pfminunc.m

matlab7 gads工具箱

function [X,FVAL,EXITFLAG,OUTPUT] = pfminunc(FUN,initialX,options)
%PFMINUNC Finds a box constrained minimum of a function.
%   PFMINUNC solves problems of the form:
%      min F(X)    
%       X                       
%          
%   X = PFMINUNC(FUN,X0) starts at X0 and finds a local minimum X to the
%   function FUN. FUN accepts input X and returns a scalar function value F evaluated at X. 
%   X0 may be a scalar or vector.
%
%   X = PFMINUNC(FUN,X0,OPTIONS) minimizes with the default optimization 
%   parameters replaced by values in the structure OPTIONS, an argument created 
%   with the PSOPTIMSET function.
%
%   [X,FVAL] = PFMINUNC(FUN,X0,...) returns the value of the objective function 
%   FUN at the solution X.
%
%   [X,FVAL,EXITFLAG] = PFMINUNC(FUN,X0,...) returns a string EXITFLAG that 
%   describes the exit condition of PFMINUNC.  
%   If EXITFLAG is:
%        > 0 then PFMINUNC converged to a solution X.
%        = 0 then the algorithm reached the maximum number of iterations or maximum number of function evaluations.
%        < 0 then PFMINUNC did not converge to a solution.
%
%   [X,FVAL,EXITFLAG,OUTPUT] = PFMINUNC(FUN,X0,...) returns a structure
%   OUTPUT with the following information:
%          function: <Objective function>
%       problemtype: <Type of problem> (Unconstrained, Bound constrained or linear constrained)
%        pollmethod: <Polling technique>
%      searchmethod: <Search technique> used, if any
%        iterations: <Total iterations>
%         funcCount: <Total function evaluations>
%          meshsize: <Mesh size at X>
%


%   Copyright 2004 The MathWorks, Inc.
%   $Revision: 1.19.6.2 $  $Date: 2004/03/09 16:15:55 $

%ALL LOWER CASE ONLY
defaultopt = psoptimset; 

%If FUN is a cell array with additional arguments, handle them
if iscell(FUN)
    objFcnArg = FUN(2:end);
    FUN = FUN{1};
else
    objFcnArg = {};
end

% If just 'defaults' passed in, return the default options in X
if nargin == 1 && nargout <= 1 && isequal(FUN,'defaults')
    X = defaultopt;
    return
end

%Only function_handle or inlines are allowed
if isempty(FUN) ||  ~(isa(FUN,'inline') || isa(FUN,'function_handle'))
    error('gads:PFMINUNC:needHandleOrInline','Objective function must be a function handle.');
end

if nargin < 3
    options = [];
end
%At least 2 arguments are needed. 
if nargin <2
    error('gads:PFMINUNC:inputArg','PFMIUNC requires at least 2 input arguments.');
end

%Initialize output args
X = []; FVAL = []; EXITFLAG = []; OUTPUT = []; 

if(~isempty(initialX))
    Iterate.x = initialX(:);
    X    = initialX;
    numberOfVariables = length(Iterate.x);
    type = 'unconstrained';
else
    error('gads:PFMINUNC:initialPoint','You must provide an initial point.');
end
%Retrieve all the options
[verbosity,MeshExpansion,MeshContraction,Completesearch, MeshAccelerator,minMesh,MaxMeshSize, ...
        maxIter,maxFun, TolBind,TolFun, TolX, MeshSize, pollmethod, pollorder,Completepoll,outputTrue,OutputFcns, ...
        OutputFcnArgs,plotTrue,PlotFcns, PlotFcnArgs,PlotInterval,searchtype ,searchFcnArg,Cache,Vectorized,NotVectorizedPoll, ...
        NotVectorizedSearch,cachetol,cachelimit,scaleMesh,RotatePattern]  =  checkoptions(options,defaultopt,numberOfVariables);
%Get some initial values
[FUN,Iterate,Iter,FunEval,scale,Successdir,nextIterate,deltaF,deltaX,MeshCont,NewMeshSize, ...
        infMessage,how,stopOutput,stopPlot,run,OUTPUT,EXITFLAG,X,FVAL] = getinitial(FUN,X,Iterate,Vectorized, ...
    objFcnArg,type,0,MeshContraction,MeshSize,scaleMesh,numberOfVariables,-Inf*ones(numberOfVariables,1),Inf*ones(numberOfVariables,1));
%Set up output function plot
if(outputTrue)
    optimvalues = struct('x',X,'iteration',Iter,'fval',Iterate.f,'meshsize',MeshSize, ...
        'funccount',FunEval,'method',how,'TolFun',deltaF,'TolX',deltaX);
    [stopOutput,options,optchanged] = psoutput(OutputFcns,OutputFcnArgs,optimvalues,options,'init');
end
if(plotTrue)
    optimvalues = struct('x',X,'iteration',Iter,'fval',Iterate.f,'meshsize',MeshSize, ...
        'funccount',FunEval,'method',how,'TolFun',deltaF,'TolX',deltaX);
    stopPlot = psplot(PlotFcns,PlotFcnArgs,PlotInterval,optimvalues,'init');
end
%Print some more diagnostic information if verbosity > 2
if verbosity > 2
    psdiagnose(FUN,Iterate,X,type,[],[],[],options);
end
%Setup display header 
if  verbosity>1
    fprintf('\n\nIter     f-count        MeshSize      f(x)        Method\n');
end

