void checkInputs(const mxArray *prhs[], int nrhs)
{
size_t Mlb, Mub, Mx0;
if(nrhs < 5)
mexErrMsgTxt("You must supply at least 5 arguments to lbfsgb!\nlbfgsb(fun,grad,lb,ub,x0)");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(prhs[0]))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsFunctionHandle(prhs[1]) && !mxIsChar(prhs[1]))
mexErrMsgTxt("grad must be a function handle or function name!");
if(!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) || mxIsEmpty(prhs[2]))
mexErrMsgTxt("lb must be a real double column vector!");
if(!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]) || mxIsEmpty(prhs[3]))
mexErrMsgTxt("ub must be a real double column vector!");
if(!mxIsDouble(prhs[4]) || mxIsComplex(prhs[4]) || mxIsEmpty(prhs[4]))
mexErrMsgTxt("x0 must be a real double column vector!");
if((nrhs > 5) && !mxIsStruct(prhs[5]))
mexErrMsgTxt("Options must be supplied as a structure!");
//Check Sizes
Mlb = mxGetNumberOfElements(prhs[2]);
Mub = mxGetNumberOfElements(prhs[3]);
Mx0 = mxGetNumberOfElements(prhs[4]);
if(Mlb != Mub)
mexErrMsgTxt("The bound vectors are not the same length!");
if(Mlb != Mx0)
mexErrMsgTxt("x0 is not the same length as the bounds!");
}
void checkInputs(const mxArray *prhs[], int nrhs)
{
size_t ndec;
if(nrhs < 4)
mexErrMsgTxt("You must supply at least 4 arguments to nl2sol!\n\nnl2sol(fun,grad,x0,ydata)\n");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(pFUN))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsEmpty(pGRAD) && (!mxIsFunctionHandle(pGRAD) && !mxIsChar(pGRAD)))
mexErrMsgTxt("grad must be a function handle or function name!");
if(!mxIsDouble(pX0) || mxIsComplex(pX0) || mxIsEmpty(pX0))
mexErrMsgTxt("x0 must be a real double column vector!");
if(!mxIsDouble(pYDATA) || mxIsComplex(pYDATA) || mxIsEmpty(pYDATA))
mexErrMsgTxt("ydata must be a real double column vector!");
ndec = mxGetNumberOfElements(pX0);
//Check for lb + ub
if(nrhs == eUB)
mexErrMsgTxt("You must supply both lb and ub for bounded problems!");
//Check Bounds
if(nrhs > eUB)
{
if(mxIsEmpty(pLB) ^ mxIsEmpty(pUB))
mexErrMsgTxt("You must supply both lb and ub for bounded problems");
if(!mxIsEmpty(pLB)) {
if(!mxIsDouble(pLB) || mxIsComplex(pLB))
mexErrMsgTxt("lb must be a real double column vector!");
if(mxGetNumberOfElements(pLB) != ndec)
mexErrMsgTxt("The number of elements in lb does not match x0");
}
if(!mxIsEmpty(pUB)) {
if(!mxIsDouble(pUB) || mxIsComplex(pUB))
mexErrMsgTxt("ub must be a real double column vector!");
if(mxGetNumberOfElements(pUB) != ndec)
mexErrMsgTxt("The number of elements in ub does not match x0");
}
}
//Check Options
if(nrhs > eOPTS) {
if(!mxIsStruct(pOPTS))
mexErrMsgTxt("The specified options must be a structure!");
}
}
void checkInputs(const mxArray *prhs[], int nrhs, int *lincon)
{
size_t Mx0;
if(nrhs < 4)
