/usr/share/octave/packages/optim-1.4.1/private/__octave_sqp_wrapper__.m is in octave-optim 1.4.1-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 | ## Copyright (C) 2014 Olaf Till <i7tiol@t-online.de>
##
## 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 3 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/>.
function [p_res, objf, cvg, outp] = __octave_sqp_wrapper__ (f, pin, hook)
## clear persisten variables
select_constr ();
select_d_constr ();
n = length (pin);
## passed constraints
mc = hook.mc; # matrix of linear constraints
vc = hook.vc; # vector of linear constraints
f_cstr = hook.f_cstr; # function of all constraints
df_cstr = hook.df_cstr; # function of derivatives of all constraints
n_gencstr = hook.n_gencstr; # number of non-linear constraints
eq_idx = hook.eq_idx; # logical index of equality constraints in all
# constraints
lbound = hook.lbound; # bounds, subset of linear inequality
ubound = hook.ubound; # constraints in mc and vc
## passed function for gradient of objective function
grad_f = hook.dfdp;
## passed function for hessian of objective function
hessian = hook.hessian;
## passed options
tolerance = hook.octave_sqp_tolerance;
niter = hook.MaxIter;
fixed = hook.fixed;
## some useful variables derived from passed variables
##
n_cstr = size (vc, 1) + n_gencstr; # number of all constraints
ac_idx = true (n_cstr, 1); # index of all constraints
## backend-specific checking of options and constraints
##
## ...
## fill constant fields of hook for derivative-functions; some fields
## may be backend-specific
dfdp_hook.fixed = fixed; # this may be handled by the frontend, but
# the backend still may add to it
## process arguments for calling sqp
grad_f = @ (p) grad_f (p, dfdp_hook)(:); # sqp expects column vector
f_cstr = @ (p) f_cstr (p, ac_idx);
df_cstr = @ (p) df_cstr (p, ac_idx,
setfield (dfdp_hook, "f", f_cstr (p)));
if (isempty (hessian))
passed_f = {f, grad_f};
else
passed_f = {f, grad_f, hessian};
endif
inequc = @ (p) select_constr (f_cstr, p, ! eq_idx);
dinequc = @ (p) select_d_constr (df_cstr, p, ! eq_idx);
equc = @ (p) select_constr (f_cstr, p, eq_idx);
dequc = @ (p) select_d_constr (df_cstr, p, eq_idx);
## call sqp
[p_res, objf, info, outp.niter, outp.nobjf, outp.lambda] = ...
sqp (pin, passed_f, {equc, dequc}, {inequc, dinequc}, -Inf, Inf,
niter, tolerance);
## map return code
switch (info)
case 101
cvg = 1;
case 102
cvg = -4;
case 103
cvg = 0;
otherwise
warning ("return code %i of sqp not recognized", info);
endswitch
endfunction
function ret = select_constr (cf, p, idx)
persistent storep = struct ();
persistent storeret = [];
if (! nargin ())
storep = struct ();
return;
endif
if (! isequal (storep, p))
storep = p;
storeret = cf (p);
endif
ret = storeret(idx);
endfunction
function ret = select_d_constr (dcf, p, idx)
persistent storep = struct ();
persistent storeret = [];
if (! nargin ())
storep = struct ();
return;
endif
if (! isequal (storep, p))
storep = p;
storeret = dcf (p);
endif
ret = storeret(idx, :);
endfunction
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