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Adding v1.1 with documentation refactoring
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Poblano Toolbox for MATLAB | ||
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Copyright | ||
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Copyright 2009 National Technology & Engineering Solutions of Sandia, | ||
LLC (NTESS). Under the terms of Contract DE-NA0003525 with NTESS, the | ||
U.S. Government retains certain rights in this software. | ||
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NOTICE: | ||
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For five (5) years from 06/20/2018 the United States Government is | ||
granted for itself and others acting on its behalf a paid-up, | ||
nonexclusive, irrevocable worldwide license in this data to reproduce, | ||
prepare derivative works, and perform publicly and display publicly, | ||
by or on behalf of the Government. There is provision for the possible | ||
extension of the term of this license. Subsequent to that period or | ||
any extension granted, the United States Government is granted for | ||
itself and others acting on its behalf a paid-up, nonexclusive, | ||
irrevocable worldwide license in this data to reproduce, prepare | ||
derivative works, distribute copies to the public, perform publicly | ||
and display publicly, and to permit others to do so. The specific term | ||
of the license can be identified by inquiry made to National | ||
Technology and Engineering Solutions of Sandia, LLC or DOE. | ||
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NEITHER THE UNITED STATES GOVERNMENT, NOR THE UNITED STATES DEPARTMENT | ||
OF ENERGY, NOR NATIONAL TECHNOLOGY AND ENGINEERING SOLUTIONS OF | ||
SANDIA, LLC, NOR ANY OF THEIR EMPLOYEES, MAKES ANY WARRANTY, EXPRESS | ||
OR IMPLIED, OR ASSUMES ANY LEGAL RESPONSIBILITY FOR THE ACCURACY, | ||
COMPLETENESS, OR USEFULNESS OF ANY INFORMATION, APPARATUS, PRODUCT, OR | ||
PROCESS DISCLOSED, OR REPRESENTS THAT ITS USE WOULD NOT INFRINGE | ||
PRIVATELY OWNED RIGHTS. | ||
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Any licensee of this software has the obligation and responsibility to | ||
abide by the applicable export control laws, regulations, and general | ||
prohibitions relating to the export of technical data. Failure to | ||
obtain an export control license or other authority from the | ||
Government may result in criminal liability under U.S. laws. | ||
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% Poblano Toolbox (Sandia National Labs) | ||
% Version 1.1 30-JAN-2012 | ||
% | ||
% Poblano Toolbox for large-scale nonlinear optimization. | ||
% | ||
% cstep - More-Thuente line search step from MINPACK. | ||
% cvsrch - More-Thuente line search from MINPACK. | ||
% example1 - Example function for Poblano Toolbox routines. | ||
% example2 - Matrix factorization. | ||
% example2_extract - Matrix factorization example: extraction. | ||
% example2_init - Matrix factorization example: initialization. | ||
% gradientcheck - Finite difference verification of analytic gradients. | ||
% hessvec_fd - Hessian vector product finite difference approximation. | ||
% install_poblano - Script to install Poblano path. | ||
% lbfgs - Limited-memory BFGS minimization (vector-based). | ||
% ncg - Nonlinear conjugate gradient minimization. | ||
% poblano_linesearch - Line search methods in the Poblano Toolbox. | ||
% poblano_out - Standard output parameters for the Poblano Toolbox. | ||
% poblano_params - Standard input parameters for the Poblano Toolbox. | ||
% tn - Truncated Newton minimization. | ||
% | ||
%Poblano Toolbox for MATLAB | ||
% | ||
%Copyright 2009 National Technology & Engineering Solutions of Sandia, | ||
%LLC (NTESS). Under the terms of Contract DE-NA0003525 with NTESS, the | ||
%U.S. Government retains certain rights in this software. |
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To install the Poblano Toolbox for MATLAB: | ||
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1. Unpack the compressed file. In a linux environment, for example, this can | ||
be done from the command line via: | ||
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unzip poblano_toolbox_1.1.zip | ||
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*or* | ||
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gunzip -c poblano_toolbox_1.1.tgz | tar xvf - | ||
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This should create a directory named *poblano_toolbox_1.1*. | ||
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2. Rename the root directory from *poblano_toolbox_1.1* to *poblano_toolbox*. | ||
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3. Start MATLAB. | ||
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4. Within MATLAB, cd to the *poblano_toolbox* directory and execute the | ||
following commands: | ||
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addpath(pwd) %<-- Add the Poblano toolbox to the MATLAB path | ||
