From b652b6d9320b744ca35bbc12d75a3ab0db8053e2 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Thu, 21 Jan 2021 19:33:30 +0100
Subject: [PATCH] csminwel1.m: two small fixes
- gh always exists, no need to check
- allow having non-bad gradient in first iteration
---
matlab/optimization/csminwel1.m | 19 ++++++++-----------
1 file changed, 8 insertions(+), 11 deletions(-)
diff --git a/matlab/optimization/csminwel1.m b/matlab/optimization/csminwel1.m
index 1f67fcb96b..9cc6cddc2e 100644
--- a/matlab/optimization/csminwel1.m
+++ b/matlab/optimization/csminwel1.m
@@ -228,16 +228,16 @@ while ~done
f2=f;f3=f;f1=f;retcode2=retcode1;retcode3=retcode1;
end
%how to pick gh and xh
- if f3 < f - crit && badg3==0 && f3 < f2 && f3 < f1
+ if f3 < f - crit && badg3==0 && f3 < f2 && f3 < f1 %f3 has improved function, gradient is good and it is smaller than the other two
ih=3;
fh=f3;xh=x3;gh=g3;badgh=badg3;retcodeh=retcode3;
- elseif f2 < f - crit && badg2==0 && f2 < f1
+ elseif f2 < f - crit && badg2==0 && f2 < f1 %f2 has improved function, gradient is good and it is smaller than f2
ih=2;
fh=f2;xh=x2;gh=g2;badgh=badg2;retcodeh=retcode2;
- elseif f1 < f - crit && badg1==0
+ elseif f1 < f - crit && badg1==0 %f1 has improved function, gradient is good
ih=1;
fh=f1;xh=x1;gh=g1;badgh=badg1;retcodeh=retcode1;
- else
+ else % stuck or bad gradient
[fh,ih] = min([f1,f2,f3]);
%disp_verbose(sprintf('ih = %d',ih))
%eval(['xh=x' num2str(ih) ';'])
@@ -253,12 +253,10 @@ while ~done
%eval(['retcodeh=retcode' num2str(ih) ';'])
retcodei=[retcode1,retcode2,retcode3];
retcodeh=retcodei(ih);
- if exist('gh')
- nogh=isempty(gh);
- else
- nogh=1;
- end
- if nogh
+
+ nogh=isempty(gh);
+ badgh=1;
+ if nogh %recompute gradient
if NumGrad
[gh, badgh]=get_num_grad(method,fcn,penalty,fh,xh,epsilon,varargin{:});
elseif grad_fun_provided
@@ -268,7 +266,6 @@ while ~done
badgh = ~cost_flag;
end
end
- badgh=1;
end
%end of picking
stuck = (abs(fh-f) < crit);
--
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