Merge branch 'master' of git.scilab.org:scilab

14 files changed, 130 insertions, 19 deletions

diff --git a/scilab_doc/neldermead/fminsearch-so.idx b/scilab_doc/neldermead/fminsearch-so.idx
deleted file mode 100644
index e69de29..0000000
--- a/scilab_doc/neldermead/fminsearch-so.idx
+++ /dev/null
diff --git a/scilab_doc/neldermead/fminsearch-so.ilg b/scilab_doc/neldermead/fminsearch-so.ilg
deleted file mode 100644
index cea57f1..0000000
--- a/scilab_doc/neldermead/fminsearch-so.ilg
+++ /dev/null
@@ -1,4 +0,0 @@
-This is makeindex, version 2.14 [02-Oct-2002] (kpathsea + Thai support).
-Scanning input file fminsearch-so.idx...done (0 entries accepted, 0 rejected).
-Nothing written in fminsearch-so.ind.
-Transcript written in fminsearch-so.ilg.
diff --git a/scilab_doc/neldermead/fminsearch-so.ind b/scilab_doc/neldermead/fminsearch-so.ind
deleted file mode 100644
index e69de29..0000000
--- a/scilab_doc/neldermead/fminsearch-so.ind
+++ /dev/null
diff --git a/scilab_doc/neldermead/fminsearch-so.pdf b/scilab_doc/neldermead/fminsearch-so.pdf
index 5f05ac7..22f5123 100644
--- a/scilab_doc/neldermead/fminsearch-so.pdf
+++ b/scilab_doc/neldermead/fminsearch-so.pdf
diff --git a/scilab_doc/neldermead/fminsearch.tex b/scilab_doc/neldermead/fminsearch.tex
index 9209dff..4545f5e 100644
--- a/scilab_doc/neldermead/fminsearch.tex
+++ b/scilab_doc/neldermead/fminsearch.tex
@@ -301,12 +301,6 @@ precision is both these softwares is $\epsilon \approx 10^{-16}$.
 That implies that there are approximately 16 significant digits.
 Therefore, the relative error on $x$, which is equivalent to 15
 significant digits, is acceptable. 
-If we now consider the relative error on $f$, which is equivalent 
-to only 8 significant digits, that may sound as a problem.
-This corresponds to the square root of the relative precision,
-because $\sqrt{\epsilon} = \approx 10^{-8}$.
-In fact, this is the best that we can expect from an optimization
-algorithm (\cite{Brent73algorithmsfor,Gill81MurrayWright}). 
 
 Therefore, the result is as close as possible to the result produced 
 by Matlab. More specifically :
@@ -541,7 +535,7 @@ Optimization terminated:
 A close inspection at the data reveals that the two softwares produces
 indeed the same intermediate results. 
 
-\subsection{Plot features}
+\subsection{Plot functions}
 
 In this section, we check that the plotting features of the 
 \scifunction{fminsearch} function are the same.
@@ -608,3 +602,90 @@ in figure \ref{fig-fminsearch-scilab-outputfun}.
 Except for the size of the dots (which can be configured in 
 both softwares), the graphics are exactly the same.
 
