optimfcnchk.m

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    elseif hessflag && ~gradflag
        warnstr = ...
            sprintf('%s\n%s\n%s\n','Hessian and gradient functions provided ', ...
            '  but OPTIONS.GradObj=''off''; ignoring Hessian and gradient functions.', ...
            '  Rerun with OPTIONS.Hessian=''on'' and OPTIONS.GradObj=''on'' to use derivative functions.');
        warning('optimlib:optimfcnchk:GradientOptionOff',warnstr)
        calltype = 'fun';
    elseif ~hessflag && gradflag
        hwarnstr = ...
            sprintf('%s\n%s\n%s\n','Hessian function provided but OPTIONS.Hessian=''off'';', ...
            '  ignoring Hessian function,', ...
            '  Rerun with OPTIONS.Hessian=''on'' to use Hessian function.');
        warning('optimlib:optimfcnchk:HessianOptionOff',hwarnstr);
        calltype = 'fun_then_grad';
    end


elseif isa(funstr, 'cell') && length(funstr)==3 ...
        && ~isempty(funstr{2}) && isempty(funstr{3})    % {fun, grad, []}
    if hessflag
        error('optimlib:optimfcnchk:NoHessianFunction','Hessian function expected but not found.')
    end
    [funfcn, idandmsg] = fcnchk(funstr{1},lenVarIn);
    if funValCheck
        userfcn = funfcn;
        funfcn = @checkfun; %caller and userfcn are in scope in nested checkfun
    end
    if ~isempty(idandmsg)
        if constrflag
            error(nonlconid,nonlconmsg);
        else
            error(idandmsg);
        end
    end
    [gradfcn, idandmsg] = fcnchk(funstr{2},lenVarIn);
    if funValCheck
        userfcn = gradfcn;
        gradfcn = @checkfun; %caller and userfcn are in scope in nested checkfun
    end
    if ~isempty(idandmsg)
        if constrflag
            error(nonlconid,nonlconmsg);
        else
            error(idandmsg);
        end
    end
    calltype = 'fun_then_grad';
    if ~gradflag
        warning(warnid,warnstr);
        calltype = 'fun';
    end


elseif isa(funstr, 'cell') && length(funstr)==3 ...
        && isempty(funstr{2}) && ~isempty(funstr{3})     % {fun, [], hess}
    error('optimlib:optimfcnchk:NoGradientWithHessian','Hessian function given without gradient function.')

elseif ~isa(funstr, 'cell')  %Not a cell; is a string expression, function name string or inline object
    [funfcn, idandmsg] = fcnchk(funstr,lenVarIn);
    if funValCheck
        userfcn = funfcn;
        funfcn = @checkfun; %caller and userfcn are in scope in nested checkfun
    end

    if ~isempty(idandmsg)
        if constrflag
            error(nonlconid,nonlconmsg);
        else
            error(idandmsg);
        end
    end
    if gradflag % gradient and function in one function/M-file
        gradfcn = funfcn; % Do this so graderr will print the correct name
    end
    if hessflag && ~gradflag
        hwarnstr = ...
            sprintf('%s\n%s\n%s\n','OPTIONS.Hessian=''on''', ...
            '  but OPTIONS.GradObj=''off''; ignoring Hessian and gradient functions.', ...
            '  Rerun with OPTIONS.Hessian=''on'' and OPTIONS.GradObj=''on'' to use derivative functions.');
        warning('optimlib:optimfcnchk:GradientOptionOff',hwarnstr)
    end

else
    errmsg = sprintf('%s\n%s', ...
        'FUN must be a function or an inline object;', ...
        ' or, FUN may be a cell array that contains these type of objects.');
    error('optimlib:optimfcnchk:MustBeAFunction',errmsg)
end

allfcns{1} = calltype;
allfcns{2} = caller;
allfcns{3} = funfcn;
allfcns{4} = gradfcn;
allfcns{5} = hessfcn;

    %------------------------------------------------------------
    function [varargout] = checkfun(x,varargin)
    % CHECKFUN checks for complex, Inf, or NaN results from userfcn.
    % Inputs CALLER, USERFCN, and NTHETA come from the scope of OPTIMFCNCHK.
    % We do not make assumptions about f, g, or H. For generality, assume
    % they can all be matrices.
   
