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authorMichaŽl Baudin <michael.baudin@scilab.org>2009-10-08 11:53:23 +0200
committerMichaŽl Baudin <michael.baudin@scilab.org>2009-10-08 11:53:23 +0200
commit105e19d5bfaf537a9f9570446ba25dd52a59a78a (patch)
tree822f654ef1a959b6350b378ff6cc27c4779f474c /scilab_doc
parent1169d8bb14b8fc5e8e4a3da183998134ad679bed (diff)
downloadscilab-105e19d5bfaf537a9f9570446ba25dd52a59a78a.zip
scilab-105e19d5bfaf537a9f9570446ba25dd52a59a78a.tar.gz
Added optimplotfval details
Diffstat (limited to 'scilab_doc')
-rw-r--r--scilab_doc/neldermead/fminsearch-so.aux24
-rw-r--r--scilab_doc/neldermead/fminsearch-so.bbl33
-rw-r--r--scilab_doc/neldermead/fminsearch-so.blg4
-rw-r--r--scilab_doc/neldermead/fminsearch-so.log523
-rw-r--r--scilab_doc/neldermead/fminsearch-so.out11
-rw-r--r--scilab_doc/neldermead/fminsearch-so.pdfbin204275 -> 226589 bytes
-rw-r--r--scilab_doc/neldermead/fminsearch-so.toc11
-rw-r--r--scilab_doc/neldermead/fminsearch.aux57
-rw-r--r--scilab_doc/neldermead/fminsearch.tex60
-rw-r--r--scilab_doc/neldermead/macros.aux27
-rw-r--r--scilab_doc/neldermead/scripts/fminsearch_demo.m2
-rw-r--r--scilab_doc/neldermead/scripts/fminsearch_rosenbrock.m5
-rw-r--r--scilab_doc/neldermead/scripts/fminsearch_rosenbrock.sce7
-rw-r--r--scilab_doc/neldermead/testFminsearchOptimplotfvalMatlab.pngbin6249 -> 6159 bytes
-rw-r--r--scilab_doc/neldermead/testFminsearchOptimplotfvalScilab.pngbin4682 -> 4115 bytes
15 files changed, 760 insertions, 4 deletions
diff --git a/scilab_doc/neldermead/fminsearch-so.aux b/scilab_doc/neldermead/fminsearch-so.aux
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1\relax
2\ifx\hyper@anchor\@undefined
3\global \let \oldcontentsline\contentsline
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14\@input{fminsearch.aux}
15\bibstyle{plain}
16\bibdata{neldermead}
17\bibcite{Brent73algorithmsfor}{{1}{}{{}}{{}}}
18\bibcite{Fan2002}{{2}{}{{}}{{}}}
19\bibcite{Gill81MurrayWright}{{3}{}{{}}{{}}}
20\bibcite{Han2000}{{4}{}{{}}{{}}}
21\bibcite{HanNeumann2006}{{5}{}{{}}{{}}}
22\bibcite{citeulike:1903787}{{6}{}{{}}{{}}}
23\@writefile{toc}{\contentsline {chapter}{Bibliography}{13}{figure.1.5}}
24\global\NAT@numberstrue
diff --git a/scilab_doc/neldermead/fminsearch-so.bbl b/scilab_doc/neldermead/fminsearch-so.bbl
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@@ -0,0 +1,33 @@
1\begin{thebibliography}{1}
2
3\bibitem{Brent73algorithmsfor}
4Richard~P. Brent.
5\newblock Algorithms for minimization without derivatives, 1973.
6
7\bibitem{Fan2002}
8Ellen Fan.
9\newblock Global optimization of lennard-jones atomic clusters.
10\newblock Technical report, McMaster University, February 2002.
11
12\bibitem{Gill81MurrayWright}
13P.~E. Gill, W.~Murray, and M.~H. Wright.
14\newblock {\em Practical optimization}.
15\newblock Academic Press, London, 1981.
16
17\bibitem{Han2000}
18Lixing Han.
19\newblock {\em Algorithms in Unconstrained Optimization}.
20\newblock Ph.D., The University of Connecticut, 2000.
21
22\bibitem{HanNeumann2006}
23Lixing Han and Michael Neumann.
