Sunday 31 May 2015

lsqnonlin wrapping nonlin_residmin

So the first week of GSoC is officially over.

I was working on lsqnonlin. My code is accessible here:

https://github.com/AsmaAfzal/octave_workspace/blob/master/lsqnonlin.m


[x, resnorm, residual, exitflag, output, lambda, jacobian]...
= lsqnonlin (fun, x0, lb, ub, options)

[x, resid, cvg, outp] = nonlin_residmin (f, x0, settings)

A recap of encountered problems:
  1. output lambda- it wasn't previously returned from the backend [1]
  2. options- In addition to optimset, Matlab uses optimoptions to set options specific to a certain optimization function. optimoptions
    • Creates and modifies only the options that apply to a solver
    • Shows your option choices and default values for a specific solver/algorithm
    • Displays links for more information on solver options and other available solver algorithms [2].
    octave currently does not have this functionality.  For more discussion on this, check [3]
Things to do:
  1. check how user-specified jacobian is to be provided.
  2. check for matrix/complex inputs.
  3. come up with a plan for writing optimoptions in octave.
 References:
[1] http://octave.1599824.n4.nabble.com/lsqnonlin-and-nonlin-residmin-tp4670540p4670557.html
[2] http://uk.mathworks.com/help/optim/ug/optimoptions-and-optimset.html
[3] http://octave.1599824.n4.nabble.com/lsqnonlin-and-nonlin-residmin-tp4670540p4670560.html

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