq <> []) then
- fminimaxCheckdims("fminimax", minmaxAeq, "Aeq", 5, [minmaxNumrowAeq minmaxNumvar])
- fminimaxCheckvector("fminimax", minmaxBeq, "beq", 6, minmaxNumrowAeq)
+ Checkdims("fminimax", minmaxAeq, "Aeq", 5, [minmaxNumrowAeq minmaxNumvar])
+ Checkvector("fminimax", minmaxBeq, "beq", 6, minmaxNumrowAeq)
minmaxBeq = minmaxBeq(:)
end
@@ -306,17 +315,17 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxUb = varargin(8)
end
- fminimaxChecktype("fminimax", minmaxLb, "lb", 7, "constant")
- fminimaxChecktype("fminimax", minmaxUb, "ub", 8, "constant")
+ Checktype("fminimax", minmaxLb, "lb", 7, "constant")
+ Checktype("fminimax", minmaxUb, "ub", 8, "constant")
// Check dimensions of minmaxLb and minmaxUb
if(minmaxLb <> []) then
- fminimaxCheckvector("fminimax", minmaxLb, "lb", 7, minmaxNumvar)
+ Checkvector("fminimax", minmaxLb, "lb", 7, minmaxNumvar)
minmaxLb = minmaxLb(:)
end
if(minmaxUb <> []) then
- fminimaxCheckvector("fminimax", minmaxUb, "ub", 8, minmaxNumvar)
+ Checkvector("fminimax", minmaxUb, "ub", 8, minmaxNumvar)
minmaxUb = minmaxUb(:)
end
@@ -337,7 +346,7 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxNonlinfun = t
end
- fminimaxChecktype("fminimax", minmaxNonlinfun, "nonlinfun", 9, "function")
+ Checktype("fminimax", minmaxNonlinfun, "nonlinfun", 9, "function")
//To check, Whether minimaxOptions is been entered by user
if ( minmaxRhs<10 ) then
@@ -376,12 +385,30 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
minmaxCPU = minmaxUserOptions(2*i); //Setting the Maximum CPU Time as per user entry
case "GradObj" then
- flag1=1;
- minmaxFGrad = minmaxUserOptions(2*i);
+ if (type(minmaxUserOptions(2*i))==10) then
+ if (convstr(minmaxUserOptions(2*i))=="off") then
+ flag1 = 0;
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized String %s entered for the option- %s."), "fminimax",minmaxUserOptions(2*i), minmaxUserOptions(2*i-1));
+ error(errmsg);
+ end
+ else
+ flag1 = 1;
+ minmaxFGrad = minmaxUserOptions(2*i);
+ end
case "GradCon" then
- flag2=1;
- minmaxCGrad = minmaxUserOptions(2*i);
+ if (type(minmaxUserOptions(2*i))==10) then
+ if (convstr(minmaxUserOptions(2*i))=="off") then
+ flag2 = 0;
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized String %s entered for the option- %s."), "fminimax",minmaxUserOptions(2*i), minmaxUserOptions(2*i-1));
+ error(errmsg);
+ end
+ else
+ flag2 = 1;
+ minmaxCGrad = minmaxUserOptions(2*i);
+ end
else
errmsg = msprintf(gettext("%s: Unrecognized minmaxUserOptionseter name ''%s''."), "fminimax", minmaxUserOptions(2*i-1));
@@ -488,6 +515,27 @@ function [x,fval,maxfval,exitflag,output,lambda] = fminimax(varargin)
end
endfunction
+ // disp(minmaxStartpoint)
+ // a = minmaxObjfun(minmaxStartpoint)
+ // disp(a)
+ // disp(newObjfun(minmaxStartpoint))
+ // disp(minmaxA)
+ // disp(minmaxB)
+ // disp(minmaxAeq)
+ // disp(minmaxBeq)
+ // disp(minmaxLb)
+ // disp(minmaxUb)
+ // [a,b] = minmaxNonlinfun(minmaxStartpoint)
+ // disp(a)
+ // disp(b)
+ // [a,b] = newNonlinfun(minmaxStartpoint)
+ // disp(a)
+ // disp(b)
+ // [a,b] = newCGrad(minmaxStartpoint)
+ // disp(a)
+ // disp(b)
+ // disp(newFGrad(minmaxStartpoint))
+
// to be passed as minimaxOptions to fmincon
if(flag1 == 1 | flag2 == 1) then
minmaxPassOptions = list("MaxIter", minmaxMaxIter, "CpuTime", minmaxCPU, "GradCon", newCGrad)
generated by cgit (git 2.34.1) at 2024-12-19 12:10:48 +0000