24\newblock Effect of dimensionality on the nelder-mead simplex method.
25\newblock {\em Optimization Methods and Software}, 21(1):1--16, 2006.
26
27\bibitem{citeulike:1903787}
28H.~H. Rosenbrock.
29\newblock An automatic method for finding the greatest or least value of a
30 function.
31\newblock {\em The Computer Journal}, 3(3):175--184, March 1960.
32
33\end{thebibliography}
diff --git a/scilab_doc/neldermead/fminsearch-so.blg b/scilab_doc/neldermead/fminsearch-so.blg
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1This is BibTeX, Version 0.99cThe top-level auxiliary file: fminsearch-so.aux
2A level-1 auxiliary file: fminsearch.aux
3The style file: plain.bst
4Database file #1: neldermead.bib
diff --git a/scilab_doc/neldermead/fminsearch-so.log b/scilab_doc/neldermead/fminsearch-so.log
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431[8] <testFminsearchPlotMatlab.png, id=377, 422.32782pt x 316.18124pt>
432File: testFminsearchPlotMatlab.png Graphic file (type png)
433
434<use testFminsearchPlotMatlab.png>
435<testFminsearchPlotScilab.png, id=379, 612.2875pt x 461.725pt>
436File: testFminsearchPlotScilab.png Graphic file (type png)
437
438<use testFminsearchPlotScilab.png>
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445[9] <testFminsearchOptimplotfvalMatlab.png, id=451, 422.32782pt x 316.18124pt>
446File: testFminsearchOptimplotfvalMatlab.png Graphic file (type png)
447
448<use testFminsearchOptimplotfvalMatlab.png>
449<testFminsearchOptimplotfvalScilab.png, id=453, 612.2875pt x 461.725pt>
450File: testFminsearchOptimplotfvalScilab.png Graphic file (type png)
451
452<use testFminsearchOptimplotfvalScilab.png>)
453
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459[10 <testFminsearchPlotMatlab.png (PNG copy)>]
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466[11 <testFminsearchPlotScilab.png (PNG copy)> <testFminsearchOptimplotfvalMatla
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474[12 <testFminsearchOptimplotfvalScilab.png (PNG copy)>] (fminsearch-so.bbl)
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476
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482[13
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486] (fminsearch-so.aux (fminsearch.aux))
487
488LaTeX Font Warning: Some font shapes were not available, defaults substituted.
489
490 )
491(\end occurred inside a group at level 1)
492
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diff --git a/scilab_doc/neldermead/fminsearch-so.out b/scilab_doc/neldermead/fminsearch-so.out
new file mode 100644
index 0000000..7b0d0b8
--- /dev/null
+++ b/scilab_doc/neldermead/fminsearch-so.out
@@ -0,0 +1,11 @@
1\BOOKMARK [0][-]{chapter.1}{The fminsearch function}{}
2\BOOKMARK [1][-]{section.1.1}{fminsearch's algorithm}{chapter.1}
3\BOOKMARK [2][-]{subsection.1.1.1}{The algorithm}{section.1.1}
4\BOOKMARK [2][-]{subsection.1.1.2}{The initial simplex}{section.1.1}
5\BOOKMARK [2][-]{subsection.1.1.3}{The number of iterations}{section.1.1}
6\BOOKMARK [2][-]{subsection.1.1.4}{The termination criteria}{section.1.1}
7\BOOKMARK [1][-]{section.1.2}{Numerical experiments}{chapter.1}
8\BOOKMARK [2][-]{subsection.1.2.1}{Algorithm and numerical precision}{section.1.2}
9\BOOKMARK [2][-]{subsection.1.2.2}{Plot functions}{section.1.2}
10\BOOKMARK [2][-]{subsection.1.2.3}{Predefined plot functions}{section.1.2}
11\BOOKMARK [0][-]{figure.1.5}{Bibliography}{}
