Modular model building and model updating

pounders/m/formquad.m

@@ -32,7 +32,7 @@
 % H       [dbl] [n-by-n-by-m]  Array of model Hessians centered at X(xk_in, :)
 % Mind    [int] [np_max-by-1] Integer vector of model interpolation indices
 %
-function [Mdir, np, valid, G, H, Mind] = formquad(X, F, delta, xk_in, np_max, Pars, vf)
+function [Mdir, np, valid, G, H, Mind] = formquad(X, F, delta, xk_in, np_max, Pars, vf, ignored_arg)
 
 % --DEPENDS ON-------------------------------------------------------------
 % phi2eval : Evaluates the quadratic basis for vector inputs

pounders/m/formquad_model_improvement.m

@@ -0,0 +1,30 @@
+function Xsp = formquad_model_improvement(x_k, Cres, Gres, Hres, Mdir, np, Low, Upp, delta, Model, combinemodels)
+
+    n = length(x_k); 
+
+    % Update for modelimp; Cres unchanged b/c xk_in unchanged
+    [G, H] = combinemodels(Cres, Gres, Hres);
+
+    % Evaluate model-improving points to pick best one
+    % ! May eventually want to normalize Mdir first for infty norm
+    % Plus directions
+    [Mdir1, np1] = bmpts(x_k, Mdir(1:n - np, :), Low, Upp, delta, Model.Par(3));
+    for i = 1:n - np1
+        D = Mdir1(i, :);
+        Res(i, 1) = D * (G + .5 * H * D');
+    end
+    [a1, b] = min(Res(1:n - np1, 1));
+    Xsp = Mdir1(b, :);
+    % Minus directions
+    [Mdir1, np2] = bmpts(x_k, -Mdir(1:n - np, :), Low, Upp, delta, Model.Par(3));
+    for i = 1:n - np2
+        D = Mdir1(i, :);
+        Res(i, 1) = D * (G + .5 * H * D');
+    end
+    [a2, b] = min(Res(1:n - np2, 1));
+    if a2 < a1
+        Xsp = Mdir1(b, :);
+    end
+
+end
+

pounders/m/gaussnewton.m

@@ -0,0 +1,14 @@
+function [Mdir, np, valid, Gres, Hres, Mind] = gaussnewton(X, F, delta, xk_in, np_max, Pars, vf, aux)
+
+    Gres = aux{xk_in}';
+    [n, m] = size(Gres);
+    Hres = zeros(n, n, m); 
+
+    % silly things to make everything compatible in pounders
+    valid = true; 
+    np = n; 
+
+    Mdir = []; % because valid is always true, pounders should never try to read this.
+    Mind = []; % ditto above
+
+end