fmincon.m

数学建模的源代码

      [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});
      c = ctmp(:); ceq = ceqtmp(:);
      cGRAD = zeros(numberOfVariables,length(c));
      ceqGRAD = zeros(numberOfVariables,length(ceq));
   catch
      if findstr(xlate('Too many output arguments'),lasterr)
         if isa(confcn{3},'inline')
            errmsg = sprintf('%s%s%s\n%s\n%s\n%s', ...
               'The inline function ',formula(confcn{3}),' representing the constraints',...
               ' must return two outputs: the nonlinear inequality constraints and', ...
               ' the nonlinear equality constraints.  At this time, inline objects may',...
               ' only return one output argument: use an M-file function instead.');
         else
            errmsg = sprintf('%s%s%s\n%s%s', ...
               'The constraint function ',confcn{3},' must return two outputs:',...
               ' the nonlinear inequality constraints and', ...
               ' the nonlinear equality constraints.');
         end
         error(errmsg)
      else
         errmsg = sprintf('%s\n%s\n\n%s',...
            'FMINCON cannot continue because user supplied nonlinear constraint function', ...
            ' failed with the following error:', lasterr);
         error(errmsg);
      end
   end
   
case 'fungrad'
   try
      [ctmp,ceqtmp,cGRAD,ceqGRAD] = feval(confcn{3},X,varargin{:});
      c = ctmp(:); ceq = ceqtmp(:);
   catch
      errmsg = sprintf('%s\n%s\n\n%s',...
         'FMINCON cannot continue because user supplied nonlinear constraint function', ...
         ' failed with the following error:', lasterr);
      error(errmsg);
   end
case 'fun_then_grad'
   try
      [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});
      c = ctmp(:); ceq = ceqtmp(:);
      [cGRAD,ceqGRAD] = feval(confcn{4},X,varargin{:});
   catch
      errmsg = sprintf('%s\n%s%s\n\n%s',...
         'FMINCON cannot continue because user supplied nonlinear constraint function', ...
         'or nonlinear constraint gradient function',...
         ' failed with the following error:', lasterr);
      error(errmsg);
   end
case ''
   c=[]; ceq =[];
   cGRAD = zeros(numberOfVariables,length(c));
   ceqGRAD = zeros(numberOfVariables,length(ceq));
otherwise
   error('Undefined calltype in FMINCON');
end

non_eq = length(ceq);
non_ineq = length(c);
[lin_eq,Aeqcol] = size(Aeq);
[lin_ineq,Acol] = size(A);
[cgrow, cgcol]= size(cGRAD);
[ceqgrow, ceqgcol]= size(ceqGRAD);

eq = non_eq + lin_eq;
ineq = non_ineq + lin_ineq;

if ~isempty(Aeq) & Aeqcol ~= numberOfVariables
   error('Aeq has the wrong number of columns.')
end
if ~isempty(A) & Acol ~= numberOfVariables
   error('A has the wrong number of columns.')
end
if  cgrow~=numberOfVariables & cgcol~=non_ineq
   error('Gradient of the nonlinear inequality constraints is the wrong size.')
end
if ceqgrow~=numberOfVariables & ceqgcol~=non_eq
   error('Gradient of the nonlinear equality constraints is the wrong size.')
end

if diagnostics > 0
   % Do diagnostics on information so far
   msg = diagnose('fmincon',OUTPUT,gradflag,hessflag,constflag,gradconstflag,...
      line_search,options,XOUT,non_eq,...
      non_ineq,lin_eq,lin_ineq,l,u,funfcn,confcn,f,GRAD,HESS,c,ceq,cGRAD,ceqGRAD);
end


% call algorithm
if isequal(OUTPUT.algorithm,medium)
   [X,FVAL,lambda,EXITFLAG,OUTPUT,GRAD,HESSIAN]=...
      nlconst(funfcn,X,l,u,full(A),B,full(Aeq),Beq,confcn,options, ...
      verbosity,gradflag,gradconstflag,hessflag,meritFunctionType,...
      CHG,f,GRAD,HESS,c,ceq,cGRAD,ceqGRAD,varargin{:});
   LAMBDA=lambda;
   
   
else
   if (isequal(funfcn{1}, 'fun_then_grad_then_hess') | isequal(funfcn{1}, 'fungradhess'))
      Hstr=[];
   elseif (isequal(funfcn{1}, 'fun_then_grad') | isequal(funfcn{1}, 'fungrad'))
      n = length(XOUT); 
      Hstr = optimget(options,'HessPattern',[]);
      if isempty(Hstr)
         % Put this code separate as it might generate OUT OF MEMORY error
         Hstr = sparse(ones(n));
      end
      if ischar(Hstr)
         Hstr = eval(Hstr);
      end
   end
   
   if isempty(Aeq)
      [X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN] = ...
         sfminbx(funfcn,X,l,u,verbosity,options,computeLambda,f,GRAD,HESS,Hstr,varargin{:});
   else
      [X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN] = ...
         sfminle(funfcn,X,sparse(Aeq),Beq,verbosity,options,computeLambda,f,GRAD,HESS,Hstr,varargin{:});
   end
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

