diff options
Diffstat (limited to 'macros/lsqnonneg.sci')
| -rw-r--r-- | macros/lsqnonneg.sci | 42 |
1 files changed, 21 insertions, 21 deletions
diff --git a/macros/lsqnonneg.sci b/macros/lsqnonneg.sci index b8694b4..5f6ffa2 100644 --- a/macros/lsqnonneg.sci +++ b/macros/lsqnonneg.sci @@ -19,14 +19,14 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg( ... ) // // Parameters - // C : a matrix of doubles, represents the multiplier of the solution x in the expression C*x - d. C is M-by-N, where M is the number of equations, and N is the number of elements of x. - // d : a vector of doubles, represents the additive constant term in the expression C*x - d. d is M-by-1, where M is the number of equations. - // xopt : a vector of doubles, the computed solution of the optimization problem. + // C : a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x. + // d : a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix. + // xopt : a vector of double, the computed solution of the optimization problem. // resnorm : a double, objective value returned as the scalar value norm(C*x-d)^2. - // residual : a vector of doubles, solution residuals returned as the vector C*x-d. - // exitflag : Integer identifying the reason the algorithm terminated. - // output : Structure containing information about the optimization. Right now it contains number of iteration. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints. + // residual : a vector of double, solution residuals returned as the vector C*x-d. + // exitflag : Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. + // output : Structure containing information about the optimization. This version only contains number of iterations. + // lambda : Structure containing the Lagrange multipliers at the solution x. It contains lower and upper bound multiplier. // // Description // Solves nonnegative least-squares curve fitting problems specified by : @@ -34,12 +34,12 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // <latex> // \begin{eqnarray} // &\mbox{min}_{x} - // & 1/2||C*x - d||_2^2 \\ + // & 1/2||C⋅x - d||_2^2 \\ // & & x \geq 0 \\ // \end{eqnarray} // </latex> // - // We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. + // The routine calls Ipopt for solving the nonnegative least-squares curve fitting problems, Ipopt is a library written in C++. // // Examples // // A basic lsqnonneg problem @@ -63,7 +63,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) //To check the number of argument given by user if ( rhs < 2 | rhs > 3 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 3]"), "lsqlin", rhs); + errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 3]"), "lsqnonneg", rhs); error(errmsg) end @@ -73,21 +73,21 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) if ( rhs<3 | size(varargin(3)) ==0 ) then param = list(); else - param =varargin(10); + param =varargin(3); end if (type(param) ~= 15) then - errmsg = msprintf(gettext("%s: param should be a list "), "lsqlin"); + errmsg = msprintf(gettext("%s: param should be a list "), "lsqnonneg"); error(errmsg); end if (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "lsqlin"); + errmsg = msprintf(gettext("%s: Size of parameters should be even"), "lsqnonneg"); error(errmsg); end - options = list( "MaxIter" , [3000], ... + options = list( "MaxIter" , [3000], ... "CpuTime" , [600] ... ); @@ -99,7 +99,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) case "CpuTime" then options(2*i) = param(2*i); else - errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "lsqlin", param(2*i-1)); + errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "lsqnonneg", param(2*i-1)); error(errmsg) end end @@ -114,7 +114,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) //Check the size of f which should equal to the number of variable if ( size(d,1) ~= size(C,1)) then - errmsg = msprintf(gettext("%s: The number of rows in C must be equal the number of elements of d"), "lsqlin"); + errmsg = msprintf(gettext("%s: The number of rows in C must be equal the number of elements of d"), "lsqnonneg"); error(errmsg); end @@ -123,14 +123,14 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) Q = C'*C; p = [-C'*d]'; op_add = d'*d; - LB = repmat(0,1,nbVar); - UB = repmat(%inf,1,nbVar); + lb = repmat(0,1,nbVar); + ub = repmat(%inf,1,nbVar); x0 = repmat(0,1,nbVar);; conMatrix = []; nbCon = size(conMatrix,1); conLB = []; conUB = [] ; - [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); + [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,lb,ub,x0,options); xopt = xopt'; residual = -1*(C*xopt-d); @@ -170,11 +170,11 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) case 12 then printf("\nProblem has too few degrees of freedom.\n"); case 13 then - printf("\nInvalid option thrown back by IPOpt\n"); + printf("\nInvalid option thrown back by Ipopt\n"); case 14 then printf("\nNot enough memory.\n"); case 15 then - printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n"); + printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n"); else printf("\nInvalid status returned. Notify the Toolbox authors\n"); break; |