add fmincon gradient solver

Author: otvam

get_data.m

@@ -8,15 +8,15 @@
 fct_obj_vector = @(sol, n_sol) get_obj_vector(sol, n_sol);
 
 switch solver_name
-    case 'brute_force'
+    case 'bruteforce'
         var_param = get_var_param(true);
         solver_param = struct(...
             'n_split', n_split,...
             'fct_solve', fct_solve,...
             'fct_valid', fct_valid,...
             'fct_best', fct_valid...
             );
-    case 'genetic_single_obj'
+    case 'ga'
         var_param = get_var_param(true);
 
         options = optimoptions (@ga);
@@ -34,7 +34,7 @@
             'fct_obj', fct_obj_scalar,...
             'options', options...
             );
-    case 'genetic_multi_obj'
+    case 'gamultiobj'
         var_param = get_var_param(false);
 
         options = optimoptions(@gamultiobj);
@@ -52,14 +52,28 @@
             'fct_obj', fct_obj_vector,...
             'options', options...
             );
-    case 'pattern_search'
+    case 'patternsearch'
         var_param = get_var_param(false);
 
         options = optimoptions(@patternsearch);
         options = optimoptions(options, 'TolFun', 1e-6);
         options = optimoptions(options, 'TolCon', 1e-3);
         options = optimoptions(options, 'TimeLimit', 60.0);
 
+        solver_param = struct(...
+            'n_split', n_split,...
+            'fct_solve', fct_solve,...
+            'fct_valid', fct_valid,...
+            'fct_obj', fct_obj_scalar,...
+            'options', options...
+            );
+    case 'fmincon'
+        var_param = get_var_param(false);
+        
+        options = optimoptions(@fmincon);
+        options = optimoptions(options, 'TolFun', 1e-6);
+        options = optimoptions(options, 'TolCon', 1e-3);
+        
         solver_param = struct(...
             'n_split', n_split,...
             'fct_solve', fct_solve,...

run_optim.m

@@ -4,17 +4,20 @@ function run_optim()
 addpath(genpath('src'))
 
 %% optim
-param = get_data('brute_force');
-data_brute = get_optim('brute_force', param);
+param = get_data('bruteforce');
+data_brute = get_optim('bruteforce', param);
 
-param = get_data('pattern_search');
-data_ps = get_optim('pattern_search', param);
+% param = get_data('patternsearch');
+% data_ps = get_optim('patternsearch', param);
 
-% param = get_data('genetic_single_obj');
-% data_ga = get_optim('genetic_single_obj', param);
+param = get_data('fmincon');
+data_ps = get_optim('fmincon', param);
+
+% param = get_data('ga');
+% data_ga = get_optim('ga', param);
 % 
-% param = get_data('genetic_multi_obj');
-% data_gamultiobj = get_optim('genetic_multi_obj', param);
+% param = get_data('gamultiobj');
+% data_gamultiobj = get_optim('gamultiobj', param);
 
 %% plot
 figure()