************************************************************************ * SUBROUTINE PLISU ALL SYSTEMS 97/01/22 * PURPOSE : * EASY TO USE SUBROUTINE FOR LARGE-SCALE UNCONSTRAINED MINIMIZATION. * * PARAMETERS : * II NF NUMBER OF VARIABLES. * RI X(NF) VECTOR OF VARIABLES. * II IPAR(7) INTEGER PAREMETERS: * IPAR(1) MAXIMUM NUMBER OF ITERATIONS. * IPAR(2) MAXIMUM NUMBER OF FUNCTION EVALUATIONS. * IPAR(3) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(4) ESTIMATION INDICATOR. IPAR(4)=0-MINIMUM IS NOT * ESTIMATED. IPAR(4)=1-MINIMUM IS ESTIMATED BY THE VALUE * RPAR(6). * IPAR(5) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(6) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(7) MAXIMUM NUMBER OF VARIABLE METRIC UPDATES. * RI RPAR(9) REAL PARAMETERS: * RPAR(1) MAXIMUM STEPSIZE. * RPAR(2) TOLERANCE FOR THE CHANGE OF VARIABLES. * RPAR(3) TOLERANCE FOR THE CHANGE OF FUNCTION VALUES. * RPAR(4) TOLERANCE FOR THE FUNCTION FALUE. * RPAR(5) TOLERANCE FOR THE GRADIENT NORM. * RPAR(6) ESTIMATION OF THE MINIMUM FUNCTION VALUE. * RPAR(7) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RPAR(8) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RPAR(9) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RO F VALUE OF THE OBJECTIVE FUNCTION. * RO GMAX MAXIMUM PARTIAL DERIVATIVE. * II IPRNT PRINT SPECIFICATION. IPRNT=0-NO PRINT. * ABS(IPRNT)=1-PRINT OF FINAL RESULTS. * ABS(IPRNT)=2-PRINT OF FINAL RESULTS AND ITERATIONS. * IPRNT>0-BASIC FINAL RESULTS. IPRNT<0-EXTENDED FINAL * RESULTS. * IO ITERM VARIABLE THAT INDICATES THE CAUSE OF TERMINATION. * ITERM=1-IF ABS(X-XO) WAS LESS THAN OR EQUAL TO TOLX IN * MTESX (USUALLY TWO) SUBSEQUENT ITERATIONS. * ITERM=2-IF ABS(F-FO) WAS LESS THAN OR EQUAL TO TOLF IN * MTESF (USUALLY TWO) SUBSEQUENT ITERATIONS. * ITERM=3-IF F IS LESS THAN OR EQUAL TO TOLB. * ITERM=4-IF GMAX IS LESS THAN OR EQUAL TO TOLG. * ITERM=6-IF THE TERMINATION CRITERION WAS NOT SATISFIED, * BUT THE SOLUTION OBTAINED IS PROBABLY ACCEPTABLE. * ITERM=11-IF NIT EXCEEDED MIT. ITERM=12-IF NFV EXCEEDED MFV. * ITERM=13-IF NFG EXCEEDED MFG. ITERM<0-IF THE METHOD FAILED. * * VARIABLES IN COMMON /STAT/ (STATISTICS) : * IO NRES NUMBER OF RESTARTS. * IO NDEC NUMBER OF MATRIX DECOMPOSITIONS. * IO NIN NUMBER OF INNER ITERATIONS. * IO NIT NUMBER OF ITERATIONS. * IO NFV NUMBER OF FUNCTION EVALUATIONS. * IO NFG NUMBER OF GRADIENT EVALUATIONS. * IO