minimax.m

经典通信系统仿真书籍《通信系统与 MATLAB (Proakis)》源代码

function [x,OPTIONS]=minimax(FUN,x,OPTIONS,VLB,VUB,GRADFUN,P1,P2,P3,P4,P5,P6,P7,P8,P9,P10)
%MINIMAX Finds a minimax solution of a function of several variables.
%	MINIMAX solves the following problem:
%	min (max {FUN(X} )  where FUN and X can be vectors or matrices.
%	 X 
% 
%	X=MINIMAX('FUN',X0) starts at X0 and finds a minimax solution to 
%	the function which is described in FUN (usually an M-file: FUN.M).
%	The function 'FUN' should return functions to be minimized: F=FUN(X). 
%
%	X=MINIMAX('FUN',X,OPTIONS) allows a vector of optional parameters to 
%	be defined. For more information type HELP FOPTIONS.
%	
%	X=MINIMAX('FUN',X,OPTIONS,VLB,VUB) defines a set of lower and upper
%	bounds on the design variables, X, so that the solution is always in 
%	the range VLB < X < VUB. 
%
%	X=MINIMAX('FUN',X,OPTIONS,VLB,VUB,'GRADFUN') allows a function 
%	'GRADFUN' to be entered which returns the partial derivatives of the 
%	functions at X stored column-wise:  GRADS = GRADFUN(X). 
%
%	X=MINIMAX('FUN',X,OPTIONS,VLB,VUB,GRADFUN,P1,P2,..) allows
%	coefficients, P1, P2, ... to be passed directly to FUN:
%	[F,G]=FUN(X,P1,P2,...). Empty arguments ([]) are ignored. 

%	Copyright (c) 1990 by the MathWorks, Inc.
%	Andy Grace 7-9-90.
                     
%

if nargin < 3, OPTIONS=[]; end
if nargin < 4, VLB=[]; end
if nargin < 5, VUB=[]; end
if nargin < 6, GRADFUN=[]; end
lenopt = length(OPTIONS); 
if ~lenopt, OPTIONS=0; end

xnew=x(:);
OPTIONS=foptions(OPTIONS);
OPTIONS(7) = ~OPTIONS(7);
neqcstr=OPTIONS(15); 

if ~any(FUN<48)
	evalstr1 = ['[f,g]=',FUN,];
        evalstr1=[evalstr1, '(x'];
        for i=1:nargin - 6
                evalstr1 = [evalstr1,',P',int2str(i)];
        end
        evalstr1 = [evalstr1, ');'];
else
        evalstr1=[FUN,';'];
end

eval(evalstr1)
ncstr=length(f(:));
WEIGHT = ones(ncstr,1);
GOAL = zeros(ncstr,1);

evalstr2='';

if length(GRADFUN)
	if ~any(GRADFUN<48) % Check alphanumeric
		evalstr2 = ['[gf,gg]=',GRADFUN,'(x'];
		for i=1:nargin - 6
			evalstr2 = [evalstr2,',P',int2str(i)];
		end
		evalstr2 = [evalstr2, ');'];
		gfun  = 'goalgra';
	else
		evalstr2=[GRADFUN,';'];
	end
else
	gfun = [];
end

evalstr = ['[xnew, OPTIONS] = constr(''goalfun'',[xnew;0],OPTIONS,VLB,VUB,gfun,neqcstr,evalstr1,evalstr2,WEIGHT,GOAL,x'];

for i=1:nargin - 6
	evalstr = [evalstr,',P',int2str(i)];
end
evalstr = [evalstr, ');'];

eval(evalstr)
OPTIONS(7) = ~OPTIONS(7);
x(:) = xnew(1:length(xnew)-1);