[Octave-patch-tracker] [patch #8918] fgridsearch as a gridsearch alternative to fminsearch

[Kai Torben Ohlhus]

Follow-up Comment #1, patch #8918 (project octave):

This function basically does something according to the following code:


[X, Y] = ndgrid ([-1, 0, 1], [-1, 0, 1]);
X = X(:);
Y = Y(:);
Z = X.^2 + Y.^2;
fmin = min (Z)
[X(find (Z == min (Z))), Y(find (Z == min (Z)))]


Some points to consider:

1. This function is not MATLAB compatible. Is there a particular
reason/scientific discipline, that needs this function and is not able to
write code, like the small listing above?
2. The documentation is not very detailed, better document the input and
output. See other Octave functions as guideline:

http://hg.savannah.gnu.org/hgweb/octave/file/74a676d5ce09/scripts/optimization/fminsearch.m

3. Does this function work for dimensions > 2?
4. How does this function perform for large scale problems?
5. I notice function crashes, without help for the user, for nonconforming
input like


params = fgridsearch(@(x) x(1)^2 + x(2)^2, [-1, 0, 1], [-1, 0, 1], 'a')
params = fgridsearch(@(x) x(1)^2 + x(2)^2, [-1, 0, 1], [-1, 0, 1], {1})


To sum up, I don't see the benefits of this function. If one needs to evaluate
the whole optimization domain, like fgridsearch does, one will code something
like in this post above. fminsearch addresses another use case, where only the
optimum matters and from this point one can try to evaluate a local grid, to
save lots of computational effort.

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