savepath %<-- Save for future MATLAB sessions | ||
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OR enter the following command: | ||
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install_poblano |
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Copyright 2009 National Technology & Engineering Solutions of Sandia, | ||
LLC (NTESS). Under the terms of Contract DE-NA0003525 with NTESS, the | ||
U.S. Government retains certain rights in this software. | ||
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Redistribution and use in source and binary forms, with or without | ||
modification, are permitted provided that the following conditions are | ||
met: | ||
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1. Redistributions of source code must retain the above copyright | ||
notice, this list of conditions and the following disclaimer. | ||
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2. Redistributions in binary form must reproduce the above copyright | ||
notice, this list of conditions and the following disclaimer in the | ||
documentation and/or other materials provided with the distribution. | ||
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3. Neither the name of the copyright holder nor the names of its | ||
contributors may be used to endorse or promote products derived from | ||
this software without specific prior written permission. | ||
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS | ||
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT | ||
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR | ||
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT | ||
HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, | ||
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT | ||
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, | ||
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY | ||
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT | ||
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE | ||
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
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# Poblano Toolbox for MATLAB | ||
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``` | ||
Copyright 2009 National Technology & Engineering Solutions of Sandia, | ||
LLC (NTESS). Under the terms of Contract DE-NA0003525 with NTESS, the | ||
U.S. Government retains certain rights in this software. | ||
``` | ||
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Poblano is a Matlab toolbox of large-scale algorithms for | ||
unconstrained nonlinear optimization problems. The algorithms in | ||
Poblano require only first-order derivative information (e.g., | ||
gradients for scalar-valued objective functions), and therefore can | ||
scale to very large problems. The driving application for Poblano | ||
development has been tensor decompositions in data analysis | ||
applications (bibliometric analysis, social network analysis, | ||
chemometrics, etc.). | ||
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Poblano optimizers find local minimizers of scalar-valued objective | ||
functions taking vector inputs. The gradient (i.e., first derivative) | ||
of the objective function is required for all Poblano optimizers. The | ||
optimizers converge to a stationary point where the gradient is | ||
approximately zero. A line search satisfying the strong Wolfe | ||
conditions is used to guarantee global convergence of the Poblano | ||
optimizers. The optimization methods in Poblano include several | ||
nonlinear conjugate gradient methods (Fletcher-Reeves, Polak-Ribiere, | ||
Hestenes-Stiefel), a limited-memory quasi-Newton method using BFGS | ||
updates to approximate second-order derivative information, and a | ||
truncated Newton method using finite differences to approximate | ||
second-order derivative information. |
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Poblano Toolbox version 1.1 | ||
by Daniel M. Dunlavy, Tamara G. Kolda, and Evrim Acar. | ||
Copyright 2009-2012, Sandia Corporation. | ||
Released January 30, 2012. | ||
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============================================ | ||
Changes from Version 1.0 (March 17, 2010.) | ||
============================================ | ||
New features: | ||
- ExitDescription output parameter: contains text description of | ||
ExitFlag output parameter. | ||
- DisplayIters input parameter: determines how many iterations are | ||
performed before printing output when Display input parameter is | ||
set to 'iter'. Iteration 0 and final iteration are also printed. | ||
New default parameters: | ||
- MaxIters = 1000 (was 100) | ||
- MaxFuncEvals = 10000 (was 100) | ||
Bug fixes: | ||
- Fixed two-loop recursion bug in lbfgs.m (#19). | ||
- Documented initial step for linsearch in poblano_linesearch.m | ||
(#2, #18). | ||
Other changes: | ||
- Updated documentation for input and output parameters. | ||
- Updated URL for Poblano Toolbox. |
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