diff --git a/scilab_doc/neldermead/fminsearch-so.pdf b/scilab_doc/neldermead/fminsearch-so.pdf
index 5f05ac7..5973dce8 100644
--- a/scilab_doc/neldermead/fminsearch-so.pdf
+++ b/scilab_doc/neldermead/fminsearch-so.pdf
Binary files differ
diff --git a/scilab_doc/neldermead/fminsearch-so.toc b/scilab_doc/neldermead/fminsearch-so.toc
new file mode 100644
index 0000000..3271051
--- /dev/null
+++ b/scilab_doc/neldermead/fminsearch-so.toc
@@ -0,0 +1,11 @@
1\contentsline {chapter}{\numberline {1}The \textit {fminsearch} function}{3}{chapter.1}
2\contentsline {section}{\numberline {1.1}\textit {fminsearch}'s algorithm}{3}{section.1.1}
3\contentsline {subsection}{\numberline {1.1.1}The algorithm}{3}{subsection.1.1.1}
4\contentsline {subsection}{\numberline {1.1.2}The initial simplex}{3}{subsection.1.1.2}
5\contentsline {subsection}{\numberline {1.1.3}The number of iterations}{3}{subsection.1.1.3}
6\contentsline {subsection}{\numberline {1.1.4}The termination criteria}{4}{subsection.1.1.4}
7\contentsline {section}{\numberline {1.2}Numerical experiments}{4}{section.1.2}
8\contentsline {subsection}{\numberline {1.2.1}Algorithm and numerical precision}{5}{subsection.1.2.1}
9\contentsline {subsection}{\numberline {1.2.2}Plot functions}{9}{subsection.1.2.2}
10\contentsline {subsection}{\numberline {1.2.3}Predefined plot functions}{10}{subsection.1.2.3}
11\contentsline {chapter}{Bibliography}{13}{figure.1.5}
diff --git a/scilab_doc/neldermead/fminsearch.aux b/scilab_doc/neldermead/fminsearch.aux
new file mode 100644
index 0000000..42bfb89
--- /dev/null
+++ b/scilab_doc/neldermead/fminsearch.aux
@@ -0,0 +1,57 @@
1\relax
2\citation{Fan2002}
3\citation{HanNeumann2006}
4\citation{Han2000}
5\@writefile{toc}{\contentsline {chapter}{\numberline {1}The \textit {fminsearch} function}{3}{chapter.1}}
6\@writefile{lof}{\addvspace {10\p@ }}
7\@writefile{lot}{\addvspace {10\p@ }}
8\@writefile{toc}{\contentsline {section}{\numberline {1.1}\textit {fminsearch}'s algorithm}{3}{section.1.1}}
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10\@writefile{toc}{\contentsline {subsection}{\numberline {1.1.2}The initial simplex}{3}{subsection.1.1.2}}
11\@writefile{toc}{\contentsline {subsection}{\numberline {1.1.3}The number of iterations}{3}{subsection.1.1.3}}
12\citation{citeulike:1903787}
13\@writefile{toc}{\contentsline {subsection}{\numberline {1.1.4}The termination criteria}{4}{subsection.1.1.4}}
14\@writefile{toc}{\contentsline {section}{\numberline {1.2}Numerical experiments}{4}{section.1.2}}
15\@writefile{toc}{\contentsline {subsection}{\numberline {1.2.1}Algorithm and numerical precision}{5}{subsection.1.2.1}}
16\citation{Brent73algorithmsfor}
17\citation{Gill81MurrayWright}
18\@writefile{lof}{\contentsline {figure}{\numberline {1.1}{\ignorespaces \rm \relax \fontsize {10.95}{13.6}\selectfont \abovedisplayskip 11\p@ plus3\p@ minus6\p@ \abovedisplayshortskip \z@ plus3\p@ \belowdisplayshortskip 6.5\p@ plus3.5\p@ minus3\p@ \def \leftmargin \leftmargini \parsep 5\p@ plus2.5\p@ minus\p@ \topsep 10\p@ plus4\p@ minus6\p@ \itemsep 5\p@ plus2.5\p@ minus\p@ {\leftmargin \leftmargini \topsep 9\p@ plus3\p@ minus5\p@ \parsep 4.5\p@ plus2\p@ minus\p@ \itemsep \parsep }\belowdisplayskip \abovedisplayskip Numerical experiment with Rosenbrock's function -- Comparison of results produced by Matlab and Scilab.}}{6}{figure.1.1}}