while run
    %Check for convergence
    [X,EXITFLAG,FVAL,msg,run] = isconverged(stopOutput,stopPlot,verbosity,Iter,maxIter,FunEval,maxFun,MeshSize,minMesh, ...
        infMessage,nextIterate,how,deltaX,deltaF,TolFun,TolX,X,EXITFLAG,FVAL,run);
    if ~run
        continue;
    end
    %SEARCH. 
    [successSearch,nextIterate,FunEval] = search(FUN,X,searchtype,Completesearch,Iterate, ...
        Successdir,pollorder,MeshSize,scale,TolBind,[],[],[],[],[],Iter,FunEval,maxFun,type,NotVectorizedSearch,Cache,cachetol,cachelimit,searchFcnArg,objFcnArg{:});
    %POLL. 
    if ~successSearch  %Unsuccessful search
        [successPoll,nextIterate,FunEval,Successdir] = poll(FUN,X,pollmethod,Completepoll,pollorder ...
            ,Iterate,Successdir,MeshSize,scale,TolBind,[],[],[],[],[],Iter,FunEval,maxFun,type,NotVectorizedPoll,Cache,cachetol,cachelimit,objFcnArg{:});
    else
        successPoll =0;
    end 
    
    if outputTrue
        %Update optimvalues if outputfcn is provided
        optimvalues.x = X; optimvalues.iteration = Iter; optimvalues.fval = Iterate.f; optimvalues.meshsize = MeshSize;
        optimvalues.funccount = FunEval; optimvalues.method = how; optimvalues.TolFun = deltaF; optimvalues.TolX = deltaX;
        %Intermediate call to outputfcn 'iter' state
        [stopOutput,options,optchanged] = psoutput(OutputFcns, OutputFcnArgs,optimvalues,options,'iter');
        if optchanged
            [verbosity,MeshExpansion,MeshContraction,Completesearch, MeshAccelerator,minMesh,MaxMeshSize, ...
                    maxIter,maxFun, TolBind,TolFun, TolX, MeshSize, pollmethod, pollorder,Completepoll,outputTrue,OutputFcns, ...
                    OutputFcnArgs,plotTrue,PlotFcns, PlotFcnArgs,PlotInterval,searchtype ,searchFcnArg,Cache,Vectorized,NotVectorizedPoll, ...
                    NotVectorizedSearch,cachetol,cachelimit,scaleMesh,RotatePattern]  =  checkoptions(options,defaultopt,numberOfVariables);
        end
    end
    if(plotTrue)
        optimvalues.x = X; optimvalues.iteration = Iter; optimvalues.fval = Iterate.f; optimvalues.meshsize = MeshSize;
        optimvalues.funccount = FunEval; optimvalues.method = how; optimvalues.TolFun = deltaF; optimvalues.TolX = deltaX;
        stopPlot = psplot(PlotFcns,PlotFcnArgs,PlotInterval,optimvalues,'iter');
    end
      %UPDATE
    [NewMeshSize,MeshContraction,how,deltaX,deltaF,scale,Iterate,X,Iter,infMessage] = ...
        updateparam(successPoll,successSearch,MeshAccelerator,RotatePattern,MaxMeshSize,minMesh,MeshExpansion,MeshCont, ...
        MeshContraction,MeshSize,scale,nextIterate,Iterate,X,Iter,how,infMessage);
  
    %Update mesh size 
    MeshSize = NewMeshSize;
end

if(outputTrue)
    optimvalues.x = X; optimvalues.iteration = Iter; optimvalues.fval = Iterate.f; optimvalues.meshsize = MeshSize;
        optimvalues.funccount = FunEval; optimvalues.method = how; optimvalues.TolFun = deltaF; optimvalues.TolX = deltaX;
    [stopOutput,options,optchanged] = psoutput(OutputFcns, OutputFcnArgs,optimvalues,options,'done');
end
if(plotTrue)
    optimvalues.x = X; optimvalues.iteration = Iter; optimvalues.fval = Iterate.f; optimvalues.meshsize = MeshSize;
        optimvalues.funccount = FunEval; optimvalues.method = how; optimvalues.TolFun = deltaF; optimvalues.TolX = deltaX;
    stopPlot = psplot(PlotFcns,PlotFcnArgs,PlotInterval,optimvalues,'done');
end
OUTPUT = struct('function',FUN,'problemtype',type,'pollmethod',pollmethod,'searchmethod',searchtype, ...
    'iterations',Iter,'funccount',FunEval,'meshsize',MeshSize,'message',msg);