NFH NUMBER OF HESSIAN EVALUATIONS. * * SUBPROGRAMS USED : * S PLIS LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG * RECURRENCES. * * EXTERNAL SUBROUTINES : * SE OBJ COMPUTATION OF THE VALUE OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL OBJ(NF,X,FF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND FF IS * THE VALUE OF THE OBJECTIVE FUNCTION. * SE DOBJ COMPUTATION OF THE GRADIENT OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL DOBJ(NF,X,GF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND GF(NF) * IS THE GRADIENT OF THE OBJECTIVE FUNCTION. * SUBROUTINE PLISU(NF,X,IPAR,RPAR,F,GMAX,IPRNT,ITERM) INTEGER NF,IPAR(7),IPRNT,ITERM DOUBLE PRECISION X(*),RPAR(9),F,GMAX INTEGER MF,NB,LGF,LS,LXO,LGO,LUO,LVO INTEGER NRES,NDEC,NIN,NIT,NFV,NFG,NFH COMMON /STAT/ NRES,NDEC,NIN,NIT,NFV,NFG,NFH DOUBLE PRECISION RA(:) ALLOCATABLE RA MF=IPAR(7) IF (MF.LE.0) MF=5 ALLOCATE (RA(2*NF+2*NF*MF+2*MF)) NB=0 * * POINTERS FOR AUXILIARY ARRAYS * LGF=1 LS=LGF+NF LXO=LS+NF LGO=LXO+NF*MF LUO=LGO+NF*MF LVO=LUO+MF CALL PLIS(NF,NB,X,IPAR,RA,RA,RA(LGF),RA(LS),RA(LXO),RA(LGO), & RA(LUO),RA(LVO),RPAR(1),RPAR(2),RPAR(3),RPAR(4),RPAR(5),RPAR(6), & GMAX,F,IPAR(1),IPAR(2),IPAR(4),MF,IPRNT,ITERM) DEALLOCATE (RA) RETURN END ************************************************************************ * SUBROUTINE PLISS ALL SYSTEMS 97/01/22 * PURPOSE : * EASY TO USE SUBROUTINE FOR LARGE-SCALE BOX CONSTRAINED MINIMIZATION. * * PARAMETERS : * II NF NUMBER OF VARIABLES. * RI X(NF) VECTOR OF VARIABLES. * II IX(NF) VECTOR CONTAINING TYPES OF BOUNDS. IX(I)=0-VARIABLE * X(I) IS UNBOUNDED. IX(I)=1-LOWER BOUND XL(I).LE.X(I). * IX(I)=2-UPPER BOUND X(I).LE.XU(I). IX(I)=3-TWO SIDE BOUND * XL(I).LE.X(I).LE.XU(I). IX(I)=5-VARIABLE X(I) IS FIXED. * RI XL(NF) VECTOR CONTAINING LOWER BOUNDS FOR VARIABLES. * RI XU(NF) VECTOR CONTAINING UPPER BOUNDS FOR VARIABLES. * II IPAR(7) INTEGER PAREMETERS: * IPAR(1) MAXIMUM NUMBER OF ITERATIONS. * IPAR(2) MAXIMUM NUMBER OF FUNCTION EVALUATIONS. * IPAR(3) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(4) ESTIMATION INDICATOR. IPAR(4)=0-MINIMUM IS NOT * ESTIMATED. IPAR(4)=1-MINIMUM IS ESTIMATED BY THE VALUE * RPAR(6). * IPAR(5) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(6) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * IPAR(7) MAXIMUM NUMBER OF VARIABLE METRIC UPDATES. * RI RPAR(9) REAL PARAMETERS: * RPAR(1) MAXIMUM