function [allfcns,msg] = fprefcnchk(funstr,caller,lenVarIn,gradflag,hessflag,constrflag)
%PREFCNCHK Pre- and post-process function expression for FUNCHK.
%   [ALLFCNS,MSG] = PREFUNCHK(FUNSTR,CALLER,lenVarIn,GRADFLAG) takes
%   the (nonempty) expression FUNSTR from CALLER with LenVarIn extra arguments,
%   parses it according to what CALLER is, then returns a string or inline
%   object in ALLFCNS.  If an error occurs, this message is put in MSG.
%
%   ALLFCNS is a cell array: 
%    ALLFCNS{1} contains a flag 
%    that says if the objective and gradients are together in one function 
%    (calltype=='fungrad') or in two functions (calltype='fun_then_grad')
%    or there is no gradient (calltype=='fun'), etc.
%    ALLFCNS{2} contains the string CALLER.
%    ALLFCNS{3}  contains the objective (or constraint) function
%    ALLFCNS{4}  contains the gradient function
%    ALLFCNS{5}  contains the hessian function (not used for constraint function).
%  
%    NOTE: we assume FUNSTR is nonempty.
% Initialize
if nargin < 6
   constrflag = 0;
end
if constrflag
   graderrmsg = 'Constraint gradient function expected (OPTIONS.GradConstr==''on'') but not found.';
   warnstr = ...
      sprintf('%s\n%s\n%s\n','Constraint gradient function provided but OPTIONS.GradConstr==''off'';', ...
      '  ignoring constraint gradient function and using finite-differencing.', ...
      '  Rerun with OPTIONS.GradConstr==''on'' to use constraint gradient function.');
else
   graderrmsg = 'Gradient function expected OPTIONS.GradObj==''on'' but not found.';
   warnstr = ...
      sprintf('%s\n%s\n%s\n','Gradient function provided but OPTIONS.GradObj==''off'';', ...
      '  ignoring gradient function and using finite-differencing.', ...
      '  Rerun with OPTIONS.GradObj==''on'' to use gradient function.');
   
end
msg='';
allfcns = {};
funfcn = [];
gradfcn = [];
hessfcn = [];
if gradflag & hessflag 
   calltype = 'fungradhess';
elseif gradflag
   calltype = 'fungrad';
else
   calltype = 'fun';
end

% {fun}
if isa(funstr, 'cell') & length(funstr)==1
   % take the cellarray apart: we know it is nonempty
   if gradflag
      error(graderrmsg)
   end
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end
   
   % {fun,[]}      
elseif isa(funstr, 'cell') & length(funstr)==2 & isempty(funstr{2})
   if gradflag
      error(graderrmsg)
   end
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end  
   
   % {fun, grad}   
elseif isa(funstr, 'cell') & length(funstr)==2 % and ~isempty(funstr{2})
   
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      error(msg);
   end  
   [gradfcn, msg] = fcnchk(funstr{2},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end
   calltype = 'fun_then_grad';
   if ~gradflag
      warning(warnstr);
      calltype = 'fun';
   end
   
   
   % {fun, [], []}   
elseif isa(funstr, 'cell') & length(funstr)==3 ...
      & ~isempty(funstr{1}) & isempty(funstr{2}) & isempty(funstr{3})
   if gradflag
      error(graderrmsg)
   end
   if hessflag
      error('Hessian function expected but not found.')
   end
   
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end  
   
   % {fun, grad, hess}   
elseif isa(funstr, 'cell') & length(funstr)==3 ...
      & ~isempty(funstr{2}) & ~isempty(funstr{3})
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end  
   [gradfcn, msg] = fcnchk(funstr{2},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end
   [hessfcn, msg] = fcnchk(funstr{3},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end
   calltype = 'fun_then_grad_then_hess';
   if ~hessflag & ~gradflag
      hwarnstr = sprintf('%s\n%s\n%s\n','Hessian and gradient functions provided ', ...
         '  but OPTIONS.Hessian==''off'' and OPTIONS.GradObj==''off''; ignoring Hessian and gradient functions.', ...
         '  Rerun with OPTIONS.Hessian==''on'' and OPTIONS.GradObj==''on'' to use derivative functions.');
      warning(hwarnstr)
      calltype = 'fun';
   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(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(hwarnstr);
      calltype = 'fun_then_grad';
   end
   
   % {fun, grad, []}   
elseif isa(funstr, 'cell') & length(funstr)==3 ...
      & ~isempty(funstr{2}) & isempty(funstr{3})
   if hessflag
      error('Hessian function expected but not found.')
   end
   [funfcn, msg] = fcnchk(funstr{1},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end  
   [gradfcn, msg] = fcnchk(funstr{2},lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   end
   calltype = 'fun_then_grad';
   if ~gradflag
      warning(warnstr);
      calltype = 'fun';
   end
   
   % {fun, [], hess}   
elseif isa(funstr, 'cell') & length(funstr)==3 ...
      & isempty(funstr{2}) & ~isempty(funstr{3})
   error('Hessian function given without gradient function.')
   
elseif ~isa(funstr, 'cell')  %Not a cell; is a string expression, function name string or inline object
   [funfcn, msg] = fcnchk(funstr,lenVarIn);
   if ~isempty(msg)
      if constrflag
         msg = ['NONLCON must be a function name.'];
      end
      
      error(msg);
   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(hwarnstr)
   end
   
else
   errmsg = sprintf('%s\n%s', ...
      'FUN must be a function name or inline object;', ...
      ' or, FUN may be a cell array that contains these type of objects.');
   error(errmsg)
end

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