mexErrMsgTxt("You must supply at least 4 arguments to pswarm!\n\npswarm(fun,x0,lb,ub)\n");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(prhs[0]))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) || mxIsEmpty(prhs[1]))
mexErrMsgTxt("x0 must be a real double column vector!");
//Get ndec
Mx0 = mxGetNumberOfElements(prhs[2]);
//Check Bounds
if(!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]))
mexErrMsgTxt("lb must be a real double column vector!");
if(!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]))
mexErrMsgTxt("ub must be a real double column vector!");
//Check Empty
if(mxIsEmpty(prhs[2]))
mexErrMsgTxt("lb is empty! PSwarm requires finite bounds");
if(mxIsEmpty(prhs[3]))
mexErrMsgTxt("ub is empty! PSwarm requires finite bounds");
//Check Sizes
if(Mx0 != mxGetNumberOfElements(prhs[2]))
mexErrMsgTxt("lb is not the same length as x0! Ensure they are both Column Vectors");
if(Mx0 != mxGetNumberOfElements(prhs[3]))
mexErrMsgTxt("ub is not the same length as x0! Ensure they are both Column Vectors");
//Check Linear Inequality
if(nrhs > 4) {
if(nrhs == 5)
mexErrMsgTxt("You must supply both A & b!");
if(!mxIsEmpty(prhs[4]) && (!mxIsDouble(prhs[4]) || mxIsComplex(prhs[4]) || mxIsSparse(prhs[4])))
mexErrMsgTxt("A must be a full, real double matrix!");
if(!mxIsEmpty(prhs[5]) && (!mxIsDouble(prhs[5]) || mxIsComplex(prhs[5])))
mexErrMsgTxt("b must be a real double column vector!");
//Check Sizes
if(!mxIsEmpty(prhs[4])) {
if(mxGetN(prhs[4]) != Mx0)
mexErrMsgTxt("A is not the right size!");
if(mxGetM(prhs[4]) != mxGetM(prhs[5]))
mexErrMsgTxt("A & b sizes do not correspond");
//Confirm no linear equations
*lincon = (int)mxGetM(prhs[5]);
}
}
//Check Options
if(nrhs > 6) {
if(!mxIsStruct(prhs[6]))
mexErrMsgTxt("The specified options must be a structure!");
}
}
static mxArray *struct_funcval(const mxArray *s, const char *name)
{
mxArray *val = mxGetField(s, 0, name);
if (val) {
CHECK0(mxIsChar(val) || mxIsFunctionHandle(val),
"opt function field is not a function handle/name");
return val;
}
return NULL;
}
void checkInputs(const mxArray *prhs[], int nrhs)
{
if(nrhs < 3)
mexErrMsgTxt("You must supply at least 3 arguments to m1qn3!\n\nm1qn3(fun,grad,x0)\n");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(pFUN))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsFunctionHandle(pGRAD) && !mxIsChar(pGRAD))
mexErrMsgTxt("grad must be a function handle or function name!");
if(!mxIsDouble(pX0) || mxIsComplex(pX0) || mxIsEmpty(pX0))
mexErrMsgTxt("x0 must be a real double column vector!");
//Check Options
if(nrhs > eOPTS) {
if(!mxIsStruct(pOPTS))
mexErrMsgTxt("The specified options must be a structure!");
}
}
void checkInputs(const mxArray *prhs[], int nrhs)
{
if(nrhs < 4)
mexErrMsgTxt("You must supply at least 4 arguments to lmder!\n\nlmder(fun,grad,x0,ydata)\n");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(prhs[0]))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsEmpty(prhs[1]) && (!mxIsFunctionHandle(prhs[1]) && !mxIsChar(prhs[1])))