STEPSIZE. * RPAR(2) TOLERANCE FOR THE CHANGE OF VARIABLES. * RPAR(3) TOLERANCE FOR THE CHANGE OF FUNCTION VALUES. * RPAR(4) TOLERANCE FOR THE FUNCTION FALUE. * RPAR(5) TOLERANCE FOR THE GRADIENT NORM. * RPAR(6) ESTIMATION OF THE MINIMUM FUNCTION VALUE. * RPAR(7) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RPAR(8) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RPAR(9) THIS PARAMETER IS NOT USED IN THE SUBROUTINE PLIS. * RO F VALUE OF THE OBJECTIVE FUNCTION. * RO GMAX MAXIMUM PARTIAL DERIVATIVE. * II IPRNT PRINT SPECIFICATION. IPRNT=0-NO PRINT. * ABS(IPRNT)=1-PRINT OF FINAL RESULTS. * ABS(IPRNT)=2-PRINT OF FINAL RESULTS AND ITERATIONS. * IPRNT>0-BASIC FINAL RESULTS. IPRNT<0-EXTENDED FINAL * RESULTS. * IO ITERM VARIABLE THAT INDICATES THE CAUSE OF TERMINATION. * ITERM=1-IF ABS(X-XO) WAS LESS THAN OR EQUAL TO TOLX IN * MTESX (USUALLY TWO) SUBSEQUENT ITERATIONS. * ITERM=2-IF ABS(F-FO) WAS LESS THAN OR EQUAL TO TOLF IN * MTESF (USUALLY TWO) SUBSEQUENT ITERATIONS. * ITERM=3-IF F IS LESS THAN OR EQUAL TO TOLB. * ITERM=4-IF GMAX IS LESS THAN OR EQUAL TO TOLG. * ITERM=6-IF THE TERMINATION CRITERION WAS NOT SATISFIED, * BUT THE SOLUTION OBTAINED IS PROBABLY ACCEPTABLE. * ITERM=11-IF NIT EXCEEDED MIT. ITERM=12-IF NFV EXCEEDED MFV. * ITERM=13-IF NFG EXCEEDED MFG. ITERM<0-IF THE METHOD FAILED. * * VARIABLES IN COMMON /STAT/ (STATISTICS) : * IO NRES NUMBER OF RESTARTS. * IO NDEC NUMBER OF MATRIX DECOMPOSITIONS. * IO NIN NUMBER OF INNER ITERATIONS. * IO NIT NUMBER OF ITERATIONS. * IO NFV NUMBER OF FUNCTION EVALUATIONS. * IO NFG NUMBER OF GRADIENT EVALUATIONS. * IO NFH NUMBER OF HESSIAN EVALUATIONS. * * SUBPROGRAMS USED : * S PLIS LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG * RECURRENCES. * * EXTERNAL SUBROUTINES : * SE OBJ COMPUTATION OF THE VALUE OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL OBJ(NF,X,FF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND FF IS * THE VALUE OF THE OBJECTIVE FUNCTION. * SE DOBJ COMPUTATION OF THE GRADIENT OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL DOBJ(NF,X,GF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND GF(NF) * IS THE GRADIENT OF THE OBJECTIVE FUNCTION. * SUBROUTINE PLISS(NF,X,IX,XL,XU,IPAR,RPAR,F,GMAX,IPRNT,ITERM) INTEGER NF,IX(*),IPAR(7),IPRNT,ITERM DOUBLE PRECISION X(*),XL(*),XU(*),RPAR(9),F,GMAX INTEGER MF,NB,LGF,LS,LXO,LGO,LUO,LVO INTEGER