+\subsection{Predefined plot functions}
+
+Several pre-defined plot functions are provided with 
+the \scifunction{fminsearch} function.
+These functions are 
+\begin{itemize}
+\item \scifunction{optimplotfval},
+\item \scifunction{optimplotx},
+\item \scifunction{optimplotfunccount}.
+\end{itemize}
+
+In the following Matlab script, we use the \scifunction{optimplotfval}
+pre-defined function.
+
+\lstset{language=matlabscript}
+\begin{lstlisting}
+% Matlab
+options = optimset('PlotFcns',@optimplotfval);
+[x fval] = fminsearch(banana , [-1.2, 1] , options)
+\end{lstlisting}
+
+The previous script produces the plot which is presented in figure 
+\ref{fig-fminsearch-matlab-optimplotfval}.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=10cm]{testFminsearchOptimplotfvalMatlab.png}
+\end{center}
+\caption{Plot produced by Matlab's fminsearch, with the \scifunction{optimplotfval} function.}
+\label{fig-fminsearch-matlab-optimplotfval}
+\end{figure}
+
+The following Scilab script uses the \scifunction{optimplotfval}
+pre-defined function.
+
+\lstset{language=scilabscript}
+\begin{lstlisting}
+// Scilab
+opt = optimset ( "OutputFcn" , optimplotfval );
+[x fval] = fminsearch ( banana , [-1.2 1] , opt );
+\end{lstlisting}
+
+The previous script produces the plot which is presented in figure 
+\ref{fig-fminsearch-scilab-optimplotfval}.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=10cm]{testFminsearchOptimplotfvalScilab.png}
+\end{center}
+\caption{Plot produced by Scilab's fminsearch, with the \scifunction{optimplotfval} function.}
+\label{fig-fminsearch-scilab-optimplotfval}
+\end{figure}
+
+The comparison between the figures \ref{fig-fminsearch-matlab-optimplotfval} and 
+\ref{fig-fminsearch-scilab-optimplotfval} shows that the two features produce
+very similar plots. Notice that Scilab's \scifunction{fminsearch} does not 
+provide the "Stop" and "Pause" buttons.
+
+The figures \ref{fig-fminsearch-scilab-optimplotx} and \ref{fig-fminsearch-scilab-optimplotfunccount}
+present the results of Scilab's \scifunction{optimplotx} and \scifunction{optimplotfunccount}
+functions.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=10cm]{testFminsearchOptimplotxScilab.png}
+\end{center}
+\caption{Plot produced by Scilab's fminsearch, with the \scifunction{optimplotx} function.}
+\label{fig-fminsearch-scilab-optimplotx}
+\end{figure}
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=10cm]{testFminsearchOptimplotfunccountScilab.png}
+\end{center}
+\caption{Plot produced by Scilab's fminsearch, with the \scifunction{optimplotfunccount} function.}
+\label{fig-fminsearch-scilab-optimplotfunccount}
+\end{figure}
+
+\section{Conclusion}
+
+The current version of Scilab's \scifunction{fminsearch} provides the same algorithm
+as Matlab's \scifunction{fminsearch}. The numerical precision is the same.
+The \scifunction{optimset} and \scifunction{optimget} functions allows to configure the optimization, 
+as well as the output and plotting function.
+Pre-defined plotting function allows to get a fast and nice plot of the optimization.
+
+
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 @@
+\relax 
+\@setckpt{macros}{
+\setcounter{page}{1}
+\setcounter{equation}{0}
+\setcounter{enumi}{0}
+\setcounter{enumii}{0}
+\setcounter{enumiii}{0}
+\setcounter{enumiv}{0}
+\setcounter{footnote}{0}
+\setcounter{mpfootnote}{0}
+\setcounter{part}{0}
+\setcounter{chapter}{0}
+\setcounter{section}{0}
+\setcounter{subsection}{0}
+\setcounter{subsubsection}{0}
+\setcounter{paragraph}{0}
+\setcounter{subparagraph}{0}
+\setcounter{figure}{0}
+\setcounter{table}{0}
+\setcounter{Item}{0}
+\setcounter{Hfootnote}{0}
+\setcounter{NAT@ctr}{0}
+\setcounter{lstnumber}{1}
+\setcounter{ALC@line}{0}
+\setcounter{ALC@rem}{0}
+\setcounter{ALC@depth}{0}
+}
diff --git a/scilab_doc/neldermead/scripts/fminsearch_demo.m b/scilab_doc/neldermead/scripts/fminsearch_demo.m
index 8a8c200..4b72498 100644
--- a/scilab_doc/neldermead/scripts/fminsearch_demo.m
+++ b/scilab_doc/neldermead/scripts/fminsearch_demo.m
@@ -60,19 +60,18 @@ opt = optimset('Display','iter' , 'MaxIter' , 10 );
 % Sample use of an output function
 options = optimset('OutputFcn', @outfun);
 hold on
-objfun=@(x) exp(x(1))*(4*x(1)^2+2*x(2)^2+x(1)*x(2)+2*x(2));
-[x fval] = fminsearch(objfun, [-1 1], options)
+[x fval] = fminsearch(objfun, [-1.2, 1], options)
 hold off
 
 % Sample use of a plot function : optimplotfval
 options = optimset('PlotFcns',@optimplotfval);
-[x ffinal] = fminsearch(@onehump,[2,1],options)
+[x ffinal] = fminsearch(banana,[-1.2, 1],options)
 
-% Sample use of a plot function : optimplotfval
+% Sample use of a plot function : optimplotx
 options = optimset('PlotFcns',@optimplotx);
-[x ffinal] = fminsearch(@onehump,[2,1],options)
+[x ffinal] = fminsearch(banana,[-1.2, 1],options)
 
 % Sample use of a plot function : optimplotfunccount
 options = optimset('PlotFcns',@optimplotfunccount);
-[x ffinal] = fminsearch(@onehump,[2,1],options)
+[x ffinal] = fminsearch(banana,[-1.2, 1],options)
 
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');
 
 % Check that the output functions are OK
 options = optimset('OutputFcn', @outfun);
-[x fval] = fminsearch(banana, [-1.2, 1], options)
+[x fval] = fminsearch(banana , [-1.2, 1] , options)
 
+% Sample use of a plot function : optimplotfval
+options = optimset('PlotFcns',@optimplotfval);
+[x fval] = fminsearch(banana , [-1.2, 1] , options)
 
 
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" );
 function outfun ( x , optimValues , state )
   plot( x(1),x(2),'.');
 endfunction
-opt = optimset ( "OutputFcn" , outfun);
+opt = optimset ( "OutputFcn" , outfun );
+[x fval] = fminsearch ( banana , [-1.2 1] , opt );
+
+
+// Check that the optimplotfval functions is OK
+opt = optimset ( "OutputFcn" , optimplotfval );
 [x fval] = fminsearch ( banana , [-1.2 1] , opt );
 
 
diff --git a/scilab_doc/neldermead/testFminsearchOptimplotfunccountScilab.png b/scilab_doc/neldermead/testFminsearchOptimplotfunccountScilab.png
new file mode 100644
index 0000000..28ca428
--- /dev/null
+++ b/scilab_doc/neldermead/testFminsearchOptimplotfunccountScilab.png
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
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
diff --git a/scilab_doc/neldermead/testFminsearchOptimplotxMatlab.png b/scilab_doc/neldermead/testFminsearchOptimplotxMatlab.png
new file mode 100644
index 0000000..9ef102a
--- /dev/null
+++ b/scilab_doc/neldermead/testFminsearchOptimplotxMatlab.png
diff --git a/scilab_doc/neldermead/testFminsearchOptimplotxScilab.png b/scilab_doc/neldermead/testFminsearchOptimplotxScilab.png
new file mode 100644
index 0000000..7697c0e
--- /dev/null
+++ b/scilab_doc/neldermead/testFminsearchOptimplotxScilab.png