mexErrMsgTxt("grad must be a function handle or function name!");
if(!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) || mxIsEmpty(prhs[2]))
mexErrMsgTxt("x0 must be a real double column vector!");
if(!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]) || mxIsEmpty(prhs[3]))
mexErrMsgTxt("ydata must be a real double column vector!");
//Check Options
if(nrhs > 4) {
if(!mxIsStruct(prhs[4]))
mexErrMsgTxt("The specified options must be a structure!");
}
}
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
double *xptr;
mxArray *xopt;
const mxArray *func_name, *params;
user_function_data udata;
size_t nDim;
unsigned int ii;
bopt_params parameters;
double *cat_d;
int *cat_i;
double fmin;
int error_code;
/* Check correct number of parameters */
CHECK0(nlhs != 2 || nrhs != 3,
"wrong number of arguments");
/* TODO: Change This */
udata.neval = 0;
udata.verbose = 0;
/* First term is the function handle or name */
func_name = prhs[0];
if (mxIsChar(func_name))
{
CHECK0(mxGetString(func_name, udata.f, FLEN) == 0,
"error reading function name string (too long?)");
udata.nrhs = 1;
udata.xrhs = 0;
}
#ifndef HAVE_OCTAVE
else if (mxIsFunctionHandle(func_name))
{
udata.prhs[0] = (mxArray *)func_name;
strcpy(udata.f, "feval");
udata.nrhs = 2;
udata.xrhs = 1;
}
#endif
else
{
mexErrMsgTxt("First term should be a function name or function handle");
}
/* Second parameter. Categories */
CHECK0(mxIsDouble(prhs[1]) && !mxIsComplex(prhs[1])
&& ( (mxGetM(prhs[1]) == 1) && (mxGetN(prhs[1]) == nDim)
|| (mxGetN(prhs[1]) == 1) && (mxGetM(prhs[1]) == nDim)),
"categories must be real row or column vector");
cat_d = mxGetPr(prhs[3]);
nDim = (unsigned int) mxGetM(prhs[1]) * mxGetN(prhs[1]);
cat_i = (int*)(mxCalloc(nDim,sizeof(int)));
for (ii = 0; ii < nDim; ++ii)
{
cat_i[ii] = (int)(cat_d[ii]+0.5);
}
udata.prhs[udata.xrhs] = mxCreateDoubleMatrix(1, nDim, mxREAL);
xopt = mxCreateDoubleMatrix(1, nDim, mxREAL);
xptr = mxGetPr(xopt);
/* Third term. Parameters */
if (nrhs != 2)
{
CHECK0(mxIsStruct(prhs[2]), "3rd element must be a struct");
params = prhs[2];
}
else
{
params = mxCreateStructMatrix(1,1,0,NULL);
}
parameters = load_parameters(params);
error_code = bayes_optimization_categorical(nDim,user_function,&udata,cat_i,xptr,
&fmin,parameters);
mxFree(cat_i);
mxDestroyArray(udata.prhs[udata.xrhs]);
plhs[0] = xopt;
if (nlhs > 1)
{
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[1])) = fmin;
}
if (nlhs > 2)
{
plhs[2] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[2])) = (double)(error_code);
}
}
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
unsigned n;
double *x, *x0, opt_f;
nlopt_result ret;
mxArray *x_mx, *mx;
user_function_data d, dpre, *dfc = NULL, *dh = NULL;
nlopt_opt opt = NULL;
CHECK(nrhs == 2 && nlhs <= 3, "wrong number of arguments");
/* options = prhs[0] */
CHECK(mxIsStruct(prhs[0]), "opt must be a struct");
