Week 10: Preliminary work on optimoptions

Thoroughly checking how optimoptions works in  Matlab.

options = optimoptions (SolverName)

Things to do:

• Identify if Solver name is the right string or function handle

• Cater for multiple Algorithms
   A subset of options for different algorithms.
  
• Transfer relevant options of different solvers to modify/create option.
  oldoptions = optimoptions('fmincon','TolX',1e-10)
  newoptions = optimoptions('lsqnonlin',oldoptions)
  
• Using dot notation or optimoptions to modify previously created options.
  (Second argument in optimoptions can be old options)
  
• Display options:
  Set by user on top (for the current algo)
  Default options
  Options set for other algorithms.

Implementation ideas:

In Matlab, these two calls generate the same options object optim.options.Fmincon:
optimoptions('fmincon')

optim.options.Fmincon
What would be more appropriate, IMO, will be to have a function optimoptions of the following format
opts = function optimoptions(SolverName,varargin)

     ...

    obj = optim.options.SolverName(varargin)

    opts = struct(obj)

    ...

This function will

1. Instantiate the relevant class and request for default options from the solver.
2. Compare the user provided options to add relevant options.
3. Display options of the current algorithm.
4. The output can also be returned in the form of a struct to be compatible with optimget.