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% STK_MINIMIZE_UNCONSTRAINED performs unconstrained minimization
%
% CALL: U_OPT = stk_minimize_unconstrained (ALGO, F, U_INIT)
%
% minimizes the objective function F, using algorithm ALGO with starting
% point U_INIT. The best point found by the algorithm is returned as U_OPT.
% The value of ALGO can be 'fminsearch', 'octavesqp', or any algorithm object
% implementing the 'stk_minimize_boxconstrained' method.
%
% CALL: [U_OPT, F_OPT] = stk_minimize_unconstrained (ALGO, F, U_INIT)
%
% also returns the best objective value F_OPT.
%
% See also stk_minimize_boxconstrained, stk_optim_octavesqp, stk_optim_fminsearch
% Copyright Notice
%
% Copyright (C) 2016, 2017 CentraleSupelec
%
% Author: Julien Bect <julien.bect@centralesupelec.fr>
% 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 varargout = stk_minimize_unconstrained (algo, varargin)
switch algo
case 'fminsearch'
algo = stk_optim_fminsearch ();
case 'octavesqp'
algo = stk_optim_octavesqp ();
otherwise
stk_error (['The first input argument should be an algorithm ' ...
'object, implementing the stk_minimize_unconstrained ', ...
'method.'], 'InvalidArgument');
end
varargout = cell (1, max (1, nargout));
[varargout{:}] = stk_minimize_unconstrained (algo, varargin{:});
end % function
%!test % Call fminsearch using function name
%! if stk_optim_isavailable ('fminsearch')
%! assert (stk_optim_testmin_unc ('fminsearch'));
%! end
%!test % Call fminsearch directly, using algorithm object
%! if stk_optim_isavailable ('fminsearch')
%! algo = stk_optim_fminsearch ('TolX', 1e-12, 'TolFun', 1e-12);
%! assert (stk_optim_testmin_unc (algo));
%! end
%!test % Call sqp using function name
%! if stk_optim_isavailable ('octavesqp')
%! assert (stk_optim_testmin_unc ('octavesqp'));
%! end
%!test % Call sqp directly, using algorithm object
%! if stk_optim_isavailable ('octavesqp')
%! algo = stk_optim_octavesqp ();
%! assert (stk_optim_testmin_unc (algo));
%! end
%!error assert (stk_optim_testmin_unc ('InexistentOptimizer'));
%!error assert (stk_optim_testmin_unc (100));
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