/* x0 = prhs[1] */
CHECK(mxIsDouble(prhs[1]) && !mxIsComplex(prhs[1])
&& (mxGetM(prhs[1]) == 1 || mxGetN(prhs[1]) == 1),
"x must be real row or column vector");
n = mxGetM(prhs[1]) * mxGetN(prhs[1]),
x0 = mxGetPr(prhs[1]);
CHECK(opt = make_opt(prhs[0], n), "error initializing nlopt options");
d.neval = 0;
d.verbose = (int) struct_val_default(prhs[0], "verbose", 0);
d.opt = opt;
/* function f = prhs[1] */
mx = struct_funcval(prhs[0], "min_objective");
if (!mx) mx = struct_funcval(prhs[0], "max_objective");
CHECK(mx, "either opt.min_objective or opt.max_objective must exist");
if (mxIsChar(mx)) {
CHECK(mxGetString(mx, d.f, FLEN) == 0,
"error reading function name string (too long?)");
d.nrhs = 1;
d.xrhs = 0;
}
else {
d.prhs[0] = mx;
strcpy(d.f, "feval");
d.nrhs = 2;
d.xrhs = 1;
}
d.prhs[d.xrhs] = mxCreateDoubleMatrix(1, n, mxREAL);
if ((mx = struct_funcval(prhs[0], "pre"))) {
CHECK(mxIsChar(mx) || mxIsFunctionHandle(mx),
"pre must contain function handles or function names");
if (mxIsChar(mx)) {
CHECK(mxGetString(mx, dpre.f, FLEN) == 0,
"error reading function name string (too long?)");
dpre.nrhs = 2;
dpre.xrhs = 0;
}
else {
dpre.prhs[0] = mx;
strcpy(dpre.f, "feval");
dpre.nrhs = 3;
dpre.xrhs = 1;
}
dpre.verbose = d.verbose > 2;
dpre.opt = opt;
dpre.neval = 0;
dpre.prhs[dpre.xrhs] = d.prhs[d.xrhs];
dpre.prhs[d.xrhs+1] = mxCreateDoubleMatrix(1, n, mxREAL);
d.dpre = &dpre;
if (struct_funcval(prhs[0], "min_objective"))
nlopt_set_precond_min_objective(opt, user_function,user_pre,&d);
else
nlopt_set_precond_max_objective(opt, user_function,user_pre,&d);
}
else {
dpre.nrhs = 0;
if (struct_funcval(prhs[0], "min_objective"))
nlopt_set_min_objective(opt, user_function, &d);
else
nlopt_set_max_objective(opt, user_function, &d);
}
if ((mx = mxGetField(prhs[0], 0, "fc"))) {
int j, m;
double *fc_tol;
CHECK(mxIsCell(mx), "fc must be a Cell array");
m = mxGetM(mx) * mxGetN(mx);;
dfc = (user_function_data *) mxCalloc(m, sizeof(user_function_data));
fc_tol = struct_arrval(prhs[0], "fc_tol", m, NULL);
for (j = 0; j < m; ++j) {
mxArray *fc = mxGetCell(mx, j);
CHECK(mxIsChar(fc) || mxIsFunctionHandle(fc),
"fc must contain function handles or function names");
if (mxIsChar(fc)) {
CHECK(mxGetString(fc, dfc[j].f, FLEN) == 0,
"error reading function name string (too long?)");
dfc[j].nrhs = 1;
dfc[j].xrhs = 0;
}
else {
dfc[j].prhs[0] = fc;
strcpy(dfc[j].f, "feval");
dfc[j].nrhs = 2;
dfc[j].xrhs = 1;
}
dfc[j].verbose = d.verbose > 1;
dfc[j].opt = opt;
dfc[j].neval = 0;
dfc[j].prhs[dfc[j].xrhs] = d.prhs[d.xrhs];
CHECK(nlopt_add_inequality_constraint(opt, user_function,
dfc + j,
fc_tol ? fc_tol[j] : 0)
> 0, "nlopt error adding inequality constraint");
}
}
if ((mx = mxGetField(prhs[0], 0, "h"))) {
int j, m;
double *h_tol;
CHECK(mxIsCell(mx), "h must be a Cell array");
m = mxGetM(mx) * mxGetN(mx);;
dh = (user_function_data *) mxCalloc(m, sizeof(user_function_data));