NRES,NDEC,NIN,NIT,NFV,NFG,NFH COMMON /STAT/ NRES,NDEC,NIN,NIT,NFV,NFG,NFH DOUBLE PRECISION RA(:) ALLOCATABLE RA MF=IPAR(7) IF (MF.LE.0) MF=5 ALLOCATE (RA(2*NF+2*NF*MF+2*MF)) NB=1 * * POINTERS FOR AUXILIARY ARRAYS * LGF=1 LS=LGF+NF LXO=LS+NF LGO=LXO+NF*MF LUO=LGO+NF*MF LVO=LUO+MF CALL PLIS(NF,NB,X,IX,XL,XU,RA(LGF),RA(LS),RA(LXO),RA(LGO), & RA(LUO),RA(LVO),RPAR(1),RPAR(2),RPAR(3),RPAR(4),RPAR(5),RPAR(6), & GMAX,F,IPAR(1),IPAR(2),IPAR(4),MF,IPRNT,ITERM) DEALLOCATE (RA) RETURN END ************************************************************************ * SUBROUTINE PLIS ALL SYSTEMS 01/09/22 * PURPOSE : * GENERAL SUBROUTINE FOR LARGE-SCALE BOX CONSTRAINED MINIMIZATION THAT * USE THE LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG * RECURRENCES. * * PARAMETERS : * II NF NUMBER OF VARIABLES. * II NB CHOICE OF SIMPLE BOUNDS. NB=0-SIMPLE BOUNDS SUPPRESSED. * NB>0-SIMPLE BOUNDS ACCEPTED. * RI X(NF) VECTOR OF VARIABLES. * II IX(NF) VECTOR CONTAINING TYPES OF BOUNDS. IX(I)=0-VARIABLE * X(I) IS UNBOUNDED. IX(I)=1-LOVER BOUND XL(I).LE.X(I). * IX(I)=2-UPPER BOUND X(I).LE.XU(I). IX(I)=3-TWO SIDE BOUND * XL(I).LE.X(I).LE.XU(I). IX(I)=5-VARIABLE X(I) IS FIXED. * RI XL(NF) VECTOR CONTAINING LOWER BOUNDS FOR VARIABLES. * RI XU(NF) VECTOR CONTAINING UPPER BOUNDS FOR VARIABLES. * RO GF(NF) GRADIENT OF THE OBJECTIVE FUNCTION. * RO S(NF) DIRECTION VECTOR. * RU XO(NF) VECTORS OF VARIABLES DIFFERENCE. * RI GO(NF) GRADIENTS DIFFERENCE. * RA UO(MF) AUXILIARY VECTOR. * RA VO(MF) AUXILIARY VECTOR. * RI XMAX MAXIMUM STEPSIZE. * RI TOLX TOLERANCE FOR CHANGE OF VARIABLES. * RI TOLF TOLERANCE FOR CHANGE OF FUNCTION VALUES. * RI TOLB TOLERANCE FOR THE FUNCTION VALUE. * RI TOLG TOLERANCE FOR THE GRADIENT NORM. * RI FMIN ESTIMATION OF THE MINIMUM FUNCTION VALUE. * RO GMAX MAXIMUM PARTIAL DERIVATIVE. * RO F VALUE OF THE OBJECTIVE FUNCTION. * II MIT MAXIMUM NUMBER OF ITERATIONS. * II MFV MAXIMUM NUMBER OF FUNCTION EVALUATIONS. * II IEST ESTIMATION INDICATOR. IEST=0-MINIMUM IS NOT ESTIMATED. * IEST=1-MINIMUM IS ESTIMATED BY THE VALUE FMIN. * II MF NUMBER OF LIMITED MEMORY STEPS. * II IPRNT PRINT SPECIFICATION. IPRNT=0-NO PRINT. * ABS(IPRNT)=1-PRINT OF FINAL RESULTS. * ABS(IPRNT)=2-PRINT OF FINAL RESULTS AND ITERATIONS. * IPRNT>0-BASIC FINAL RESULTS. IPRNT<0-EXTENDED FINAL * RESULTS. * IO ITERM VARIABLE THAT INDICATES THE CAUSE OF TERMINATION. * ITERM=1-IF ABS(X-XO) WAS LESS