apply optim function to a SIF problem
[fopt,xopt,gopt]=sifoptim(siffile)
[fopt,xopt,gopt]=sifoptim(siffile [,algo] [,Stop] [imp=iflag] )
[fopt,xopt,gopt]=sifoptim(siffile [,algo=value] [,Stop=value] [imp=iflag] )
path of the SIF problem file
string "qn" or "gc" optim method selection.
a vector with at most 4 elements: [nap iter epsg epsf]
or a list with at most 5 entries: list(nap,iter,epsg,epsf,epsx)
nap
gives the maximum number of function
calls, niter
the maximum number of
iteration to do, epsg
the threshold on
gradient norm, epsf
the threshold
controlling decreasing of the criterion and
epsx
the threshold array controlling
decreasing of the variables (see optim)
named argument used to set the trace mode. The possible values for iflag are 0,1,2 and >2. Use this option with caution : most of these reports are written on the Scilab standard output.
iflag=0: nothing (except errors) is reported (this is the default),
iflag=1: initial and final reports,
iflag=2: adds a report per iteration,
iflag>2: add reports on linear search.
iflag<0: calls the cost function with ind=1 every -imp iterations.
scalar, criterion at the found optimum
vector, Gradient at the found optimum
vector, optimum location
The sifoptim function decodes, compile, link the given
problem and then call the Scilab function optim
in order to solve the given
problem.