h_tol = struct_arrval(prhs[0], "h_tol", m, NULL);
for (j = 0; j < m; ++j) {
mxArray *h = mxGetCell(mx, j);
CHECK(mxIsChar(h) || mxIsFunctionHandle(h),
"h must contain function handles or function names");
if (mxIsChar(h)) {
CHECK(mxGetString(h, dh[j].f, FLEN) == 0,
"error reading function name string (too long?)");
dh[j].nrhs = 1;
dh[j].xrhs = 0;
}
else {
dh[j].prhs[0] = h;
strcpy(dh[j].f, "feval");
dh[j].nrhs = 2;
dh[j].xrhs = 1;
}
dh[j].verbose = d.verbose > 1;
dh[j].opt = opt;
dh[j].neval = 0;
dh[j].prhs[dh[j].xrhs] = d.prhs[d.xrhs];
CHECK(nlopt_add_equality_constraint(opt, user_function,
dh + j,
h_tol ? h_tol[j] : 0)
> 0, "nlopt error adding equality constraint");
}
}
x_mx = mxCreateDoubleMatrix(mxGetM(prhs[1]), mxGetN(prhs[1]), mxREAL);
x = mxGetPr(x_mx);
memcpy(x, x0, sizeof(double) * n);
ret = nlopt_optimize(opt, x, &opt_f);
mxFree(dh);
mxFree(dfc);
mxDestroyArray(d.prhs[d.xrhs]);
if (dpre.nrhs > 0) mxDestroyArray(dpre.prhs[d.xrhs+1]);
nlopt_destroy(opt);
plhs[0] = x_mx;
if (nlhs > 1) {
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[1])) = opt_f;
}
if (nlhs > 2) {
plhs[2] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[2])) = (int) ret;
}
}
void checkInputs(const mxArray *prhs[], int nrhs, int *conMode)
{
size_t Mx0;
if(nrhs < 4)
mexErrMsgTxt("You must supply at least 4 arguments to levmar!\n\nlevmar(fun,grad,x0,ydata) or\nlevmar(fun,grad,x0,ydata,lb,ub,A,b,Aeq,beq,opts)");
//Check Types
if(!mxIsFunctionHandle(prhs[0]) && !mxIsChar(prhs[0]))
mexErrMsgTxt("fun must be a function handle or function name!");
if(!mxIsEmpty(prhs[1]) && (!mxIsFunctionHandle(prhs[1]) && !mxIsChar(prhs[1])))
mexErrMsgTxt("grad must be a function handle or function name!");
if(!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) || mxIsEmpty(prhs[2]))
mexErrMsgTxt("x0 must be a real double column vector!");
if(!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]) || mxIsEmpty(prhs[3]))
mexErrMsgTxt("ydata must be a real double column vector!");
//Get ndec
Mx0 = mxGetNumberOfElements(prhs[2]);
//Check Bounds
if(nrhs > 4) {
if(!mxIsDouble(prhs[4]) || mxIsComplex(prhs[4]))
mexErrMsgTxt("lb must be a real double column vector!");
if(nrhs > 5 && (!mxIsDouble(prhs[5]) || mxIsComplex(prhs[5])))
mexErrMsgTxt("ub must be a real double column vector!");
//Check Sizes
if(!mxIsEmpty(prhs[4]) && (Mx0 != mxGetNumberOfElements(prhs[4])))
mexErrMsgTxt("lb is not the same length as x0! Ensure they are both Column Vectors");
if(nrhs > 5 && !mxIsEmpty(prhs[5]) && (Mx0 != mxGetNumberOfElements(prhs[5])))
mexErrMsgTxt("ub is not the same length as x0! Ensure they are both Column Vectors");
//Confirm Bounds
if(!mxIsEmpty(prhs[4]) || (nrhs > 5 && !mxIsEmpty(prhs[5])))
*conMode |= 1;
}
//Check Linear Inequality
if(nrhs > 6) {
if(nrhs == 7)
mexErrMsgTxt("You must supply both A & b!");
if(!mxIsEmpty(prhs[6]) && (!mxIsDouble(prhs[6]) || mxIsComplex(prhs[6]) || mxIsSparse(prhs[6])))