        if nargout == 1
            f = userfcn(x,varargin{:});
            if any(any(isnan(f)))
                error('optimlib:optimfcnchk:checkfun:NaNFval', ...
                    'User function ''%s'' returned NaN when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif ~isreal(f)
                error('optimlib:optimfcnchk:checkfun:ComplexFval', ...
                    'User function ''%s'' returned a complex value when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif any(any(isinf(f)))
                error('optimlib:optimfcnchk:checkfun:InfFval', ...
                    'User function ''%s'' returned Inf or -Inf when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            else
                varargout{1} = f;
            end

        elseif nargout == 2 % Two output could be f,g (from objective fcn) or c,ceq (from NONLCON)
            [f,g] = userfcn(x,varargin{:});
            if any(any(isnan(f))) || any(any(isnan(g)))
                error('optimlib:optimfcnchk:checkfun:NaNFval', ...
                    'User function ''%s'' returned NaN when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif ~isreal(f) || ~isreal(g)
                error('optimlib:optimfcnchk:checkfun:ComplexFval', ...
                    'User function ''%s'' returned a complex value when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif any(any(isinf(f))) || any(any(isinf(g)))
                error('optimlib:optimfcnchk:checkfun:InfFval', ...
                    'User function ''%s'' returned Inf or -Inf when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            else
                varargout{1} = f;
                varargout{2} = g;
            end

        elseif nargout == 3 % This case only happens for objective functions
            [f,g,H] = userfcn(x,varargin{:});
            if any(any(isnan(f))) || any(any(isnan(g))) || any(any(isnan(H)))
                error('optimlib:optimfcnchk:checkfun:NaNFval', ...
                    'User function ''%s'' returned NaN when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif ~isreal(f) || ~isreal(g) || ~isreal(H)
                error('optimlib:optimfcnchk:checkfun:ComplexFval', ...
                    'User function ''%s'' returned a complex value when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif any(any(isinf(f))) || any(any(isinf(g))) || any(any(isinf(H)))
                error('optimlib:optimfcnchk:checkfun:InfFval', ...
                    'User function ''%s'' returned Inf or -Inf when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            else
                varargout{1} = f;
                varargout{2} = g;
                varargout{3} = H;
            end
        elseif nargout == 4 & ~isequal(caller,'fseminf')
            % In this case we are calling NONLCON, e.g. for FMINCON, and
            % the outputs are [c,ceq,gc,gceq]
            [c,ceq,gc,gceq] = userfcn(x,varargin{:}); 
            if any(any(isnan(c))) || any(any(isnan(ceq))) || any(any(isnan(gc))) || any(any(isnan(gceq)))
                error('optimlib:optimfcnchk:checkfun:NaNFval', ...
                    'User function ''%s'' returned NaN when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif ~isreal(c) || ~isreal(ceq) || ~isreal(gc) || ~isreal(gceq)
                error('optimlib:optimfcnchk:checkfun:ComplexFval', ...
                    'User function ''%s'' returned a complex value when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif any(any(isinf(c))) || any(any(isinf(ceq))) || any(any(isinf(gc))) || any(any(isinf(gceq))) 
                error('optimlib:optimfcnchk:checkfun:InfFval', ...
                    'User function ''%s'' returned Inf or -Inf when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            else
                varargout{1} = c;
                varargout{2} = ceq;
                varargout{3} = gc;
                varargout{4} = gceq;
            end
        else % fseminf constraints have a variable number of outputs, but at 
             % least 4: see semicon.m
            % Also, don't check 's' for NaN as NaN is a valid value
            T = cell(1,ntheta);
            [c,ceq,T{:},s] = userfcn(x,varargin{:});
            nanfound = any(any(isnan(c))) || any(any(isnan(ceq)));
            complexfound = ~isreal(c) || ~isreal(ceq) || ~isreal(s);
            inffound = any(any(isinf(c))) || any(any(isinf(ceq))) || any(any(isinf(s)));
            for ii=1:length(T) % Elements of T are matrices
                if nanfound || complexfound || inffound
                    break
                end
                nanfound = any(any(isnan(T{ii})));
                complexfound = ~isreal(T{ii});
                inffound = any(any(isinf(T{ii})));
            end
            if nanfound
                error('optimlib:optimfcnchk:checkfun:NaNFval', ...
                    'User function ''%s'' returned NaN when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif complexfound
                error('optimlib:optimfcnchk:checkfun:ComplexFval', ...
                    'User function ''%s'' returned a complex value when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            elseif inffound
                error('optimlib:optimfcnchk:checkfun:InfFval', ...
                    'User function ''%s'' returned Inf or -Inf when evaluated;\n %s cannot continue.', ...
                    functiontostring(userfcn),upper(caller));
            else
                varargout{1} = c;
                varargout{2} = ceq;
                varargout(3:ntheta+2) = T;
                varargout{ntheta+3} = s;
            end
        end

    end %checkfun
    %----------------------------------------------------------
end % optimfcnchk