19\newlabel{fig-fminsearch-comparison}{{1.1}{6}{\rm \small Numerical experiment with Rosenbrock's function -- Comparison of results produced by Matlab and Scilab}{figure.1.1}{}}
20\@writefile{toc}{\contentsline {subsection}{\numberline {1.2.2}Plot functions}{9}{subsection.1.2.2}}
21\@writefile{lof}{\contentsline {figure}{\numberline {1.2}{\ignorespaces \rm \relax \fontsize {10.95}{13.6}\selectfont \abovedisplayskip 11\p@ plus3\p@ minus6\p@ \abovedisplayshortskip \z@ plus3\p@ \belowdisplayshortskip 6.5\p@ plus3.5\p@ minus3\p@ \def \leftmargin \leftmargini \parsep 5\p@ plus2.5\p@ minus\p@ \topsep 10\p@ plus4\p@ minus6\p@ \itemsep 5\p@ plus2.5\p@ minus\p@ {\leftmargin \leftmargini \topsep 9\p@ plus3\p@ minus5\p@ \parsep 4.5\p@ plus2\p@ minus\p@ \itemsep \parsep }\belowdisplayskip \abovedisplayskip Plot produced by Matlab's fminsearch, with customized output function.}}{10}{figure.1.2}}
22\newlabel{fig-fminsearch-matlab-outputfun}{{1.2}{10}{\rm \small Plot produced by Matlab's fminsearch, with customized output function}{figure.1.2}{}}
23\@writefile{toc}{\contentsline {subsection}{\numberline {1.2.3}Predefined plot functions}{10}{subsection.1.2.3}}
24\@writefile{lof}{\contentsline {figure}{\numberline {1.3}{\ignorespaces \rm \relax \fontsize {10.95}{13.6}\selectfont \abovedisplayskip 11\p@ plus3\p@ minus6\p@ \abovedisplayshortskip \z@ plus3\p@ \belowdisplayshortskip 6.5\p@ plus3.5\p@ minus3\p@ \def \leftmargin \leftmargini \parsep 5\p@ plus2.5\p@ minus\p@ \topsep 10\p@ plus4\p@ minus6\p@ \itemsep 5\p@ plus2.5\p@ minus\p@ {\leftmargin \leftmargini \topsep 9\p@ plus3\p@ minus5\p@ \parsep 4.5\p@ plus2\p@ minus\p@ \itemsep \parsep }\belowdisplayskip \abovedisplayskip Plot produced by Scilab's fminsearch, with customized output function.}}{11}{figure.1.3}}
25\newlabel{fig-fminsearch-scilab-outputfun}{{1.3}{11}{\rm \small Plot produced by Scilab's fminsearch, with customized output function}{figure.1.3}{}}
26\@writefile{lof}{\contentsline {figure}{\numberline {1.4}{\ignorespaces \rm \relax \fontsize {10.95}{13.6}\selectfont \abovedisplayskip 11\p@ plus3\p@ minus6\p@ \abovedisplayshortskip \z@ plus3\p@ \belowdisplayshortskip 6.5\p@ plus3.5\p@ minus3\p@ \def \leftmargin \leftmargini \parsep 5\p@ plus2.5\p@ minus\p@ \topsep 10\p@ plus4\p@ minus6\p@ \itemsep 5\p@ plus2.5\p@ minus\p@ {\leftmargin \leftmargini \topsep 9\p@ plus3\p@ minus5\p@ \parsep 4.5\p@ plus2\p@ minus\p@ \itemsep \parsep }\belowdisplayskip \abovedisplayskip Plot produced by Matlab's fminsearch, with the \textit {optimplotfval} function.}}{11}{figure.1.4}}
27\newlabel{fig-fminsearch-matlab-optimplotfval}{{1.4}{11}{\rm \small Plot produced by Matlab's fminsearch, with the \scifunction {optimplotfval} function}{figure.1.4}{}}
28\@writefile{lof}{\contentsline {figure}{\numberline {1.5}{\ignorespaces \rm \relax \fontsize {10.95}{13.6}\selectfont \abovedisplayskip 11\p@ plus3\p@ minus6\p@ \abovedisplayshortskip \z@ plus3\p@ \belowdisplayshortskip 6.5\p@ plus3.5\p@ minus3\p@ \def \leftmargin \leftmargini \parsep 5\p@ plus2.5\p@ minus\p@ \topsep 10\p@ plus4\p@ minus6\p@ \itemsep 5\p@ plus2.5\p@ minus\p@ {\leftmargin \leftmargini \topsep 9\p@ plus3\p@ minus5\p@ \parsep 4.5\p@ plus2\p@ minus\p@ \itemsep \parsep }\belowdisplayskip \abovedisplayskip Plot produced by Scilab's fminsearch, with the \textit {optimplotfval} function.}}{12}{figure.1.5}}
29\newlabel{fig-fminsearch-scilab-optimplotfval}{{1.5}{12}{\rm \small Plot produced by Scilab's fminsearch, with the \scifunction {optimplotfval} function}{figure.1.5}{}}
