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% STK_OPTIM_FMINCON constructs an object of class 'stk_optim_fmincon'.
%
% CALL: ALGO = stk_optim_fmincon ()
%
% constructs an algorithm object ALGO of class 'stk_optim_fmincon'
% with a default set of options.
%
% CALL: ALGO = stk_optim_fmincon (opt)
%
% constructs an algorithm object ALGO of class 'stk_optim_fmincon'
% with a user-defined set of options, defined by the structure opt.
% Copyright Notice
%
% Copyright (C) 2015-2017 CentraleSupelec
% Copyright (C) 2014 SUPELEC & A. Ravisankar
%
% Authors: Julien Bect <julien.bect@centralesupelec.fr>
% Ashwin Ravisankar <ashwinr1993@gmail.com>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (http://sourceforge.net/projects/kriging)
%
% STK 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.
%
% STK 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 STK. If not, see <http://www.gnu.org/licenses/>.
function algo = stk_optim_fmincon (varargin)
% Some default options
options = optimset ( ...
'Display', 'off', ...
'GradObj', 'on', ...
'MaxFunEvals', 500, ...
'TolFun', 1e-5, ...
'TolX', 1e-6 );
% The 'algorithm' option is not supported by optimset in Octave
% (e.g., 4.0.0) and in some old versions of Matlab (e.g., r2007a)
ws = warning ('off', 'all');
try
% Try to use the interior-point algorithm, which has been
% found to provide satisfactory results in many cases
options = optimset (options, 'algorithm', 'interior-point');
end
warning (ws);
% TODO: see if the 'UseParallel' option can be useful
% Take user options into account
if nargin > 0
options = optimset (options, varargin{:});
end
base = stk_optim_optimizer_ (true, false);
algo = struct ('options', options);
algo = class (algo, 'stk_optim_fmincon', base);
end % function
%!test stk_test_class ('stk_optim_fmincon')
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