/usr/share/octave/packages/3.2/optim-1.0.17/battery.m is in octave-optim 1.0.17-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 | # Copyright (C) 2004 Michael Creel <michael.creel@uab.es>
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; If not, see <http://www.gnu.org/licenses/>.
# (c) Michael Creel <michael.creel@uab.es>
# battery.m: repeatedly call bfgs using a battery of
# start values, to attempt to find global min
# of a nonconvex function
# INPUTS:
# func: function to mimimize
# args: args of function
# minarg: argument to minimize w.r.t. (usually = 1)
# startvals: kxp matrix of values to try for sure (don't include all zeros, that's automatic)
# max iters per start value
# number of additional random start values to try
# OUTPUT: theta - the best value found - NOT iterated to convergence
function theta = battery(func, args, minarg, startvals, maxiters)
# setup
[k,trials] = size(startvals);
bestobj = inf;
besttheta = zeros(k,1);
bfgscontrol = {maxiters,0,0,1};
# now try the supplied start values, and optionally the random start values
for i = 1:trials
args{minarg} = startvals(:,i);
[theta, obj_value, convergence] = bfgsmin (func, args, bfgscontrol);
if obj_value < bestobj
besttheta = theta;
bestobj = obj_value;
endif
endfor
theta = besttheta;
endfunction
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