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
|
//
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ????-2008 - INRIA
// Copyright (C) 2010 - DIGITEO - Yann COLLETTE
//
// This file is distributed under the same license as the Scilab package.
//
function [co,u,g,itv,dtv,cof]=icsua(u,simu,nap,imp)
// Computation of the optimal control with weighting of the initial control
// and arithmetic weighting of the observations.
// A scaling brings all the components of the control to 1.
// The initially null componants stay null.
// Only works if the lower bound is positive.
// Weighting formula :
// cof(i,j)=nex / (abs(ob(1,j,i)) + ... + abs(ob(nex,j,i)) )
// Syntax
// [co,u,g,itv,dtv,cof]=icsua(u,simu,nap,imp)
// input variables :
// u(nu) : initial parameters
// nap : maximum number of call to the simulator
// imp : debug value during optimization
// output variables :
// co : final cost
// u(nu) : final parameters
// g(nu) : finale gradient
// itv(nitv) : work area (fortran integers)
// dtv(ndtv) : work area (fortran double precision)
// cof(nob,ntob) : weighting coefficient of the cost
// Use the macros icot and icob to extract the state
df0 = 1;
if min(binf) <=0 then
error("call to icsua with binf not strictly positive");
end
for i=1:nu
u(1,i)=max( [binf(1,i),min([u(1,i),bsup(1,i)])] )
end
ech = u;
binf = binf./u;
bsup = bsup./u;
u = ones(1,nu);
ico = 1;
yob = 0.d0*ones(nob,ntob);
ob = don;
[cof] = fort("icscof",ico,1,"i",ntob,2,"i",nex,3,"i",...
nob,4,"i",yob,5,"d",ob,6,"d","sort",[1,nob*ntob],7,"d");
[co,u,g,itv,dtv] = icsegen(u,simu,nap,imp);
u = ech.*u;
endfunction
|