mexErrMsgTxt("A must be a full, real double matrix!");
if(!mxIsEmpty(prhs[7]) && (!mxIsDouble(prhs[7]) || mxIsComplex(prhs[7])))
mexErrMsgTxt("b must be a real double column vector!");
//Check Sizes
if(!mxIsEmpty(prhs[6])) {
if(mxGetM(prhs[6]) != Mx0)
mexErrMsgTxt("A is not the right size! Remember to transpose it for levmar.");
if(mxGetN(prhs[6]) != mxGetM(prhs[7]))
mexErrMsgTxt("A & b sizes do not correspond");
//Confirm Lin Eq
*conMode |= 2;
}
}
//Check Linear Equality
if(nrhs > 8) {
if(nrhs == 9)
mexErrMsgTxt("You must supply both Aeq & beq!");
if(!mxIsEmpty(prhs[8]) && (!mxIsDouble(prhs[8]) || mxIsComplex(prhs[8]) || mxIsSparse(prhs[8])))
mexErrMsgTxt("Aeq must be a full, real double matrix!");
if(!mxIsEmpty(prhs[9]) && (!mxIsDouble(prhs[9]) || mxIsComplex(prhs[9])))
mexErrMsgTxt("beq must be a real double column vector!");
//Check Sizes
if(!mxIsEmpty(prhs[8])) {
if(mxGetM(prhs[8]) != Mx0)
mexErrMsgTxt("Aeq is not the right size! Remember to transpose it for levmar.");
if(mxGetN(prhs[8]) != mxGetM(prhs[9]))
mexErrMsgTxt("Aeq & beq sizes do not correspond");
//Confirm Lin Eq
*conMode |= 4;
}
}
//Check Options
if(nrhs > 10) {
if(!mxIsStruct(prhs[10]))
mexErrMsgTxt("The specified options must be a structure!");
}
}
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
double *xptr;
mxArray *xopt;
const mxArray *func_name, *params;
user_function_data udata;
size_t nDim;
unsigned int ii;
bopt_params parameters;
double *ub, *lb; /* Upper and lower bound */
double fmin;
int error_code;
/* Check correct number of parameters */
CHECK0(nlhs != 2 || nrhs != 3 || nrhs != 5,
"wrong number of arguments");
/* TODO: Change This */
udata.neval = 0;
udata.verbose = 0;
/* First term is the function handle or name */
func_name = prhs[0];
if (mxIsChar(func_name))
{
CHECK0(mxGetString(func_name, udata.f, FLEN) == 0,
"error reading function name string (too long?)");
udata.nrhs = 1;
udata.xrhs = 0;
}
#ifndef HAVE_OCTAVE
else if (mxIsFunctionHandle(func_name))
{
udata.prhs[0] = (mxArray *)func_name;
strcpy(udata.f, "feval");
udata.nrhs = 2;
udata.xrhs = 1;
}
#endif
else
{
mexErrMsgTxt("First term should be a function name or function handle");
}
/* Second parameter. nDim */
CHECK0(mxIsNumeric(prhs[1]) && !mxIsComplex(prhs[1])
&& mxGetM(prhs[1]) * mxGetN(prhs[1]) == 1,
"nDim must be a scalar");
nDim = (unsigned int) mxGetScalar(prhs[1]);
udata.prhs[udata.xrhs] = mxCreateDoubleMatrix(1, nDim, mxREAL);
xopt = mxCreateDoubleMatrix(1, nDim, mxREAL);
xptr = mxGetPr(xopt);
/* Third term. Parameters */
if (nrhs != 2)
{
CHECK0(mxIsStruct(prhs[2]), "3rd element must be a struct");
params = prhs[2];
}
else
{
params = mxCreateStructMatrix(1,1,0,NULL);
}
parameters = load_parameters(params);
if(nrhs == 5)
{
/* Load bounds */
mexPrintf("Loading bounds...");
CHECK0(mxIsDouble(prhs[3]) && !mxIsComplex(prhs[3])
&& (mxGetM(prhs[3]) == 1 || mxGetN(prhs[3]) == 1)