30\@setckpt{fminsearch}{
31\setcounter{page}{13}
32\setcounter{equation}{6}
33\setcounter{enumi}{0}
34\setcounter{enumii}{0}
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55\setcounter{section@level}{2}
56\setcounter{lstlisting}{0}
57}
diff --git a/scilab_doc/neldermead/fminsearch.tex b/scilab_doc/neldermead/fminsearch.tex
index 9209dff..191541b 100644
--- a/scilab_doc/neldermead/fminsearch.tex
+++ b/scilab_doc/neldermead/fminsearch.tex
@@ -541,7 +541,7 @@ Optimization terminated:
541A close inspection at the data reveals that the two softwares produces 541A close inspection at the data reveals that the two softwares produces
542indeed the same intermediate results. 542indeed the same intermediate results.
543 543
544\subsection{Plot features} 544\subsection{Plot functions}
545 545
546In this section, we check that the plotting features of the 546In this section, we check that the plotting features of the
547\scifunction{fminsearch} function are the same. 547\scifunction{fminsearch} function are the same.
@@ -608,3 +608,61 @@ in figure \ref{fig-fminsearch-scilab-outputfun}.
608Except for the size of the dots (which can be configured in 608Except for the size of the dots (which can be configured in
609both softwares), the graphics are exactly the same. 609both softwares), the graphics are exactly the same.
610 610
611\subsection{Predefined plot functions}
612
613Several pre-defined plot functions are provided with
614the \scifunction{fminsearch} function.
615These functions are
616\begin{itemize}
617\item \scifunction{optimplotfval},
618\item \scifunction{optimplotx},
619\item \scifunction{optimplotfunccount}.
620\end{itemize}
621
622In the following Matlab script, we use the \scifunction{optimplotfval}
623pre-defined function.
624
625\lstset{language=matlabscript}
626\begin{lstlisting}
627% Matlab
628options = optimset('PlotFcns',@optimplotfval);
629[x fval] = fminsearch(banana , [-1.2, 1] , options)
630\end{lstlisting}
631
632The previous script produces the plot which is presented in figure
633\ref{fig-fminsearch-matlab-optimplotfval}.
634
635\begin{figure}
636\begin{center}
637\includegraphics[width=10cm]{testFminsearchOptimplotfvalMatlab.png}
638\end{center}
639\caption{Plot produced by Matlab's fminsearch, with the \scifunction{optimplotfval} function.}
640\label{fig-fminsearch-matlab-optimplotfval}
641\end{figure}
642
643The following Scilab script uses the \scifunction{optimplotfval}
644pre-defined function.
645
646\lstset{language=scilabscript}
647\begin{lstlisting}
648// Scilab
649opt = optimset ( "OutputFcn" , optimplotfval );
650[x fval] = fminsearch ( banana , [-1.2 1] , opt );
651\end{lstlisting}
652
653The previous script produces the plot which is presented in figure
654\ref{fig-fminsearch-scilab-optimplotfval}.
655
656\begin{figure}
657\begin{center}
658\includegraphics[width=10cm]{testFminsearchOptimplotfvalScilab.png}
659\end{center}
660\caption{Plot produced by Scilab's fminsearch, with the \scifunction{optimplotfval} function.}
661\label{fig-fminsearch-scilab-optimplotfval}
662\end{figure}
663
664The comparison between the figures \ref{fig-fminsearch-matlab-optimplotfval} and
665\ref{fig-fminsearch-scilab-optimplotfval} shows that the two features produce
666very similar plots. Notice that Scilab's \scifunction{fminsearch} does not
667provide the "Stop" and "Pause" buttons.
