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optimoptions in Octave


From: AsmaA
Subject: optimoptions in Octave
Date: Sun, 31 May 2015 11:45:30 -0700 (PDT)

Hi,

> I'd guess it is much work, and it was not foreseen. Maybe it's better
> not to tackle it until everything else on your list is ready. Still,
> we do have optimset and it works.
>
> Seems the difference to optimset, as seen by the user, is mainly that
> the options object is _displayed_ with additional information specific
> to solver and algorithm. But I'm not sure, some things should be
> tested in Matlab, e.g.:
>
> 1) Is there an error or warning if optimoptions is used to
>    assign an option not contained in the specified solver? ...

Matlab stores it as options not used by the current algorithm so if we
change the solver/algorithm to which the option belongs, we do not need to
set it again.

> 2) ... or to assign an option that does not exist in any solver?

This returns an error.

> 3) Same as (1) or (2), but if option is specified in dot notation?

Yes.

> 4) If options are transfered to a different solver with optimoptions,
>    are there errors or warnings if the new solver does not have some
>    of these options?

No errors or warnings. The options common to both functions (Not solvers)
are copied. Options of different solvers too are copied. For eg.

opts = optimoptions ('fmincon', 'Algorithm', 'sqp', 'TolX', 1e-10)
opts_lsq = optimoptions ('lsqnonlin', opts)

Options set in opts_lsq are:
                PrecondBandWidth: 0
                TolX: 1.0000e-10

The option PrecondBandwidth belongs to the trust-region solver of fmincon.
Another option copied from opts in opts_lsq  belongs to the lev-mar solver
of lsqnonlin. It is the stored option as mentioned in point 1)

  ScaleProblem: 'none'

> 5) Can options returned by optimoptions be used with optimset, and
>    vice versa?

This returns an error in both cases.

> I haven't found if there is something comparable to 'optimget', but
> used with the options object of 'optimoptions' ... maybe there is no
> such user function ... (?)

I couldn't find one. As said in [1], the usage of optimoptions is limited to
optimization toolbox in Matlab.

> 2.2) First make a plan and discuss what your code will do in detail,
>      please.

I'll study a bit about OOP in Matlab and octave and share the plan with you.

Kind Regards,
Asma.

[1] http://uk.mathworks.com/help/optim/ug/optimoptions-and-optimset.html



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