?? fgoalattain.m
字號:
else
constflag = 1;
end
line_search = strcmp(optimget(options,'LargeScale',defaultopt,'fast'),'off'); % 0 means trust-region, 1 means line-search
if ~line_search
warning('Large-scale algorithm not currently available for this problem type.')
line_search = 1;
end
% If nonlinear constraints exist, need
% either both function and constraint gradients, or not
if constflag
if gradflag & ~gradconstflag
gradflag = 0;
elseif ~gradflag & gradconstflag
gradconstflag = 0;
end
end
% Convert to inline function as needed
% FUN is called from goalcon; goalfun is based only on x
if ~isempty(FUN) % will detect empty string, empty matrix, empty cell array
[funfcn, msg] = optimfcnchk(FUN,'goalcon',length(varargin),gradflag,hessflag);
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
[ffun, msg] = optimfcnchk(@goalfun,'fgoalattain',lenVarIn+goalargs,gradflag);
if constflag % NONLCON is non-empty
[confcn, msg] = ...
optimfcnchk(NONLCON,'goalcon',length(varargin),gradconstflag,0,1);
else
confcn{1} = '';
end
[cfun, msg]= optimfcnchk(@goalcon,'fgoalattain',lenVarIn+goalargs,gradconstflag,0,1);
lenvlb=length(l);
lenvub=length(u);
CHG = 1e-7*abs(xnew)+1e-7*ones(numberOfVariablesplus1,1);
i=1:lenvlb;
lindex = xnew(i)<l(i);
if any(lindex),
xnew(lindex)=l(lindex)+1e-4;
end
i = 1:lenvub;
uindex = xnew(i)>u(i);
if any(uindex)
xnew(uindex)=u(uindex);
CHG(uindex)=-CHG(uindex);
end
x(:) = xnew(1:end-1);
% Evaluate user function to get number of function values at x, not xnew!
switch funfcn{1}
case 'fun'
user_f = feval(funfcn{3},x,varargin{:});
case 'fungrad'
user_f = feval(funfcn{3},x,varargin{:});
case 'fungradhess'
user_f = feval(funfcn{3},x,varargin{:});
case 'fun_then_grad'
user_f = feval(funfcn{3},x,varargin{:});
case 'fun_then_grad_then_hess'
user_f = feval(funfcn{3},x,varargin{:});
otherwise
error('Undefined calltype in FGOALATTAIN');
end
user_f = user_f(:);
len_user_f = length(user_f);
% error checking
if length(GOAL) ~= len_user_f
error('Size of GOAL must be equal to the size of F returned by FUN')
end
if length(WEIGHT) ~= length(GOAL)
error('Size of WEIGHT must be equal to the size of GOAL.')
end
GRAD=zeros(numberOfVariablesplus1,1);
HESS = [];
extravarargin= {neqgoals,funfcn,confcn,WEIGHT,GOAL,x,varargin{:}};
% Evaluate goal function
switch ffun{1}
case 'fun'
f = feval(ffun{3},xnew,extravarargin{:});
case 'fungrad'
[f,GRAD] = feval(ffun{3},xnew,extravarargin{:});
case 'fungradhess'
[f,GRAD,HESS] = feval(ffun{3},xnew,extravarargin{:});
case 'fun_then_grad'
f = feval(ffun{3},xnew,extravarargin{:});
GRAD = feval(ffun{4},xnew,extravarargin{:});
case 'fun_then_grad_then_hess'
f = feval(ffun{3},xnew,extravarargin{:});
GRAD = feval(ffun{4},xnew,extravarargin{:});
HESS = feval(ffun{5},xnew,extravarargin{:});
otherwise
error('Undefined calltype in FGOALATTAIN');
end
% Evaluate goal constraints
switch cfun{1}
case 'fun'
[ctmp,ceqtmp] = feval(cfun{3},xnew,extravarargin{:});
c = ctmp(:); ceq = ceqtmp(:);
cGRAD = zeros(numberOfVariablesplus1,length(c));
ceqGRAD = zeros(numberOfVariablesplus1,length(ceq));
case 'fungrad'
[ctmp,ceqtmp,cGRAD,ceqGRAD] = feval(cfun{3},xnew,extravarargin{:});
c = ctmp(:); ceq = ceqtmp(:);
case 'fun_then_grad'
[ctmp,ceqtmp] = feval(cfun{3},xnew,extravarargin{:});
c = ctmp(:); ceq = ceqtmp(:);
[cGRAD,ceqGRAD] = feval(cfun{4},xnew,extravarargin{:});
case ''
c=[]; ceq =[];
cGRAD = zeros(numberOfVariablesplus1,length(c));
ceqGRAD = zeros(numberOfVariablesplus1,length(ceq));
otherwise
error('Undefined calltype in FGOALATTAIN');
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
just_user_constraints = non_ineq - len_user_f - neqgoals;
OUTPUT.algorithm = 'goal attainment SQP, Quasi-Newton, line_search'; % override nlconst output
if diagnostics > 0
% Do diagnostics on information so far
msg = diagnose('fgoalattain',OUTPUT,gradflag,hessflag,constflag,gradconstflag,...
line_search,options,defaultopt,xnew(1:end-1),non_eq,...
just_user_constraints,lin_eq,lin_ineq,LB,UB,funfcn,confcn,f,GRAD,HESS, ...
c(1:just_user_constraints),ceq,cGRAD(1:just_user_constraints,:),ceqGRAD);
end
% add extra column to account for extra xnew component
A =[A,zeros(lin_ineq,1)];
Aeq =[Aeq,zeros(lin_eq,1)];
[xnew,ATTAINFACTOR,lambda,EXITFLAG,OUTPUT]=...
nlconst(ffun,xnew,l,u,full(A),B,full(Aeq),Beq,cfun,options,defaultopt, ...
verbosity,gradflag,gradconstflag,hessflag,meritFunctionType, ...
CHG,f,GRAD,HESS,c,ceq,cGRAD,ceqGRAD,neqgoals,funfcn,confcn,WEIGHT,GOAL,x,varargin{:});
just_user_constraints = length(lambda.ineqnonlin) - len_user_f - neqgoals;
lambda.ineqnonlin = lambda.ineqnonlin(1:just_user_constraints);
LAMBDA=lambda;
OUTPUT.algorithm = 'goal attainment SQP, Quasi-Newton, line_search'; % override nlconst output
% compute FVAL since it is attainfactor instead of F(x)
% Evaluate user function to get number of function values at x, not xnew!
x(:)=xnew(1:end-1);
switch funfcn{1}
case 'fun'
user_f = feval(funfcn{3},x,varargin{:});
case 'fungrad'
user_f = feval(funfcn{3},x,varargin{:});
case 'fungradhess'
user_f = feval(funfcn{3},x,varargin{:});
case 'fun_then_grad'
user_f = feval(funfcn{3},x,varargin{:});
case 'fun_then_grad_then_hess'
user_f = feval(funfcn{3},x,varargin{:});
otherwise
error('Undefined calltype in FGOALATTAIN');
end
FVAL = user_f;
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