THAN OR EQUAL TO TOLX IN * MTESX (USUALLY TWO) SUBSEQUEBT ITERATIONS. * ITERM=2-IF ABS(F-FO) WAS LESS THAN OR EQUAL TO TOLF IN * MTESF (USUALLY TWO) SUBSEQUEBT ITERATIONS. * ITERM=3-IF F IS LESS THAN OR EQUAL TO TOLB. * ITERM=4-IF GMAX IS LESS THAN OR EQUAL TO TOLG. * ITERM=6-IF THE TERMINATION CRITERION WAS NOT SATISFIED, * BUT THE SOLUTION OBTAINED IS PROBABLY ACCEPTABLE. * ITERM=11-IF NIT EXCEEDED MIT. ITERM=12-IF NFV EXCEEDED MFV. * ITERM=13-IF NFG EXCEEDED MFG. ITERM<0-IF THE METHOD FAILED. * * VARIABLES IN COMMON /STAT/ (STATISTICS) : * IO NRES NUMBER OF RESTARTS. * IO NDEC NUMBER OF MATRIX DECOMPOSITION. * IO NIN NUMBER OF INNER ITERATIONS. * IO NIT NUMBER OF ITERATIONS. * IO NFV NUMBER OF FUNCTION EVALUATIONS. * IO NFG NUMBER OF GRADIENT EVALUATIONS. * IO NFH NUMBER OF HESSIAN EVALUATIONS. * * SUBPROGRAMS USED : * S PCBS04 ELIMINATION OF BOX CONSTRAINT VIOLATIONS. * S PS1L01 STEPSIZE SELECTION USING LINE SEARCH. * S PYADC0 ADDITION OF A BOX CONSTRAINT. * S PYFUT1 TEST ON TERMINATION. * S PYRMC0 DELETION OF A BOX CONSTRAINT. * S PYTRCD COMPUTATION OF PROJECTED DIFFERENCES FOR THE VARIABLE METRIC * UPDATE. * S PYTRCG COMPUTATION OF THE PROJECTED GRADIENT. * S PYTRCS COMPUTATION OF THE PROJECTED DIRECTION VECTOR. * S MXDRCB BACKWARD PART OF THE STRANG FORMULA FOR PREMULTIPLICATION * OF THE VECTOR X BY AN IMPLICIT BFGS UPDATE. * S MXDRCF FORWARD PART OF THE STRANG FORMULA FOR PREMULTIPLICATION * OF THE VECTOR X BY AN IMPLICIT BFGS UPDATE. * S MXDRSU SHIFT OF COLUMNS OF THE RECTANGULAR MATRICES XO AND GO. * SHIFT OF ELEMENTS OF THE VECTOR UO. THESE SHIFTS ARE USED IN * THE LIMITED MEMORY BFGS METHOD. * S MXUDIR VECTOR AUGMENTED BY THE SCALED VECTOR. * RF MXUDOT DOT PRODUCT OF TWO VECTORS. * S MXUNEG COPYING OF A VECTOR WITH CHANGE OF THE SIGN. * S MXVCOP COPYING OF A VECTOR. * S MXVSCL SCALING OF A VECTOR. * * EXTERNAL SUBROUTINES : * SE OBJ COMPUTATION OF THE VALUE OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL OBJ(NF,X,FF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND FF IS * THE VALUE OF THE OBJECTIVE FUNCTION. * SE DOBJ COMPUTATION OF THE GRADIENT OF THE OBJECTIVE FUNCTION. * CALLING SEQUENCE: CALL DOBJ(NF,X,GF) WHERE NF IS THE NUMBER * OF VARIABLES, X(NF) IS THE VECTOR OF VARIABLES AND GF(NF) * IS THE GRADIENT OF THE OBJECTIVE FUNCTION. * * METHOD : * LIMITED MEMORY VARIABLE METRIC METHOD BASED ON THE STRANG * RECURRENCES. * SUBROUTINE PLIS(NF,NB,X,IX,XL,XU,GF,S,XO,GO,UO,VO,XMAX,TOLX, & TOLF,TOLB,TOLG,FMIN,GMAX,F,MIT,MFV,IEST,MF,IPRNT,ITERM) INTEGER NF,NB,IX(*),MIT,MFV,IEST,MF,IPRNT,ITERM DOUBLE PRECISION X(*),XL(*),XU(*),GF(*),S(*),XO(*),GO(*),UO(*), & VO(*),TOLX,TOLF,TOLG,TOLB,FMIN,XMAX,GMAX,F INTEGER ITERD,ITERS,KD,LD,NTESX,NTESF,MTESX,MTESF,MRED,KIT, & IREST,KBF,MES,MES1,MES2,MES3,MAXST,ISYS,ITES,INITS,KTERS, & IRES1,IRES2,INEW,IOLD,I,N,MFG,K,NRED DOUBLE PRECISION R,RO,RP,FO,FP,P,PO,PP,GNORM,SNORM,RMIN,RMAX, & UMAX,FMAX,DMAX,ETA0,ETA9,EPS8,EPS9,ALF1,ALF2,PAR1,PAR2,A,B, & TOLD,TOLS,TOLP DOUBLE PRECISION MXUDOT INTEGER NRES,NDEC,NIN,NIT,NFV,NFG,NFH COMMON /STAT/ NRES,NDEC,NIN,NIT,NFV,NFG,NFH IF (ABS(IPRNT).GT.1) WRITE(6,'(1X,''ENTRY TO PLIS :'')') * * INITIATION * KBF=0 IF (NB.GT.0) KBF=2 NRES=0 NDEC=0 NIN=0 NIT=0 NFV=0 NFG=0 NFH=0 ISYS=0 ITES=1 MTESX=2 MTESF=2 INITS=2 ITERM=0 ITERD=0 ITERS=2 KTERS=3 IREST=0 IRES1=999 IRES2=0 MRED=10 MES=4 MES1=2 MES2=2 MES3=2 ETA0=1.0D-15 ETA9=1.0D 120 EPS8=1.00D 0 EPS9=1.00D-8 ALF1=1.0D-10 ALF2=1.0D 10 RMAX=ETA9 DMAX=ETA9 FMAX=1.0D 20 IF (IEST.LE.0) FMIN=-1.0D 60 IF (IEST.GT.0) IEST=1 IF (XMAX.LE.0.0D 0) XMAX=1.0D 16 IF (TOLX.LE.0.0D 0) TOLX=1.0D-16 IF (TOLF.LE.0.0D 0) TOLF=1.0D-14 IF (TOLG.LE.0.0D 0) TOLG=1.0D-6 IF (TOLB.LE.0.0D 0) TOLB=FMIN+1.0D-16 TOLD=1.0D-4 TOLS=1.0D-4 TOLP=0.8D 0 IF (MIT.LE.0) MIT=9000 IF (MFV.LE.0) MFV=9000 MFG=MFV KD= 1 LD=-1 KIT=-(IRES1*NF+IRES2) FO=FMIN * * INITIAL OPERATIONS WITH SIMPLE BOUNDS * IF (KBF.GT.0) THEN DO 2 I = 1,NF IF ((IX(I).EQ.3.OR.IX(I).EQ.4) .AND. XU(I).LE.XL(I)) THEN XU(I) = XL(I) IX(I) = 5 ELSE IF (IX(I).EQ.5 .OR. IX(I).EQ.6) THEN XL(I) = X(I) XU(I) = X(I) IX(I) = 5 END IF 2 CONTINUE CALL PCBS04(NF,X,IX,XL,XU,EPS9,KBF) CALL PYADC0(NF,N,X,IX,XL,XU,INEW) END IF IF (ITERM.NE.0) GO TO 11190 CALL OBJ(NF,X,F) NFV=NFV+1 CALL DOBJ(NF,X,GF) NFG=NFG+1 11120 CONTINUE CALL PYTRCG(NF,NF,IX,GF,UMAX,GMAX,KBF,IOLD) IF (ABS(IPRNT).GT.1) & WRITE (6,'(1X,''NIT='',I5,2X,''NFV='',I5,2X,''NFG='',I5,2X, & ''F='', G16.9,2X,''G='',E10.3)') NIT,NFV,NFG,F,GMAX CALL PYFUT1(NF,F,FO,UMAX,GMAX,DMAX,TOLX,TOLF,TOLB,TOLG,KD, & NIT,KIT,MIT,NFV,MFV,NFG,MFG,NTESX,MTESX,NTESF,MTESF,ITES, & IRES1,IRES2,IREST,ITERS,ITERM) IF (ITERM.NE.0) GO TO 11190 IF (KBF.GT.0.AND.RMAX.GT.0.0D 0) THEN CALL PYRMC0(NF,N,IX,GF,EPS8,UMAX,GMAX,RMAX,IOLD,IREST) END IF 11130 CONTINUE * * DIRECTION DETERMINATION * GNORM=SQRT(MXUDOT(NF,GF,GF,IX,KBF)) IF (IREST.NE.0) GO TO 12620 K=MIN(NIT-KIT,MF) IF (K.LE.0) THEN IREST=MAX(IREST,1) GO TO 12620 END IF * * DETERMINATION OF THE PARAMETER B * B=MXUDOT(NF,XO,GO,IX,KBF) IF (B.LE.0.0D 0) THEN IREST=MAX(IREST,1) GO TO 12620 END IF UO(1)=1.0D 0/B CALL MXUNEG(NF,GF,S,IX,KBF) CALL MXDRCB(NF,K,XO,GO,UO,VO,S,IX,KBF) A=MXUDOT(NF,GO,GO,IX,KBF) IF (A.GT.0.0D 0) THEN CALL MXVSCL(NF,B/A,S,S) END IF CALL MXDRCF(NF,K,XO,GO,UO,VO,S,IX,KBF) SNORM=SQRT(MXUDOT(NF,S,S,IX,KBF)) K=MIN(K+1,MF) CALL MXDRSU(NF,K,XO,GO,UO) 12620 CONTINUE ITERD=0 IF (IREST.NE.0) THEN * * STEEPEST DESCENT DIRECTION * CALL MXUNEG(NF,GF,S,IX,KBF) SNORM=GNORM IF (KIT.LT.NIT) THEN NRES=NRES+1 KIT = NIT ELSE ITERM=-10 IF (ITERS.LT.0) ITERM=ITERS-5 END IF END IF * * TEST ON DESCENT DIRECTION AND PREPARATION OF LINE SEARCH * IF (KD.GT.0) P=MXUDOT(NF,GF,S,IX,KBF) IF (ITERD.LT.0) THEN ITERM=ITERD ELSE * * TEST ON DESCENT DIRECTION * IF (SNORM.LE.0.0D 0) THEN IREST=MAX(IREST,1) ELSE IF (P+TOLD*GNORM*SNORM.LE.0.0D 0) THEN IREST=0 ELSE * * UNIFORM DESCENT CRITERION * IREST=MAX(IREST,1) END IF IF (IREST.EQ.0) THEN * * PREPARATION OF LINE SEARCH * NRED = 0 RMIN=ALF1*GNORM/SNORM RMAX=MIN(ALF2*GNORM/SNORM,XMAX/SNORM) END IF END IF IF (ITERM.NE.0) GO TO 11190 IF (IREST.NE.0) GO TO 11130 CALL PYTRCS(NF,X,IX,XO,XL,XU,GF,GO,S,RO,FP,FO,F,PO,P,RMAX,ETA9, & KBF) IF (RMAX.EQ.0.0D 0) GO TO 11175 11170 CONTINUE CALL PS1L01(R,RP,F,FO,FP,P,PO,PP,FMIN,FMAX,RMIN,RMAX, & TOLS,TOLP,PAR1,PAR2,KD,LD,NIT,KIT,NRED,MRED,MAXST,IEST, & INITS,ITERS,KTERS,MES,ISYS) IF (ISYS.EQ.0) GO TO 11174 CALL MXUDIR(NF,R,S,XO,X,IX,KBF) CALL PCBS04(NF,X,IX,XL,XU,EPS9,KBF) CALL OBJ(NF,X,F) NFV=NFV+1 CALL DOBJ(NF,X,GF) NFG=NFG+1 P=MXUDOT(NF,GF,S,IX,KBF) GO TO 11170 11174 CONTINUE IF (ITERS.LE.0) THEN R=0.0D 0 F=FO P=PO CALL MXVCOP(NF,XO,X) CALL MXVCOP(NF,GO,GF) IREST=MAX(IREST,1) LD=KD GO TO 11130 END IF CALL PYTRCD(NF,X,IX,XO,GF,GO,R,F,FO,P,PO,DMAX,KBF,KD,LD,ITERS) 11175 CONTINUE IF (KBF.GT.0) THEN CALL MXVINE(NF,IX) CALL PYADC0(NF,N,X,IX,XL,XU,INEW) END IF GO TO 11120 11190 CONTINUE IF (IPRNT.GT.1.OR.IPRNT.LT.0) & WRITE(6,'(1X,''EXIT FROM PLIS :'')') IF (IPRNT.NE.0) & WRITE (6,'(1X,''NIT='',I5,2X,''NFV='',I5,2X,''NFG='',I5,2X, & ''F='', G16.9,2X,''G='',E10.3,2X,''ITERM='',I3)') NIT,NFV,NFG, & F,GMAX,ITERM IF (IPRNT.LT.0) & WRITE (6,'(1X,''X='',5(G14.7,1X):/(3X,5(G14.7,1X)))') & (X(I),I=1,NF) RETURN END