&& (mxGetM(prhs[3]) == nDim || mxGetN(prhs[3]) == nDim),
"lowerBound must be real row or column vector");
lb = mxGetPr(prhs[3]);
CHECK0(mxIsDouble(prhs[4]) && !mxIsComplex(prhs[4])
&& (mxGetM(prhs[4]) == 1 || mxGetN(prhs[4]) == 1)
&& (mxGetM(prhs[4]) == nDim || mxGetN(prhs[4]) == nDim),
"upperBound must be real row or column vector");
ub = mxGetPr(prhs[4]);
mexPrintf("done. \n");
}
else
{
lb = (double*)(mxCalloc(nDim,sizeof(double)));
ub = (double*)(mxCalloc(nDim,sizeof(double)));
for (ii = 0; ii < nDim; ++ii)
{
lb[ii] = 0.;
ub[ii] = 1.;
}
}
error_code = bayes_optimization(nDim,user_function,&udata,lb,ub,xptr,
&fmin,parameters);
if(nrhs != 5)
{
mxFree(lb);
mxFree(ub);
}
mxDestroyArray(udata.prhs[udata.xrhs]);
plhs[0] = xopt;
if (nlhs > 1)
{
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[1])) = fmin;
}
if (nlhs > 2)
{
plhs[2] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[2])) = (double)(error_code);
}
}
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
double *xptr;
mxArray *xopt;
const mxArray *func_name, *params;
user_function_data udata;
size_t nDim,nPoints;
double* xset;
bopt_params parameters;
double fmin = 0.0;
int error_code;
/* Check correct number of parameters */
CHECK0(nlhs != 2 || nrhs != 3, "wrong number of arguments");
/* TODO: Change This */
udata.neval = 0;
udata.verbose = 0;
/* First term is the function handle or name */
func_name = prhs[0];
if (mxIsChar(func_name))
{
CHECK0(mxGetString(func_name, udata.f, FLEN) == 0,
"error reading function name string (too long?)");
udata.nrhs = 1;
udata.xrhs = 0;
}
#ifndef HAVE_OCTAVE
else if (mxIsFunctionHandle(func_name))
{
udata.prhs[0] = (mxArray *)func_name;
strcpy(udata.f, "feval");
udata.nrhs = 2;
udata.xrhs = 1;
}
#endif
else
{
mexErrMsgTxt("First term should be a function name "
"(Matlab/Octave) or function handle (Matlab)");
}
/* Second parameter. Set of values. */
CHECK0(mxIsDouble(prhs[1]) && !mxIsComplex(prhs[1]) &&
mxGetNumberOfDimensions(prhs[1]) == 2,
"The set of values must be a 2D real matrix.");
nDim = mxGetM(prhs[1]);
nPoints = mxGetN(prhs[1]);
xset = mxGetPr(prhs[1]);
mexPrintf("Loading set of values. nDims=%i, nPoints=%i\n",nDim,nPoints);
udata.prhs[udata.xrhs] = mxCreateDoubleMatrix(1, nDim, mxREAL);
xopt = mxCreateDoubleMatrix(1, nDim, mxREAL);
xptr = mxGetPr(xopt);
/* Third term. Parameters */
if (nrhs != 2)
{
CHECK0(mxIsStruct(prhs[2]), "3rd element must be a struct");
params = prhs[2];
}
else
{
params = mxCreateStructMatrix(1,1,0,NULL);
}
parameters = load_parameters(params);
error_code = bayes_optimization_disc(nDim,user_function,&udata,xset,nPoints,
xptr,&fmin,parameters);
mxDestroyArray(udata.prhs[udata.xrhs]);
plhs[0] = xopt;
if (nlhs > 1)
{
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[1])) = fmin;
}
if (nlhs > 2)
{
plhs[2] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[2])) = (double)(error_code);
}
}
