summaryrefslogtreecommitdiff
path: root/inst/misc/options/stk_options_set.m
blob: 85e594c4fa006968eb9162c698d689f46f469f14 (plain)
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
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
% STK_OPTIONS_SET sets the value of one or all STK options
%
% CALL: stk_options_set ('default')
%
%    resets STK's default options.
%
% CALL: stk_options_set (OPTS)
%
%    sets all options at once using the option structure OPTS.  Such a
%    structure can be obtained from stk_options_get.
%
% CALL: stk_options_set (BLOCKNAME, OPTS)
%
%    sets all the options from a block BLOCKNAME, using the option
%    structure OPTS.  Such a structure can be obtained from
%    stk_options_get as well.
%
% CALL: stk_options_set (BLOCKNAME, OPTNAME, OPTVAL)
%
%    sets options BLACKNAME.OPTNAME to the value OPTVAL.
%
% CALL: OPTS = stk_options_set (...)
%
%    returns the modified option structure, containing all STK's options.
%
% See also: stk_options_get

% Copyright Notice
%
%    Copyright (C) 201 CentraleSupelec
%    Copyright (C) 2015-2017 CentraleSupelec
%    Copyright (C) 2014 SUPELEC & A. Ravisankar
%    Copyright (C) 2013 SUPELEC
%
%    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 opts = stk_options_set (varargin)

persistent options

if isempty (options)
    options = init_options ();
    mlock;
end

switch nargin
    
    case 0  % nothing to do, just return the output
        
    case 1  % reset
        if (ischar (varargin{1})) && strcmp (varargin{1}, 'default')
            options = init_options ();
        elseif isstruct (varargin{1})
            options = varargin{1};
        else
            stk_error ('Syntax error', 'SyntaxError');
        end
        
    case 2
        switch varargin{1}
            
            case 'stk_sf_matern'
                % TODO: Remove this warning in STK 3.x
                warning (sprintf([ ...
                    'stk_sf_matern and the corresponding options have been ' ...
                    'deprecated.\n\nPlease use stk_rbf_matern instead.\n']));
                options.stk_rbf_matern = varargin{2};
                
            otherwise
                options.(varargin{1}) = varargin{2};
        end
        
    case 3
        switch varargin{1}
            
            case 'stk_param_estim'
                if strcmp (varargin{2}, 'optim_display_level')
                    % TODO: Remove this warning in STK 3.x
                    warning (sprintf ([ ...
                        'Options stk_param_estim.optim_display_level has ' ...
                        'been removed.\n\nDisplay options for optimization ' ...
                        'algorithms can be set through the properties of ' ...
                        'the algorithm objects instead.\n']));
                else
                    options.stk_param_estim.(varargin{2}) = varargin{3};
                end
                
            case 'stk_sf_matern'
                % TODO: Remove this warning in STK 3.x
                warning (sprintf([ ...
                    'stk_sf_matern and the corresponding options have been ' ...
                    'deprecated.\n\nPlease use stk_rbf_matern instead.\n']));
                options.stk_rbf_matern.(varargin{2}) = varargin{3};
                
            otherwise
                options.(varargin{1}).(varargin{2}) = varargin{3};
        end
        
    otherwise
        stk_error ('Incorrect number of input arguments.', 'SyntaxError');
        
end

if nargout > 0
    opts = options;
end

end % function

%#ok<*CTCH,*SPWRN>


function opts = init_options ()

opts = struct ();

opts.stk_rbf_matern.min_size_for_parallelization = 1e5;
opts.stk_rbf_matern.min_block_size = 1e3;

opts.stk_dataframe.disp_format = 'basic'; % 'basic' or 'verbose'
opts.stk_dataframe.disp_spstr = '    ';
opts.stk_dataframe.openvar_warndlg = true;

opts.stk_param_getdefaultbounds.tolvar = 5.0;
opts.stk_param_getdefaultbounds.tolscale = 5.0;
opts.stk_param_getdefaultbounds.nu_min_dimfun = @(d) 0.5;
opts.stk_param_getdefaultbounds.nu_max_dimfun = @(d) min (50.0, 10 * d);

opts.stk_figure.properties = {'InvertHardcopy', 'off', 'Color', [1 1 1]};
opts.stk_xlabel.properties = {'FontSize', 10, 'Color', [0.2 0 1]};
opts.stk_ylabel.properties = opts.stk_xlabel.properties;
opts.stk_zlabel.properties = opts.stk_xlabel.properties;
opts.stk_title.properties = {'FontSize', 10, 'FontWeight', 'bold'};
opts.stk_axes.properties = {'FontSize', 8};

% Select optimizer for stk_param_estim
if exist ('OCTAVE_VERSION', 'builtin') == 5
    % In Octave we use sqp (which is always available) in both cases
    opts.stk_param_estim.minimize_box = stk_optim_octavesqp ();
    opts.stk_param_estim.minimize_unc = stk_optim_octavesqp ();
else
    A_fminsearch = stk_optim_fminsearch ();
    try
        % See if the Mathworks' Optimization toolbox is installed
        opts.stk_param_estim.minimize_box = stk_optim_fmincon ();
        opts.stk_param_estim.minimize_unc = A_fminsearch;  % FIXME: use fminunc !
        check_both (opts.stk_param_estim);
    catch
        try
            % See sqp can be used with MOSEK's quadprog
            %   (or any other compatible replacement for quadprog)
            A = stk_optim_octavesqp (struct ('qp_solver', 'quadprog'));
            opts.stk_param_estim.minimize_box = A;
            opts.stk_param_estim.minimize_unc = A;
            check_both (opts.stk_param_estim);
        catch
            opts.stk_param_estim.minimize_box = A_fminsearch;
            opts.stk_param_estim.minimize_unc = A_fminsearch;
        end
    end
end

end % function


function check_both (opts)

assert (stk_optim_testmin_box (opts.minimize_box));
assert (stk_optim_testmin_unc (opts.minimize_unc));

end % function