668
diff --git a/scilab_doc/neldermead/macros.aux b/scilab_doc/neldermead/macros.aux
new file mode 100644
index 0000000..5db44e4
--- /dev/null
+++ b/scilab_doc/neldermead/macros.aux
@@ -0,0 +1,27 @@
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2\@setckpt{macros}{
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diff --git a/scilab_doc/neldermead/scripts/fminsearch_demo.m b/scilab_doc/neldermead/scripts/fminsearch_demo.m
index 8a8c200..41f8365 100644
--- a/scilab_doc/neldermead/scripts/fminsearch_demo.m
+++ b/scilab_doc/neldermead/scripts/fminsearch_demo.m
@@ -68,7 +68,7 @@ hold off
68options = optimset('PlotFcns',@optimplotfval); 68options = optimset('PlotFcns',@optimplotfval);
69[x ffinal] = fminsearch(@onehump,[2,1],options) 69[x ffinal] = fminsearch(@onehump,[2,1],options)
70 70
71% Sample use of a plot function : optimplotfval 71% Sample use of a plot function : optimplotx
72options = optimset('PlotFcns',@optimplotx); 72options = optimset('PlotFcns',@optimplotx);
73[x ffinal] = fminsearch(@onehump,[2,1],options) 73[x ffinal] = fminsearch(@onehump,[2,1],options)
74 74
diff --git a/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.m b/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.m
index e1a3cc4..b033ed6 100644
--- a/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.m
+++ b/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.m
@@ -20,7 +20,10 @@ opt = optimset('Display','iter');
20 20
21% Check that the output functions are OK 21% Check that the output functions are OK
22options = optimset('OutputFcn', @outfun); 22options = optimset('OutputFcn', @outfun);
23[x fval] = fminsearch(banana, [-1.2, 1], options) 23[x fval] = fminsearch(banana , [-1.2, 1] , options)
24 24
25% Sample use of a plot function : optimplotfval
26options = optimset('PlotFcns',@optimplotfval);
27[x fval] = fminsearch(banana , [-1.2, 1] , options)
25 28
26 29
diff --git a/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.sce b/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.sce
index 1029015..b7fb016 100644
--- a/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.sce
+++ b/scilab_doc/neldermead/scripts/fminsearch_rosenbrock.sce
@@ -33,7 +33,12 @@ opt = optimset ( "Display" , "iter" );
33function outfun ( x , optimValues , state ) 33function outfun ( x , optimValues , state )
34 plot( x(1),x(2),'.'); 34 plot( x(1),x(2),'.');
35endfunction 35endfunction
36opt = optimset ( "OutputFcn" , outfun); 36opt = optimset ( "OutputFcn" , outfun );
37[x fval] = fminsearch ( banana , [-1.2 1] , opt );
38
39
40// Check that the optimplotfval functions is OK
41opt = optimset ( "OutputFcn" , optimplotfval );
37[x fval] = fminsearch ( banana , [-1.2 1] , opt ); 42[x fval] = fminsearch ( banana , [-1.2 1] , opt );
38 43
39 44
diff --git a/scilab_doc/neldermead/testFminsearchOptimplotfvalMatlab.png b/scilab_doc/neldermead/testFminsearchOptimplotfvalMatlab.png
index 32f528a..8e50630 100644
--- a/scilab_doc/neldermead/testFminsearchOptimplotfvalMatlab.png
+++ b/scilab_doc/neldermead/testFminsearchOptimplotfvalMatlab.png
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diff --git a/scilab_doc/neldermead/testFminsearchOptimplotfvalScilab.png b/scilab_doc/neldermead/testFminsearchOptimplotfvalScilab.png
index ca1600a..8651bdb 100644
--- a/scilab_doc/neldermead/testFminsearchOptimplotfvalScilab.png
+++ b/scilab_doc/neldermead/testFminsearchOptimplotfvalScilab.png
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