dcstep.f File Reference

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Functions/Subroutines
subroutine	dcstep (stx, fx, dx, sty, fy, dy, stp, fp, dp, brackt, stpmin, stpmax)
	This subroutine computes a safeguarded step for a search procedure and updates an interval that contains a step that satisfies a sufficient decrease and a curvature condition. More...

Function/Subroutine Documentation

dcstep()

subroutine dcstep	(	double precision	stx,
		double precision	fx,
		double precision	dx,
		double precision	sty,
		double precision	fy,
		double precision	dy,
		double precision	stp,
		double precision	fp,
		double precision	dp,
		logical	brackt,
		double precision	stpmin,
		double precision	stpmax
	)

This subroutine computes a safeguarded step for a search procedure and updates an interval that contains a step that satisfies a sufficient decrease and a curvature condition.

The parameter stx contains the step with the least function value. If brackt is set to .true. then a minimizer has been bracketed in an interval with endpoints stx and sty. The parameter stp contains the current step. The subroutine assumes that if brackt is set to .true. then

  min(stx,sty) < stp < max(stx,sty),

and that the derivative at stx is negative in the direction of the step.

Parameters

stx	On entry stx is the best step obtained so far and is an endpoint of the interval that contains the minimizer. On exit stx is the updated best step.
fx	On entry fx is the function at stx. On exit fx is the function at stx.
dx	On entry dx is the derivative of the function at stx. The derivative must be negative in the direction of the step, that is, dx and stp - stx must have opposite signs. On exit dx is the derivative of the function at stx.
sty	On entry sty is the second endpoint of the interval that contains the minimizer. On exit sty is the updated endpoint of the interval that contains the minimizer.
fy	On entry fy is the function at sty. On exit fy is the function at sty.
dy	On entry dy is the derivative of the function at sty. On exit dy is the derivative of the function at the exit sty.
stp	On entry stp is the current step. If brackt is set to .true. then on input stp must be between stx and sty. On exit stp is a new trial step.
fp	On entry fp is the function at stp. On exit fp is unchanged.
dp	On entry dp is the the derivative of the function at stp. On exit dp is unchanged.
brackt	On entry brackt specifies if a minimizer has been bracketed. Initially brackt must be set to .false. On exit brackt specifies if a minimizer has been bracketed. When a minimizer is bracketed brackt is set to .true.
stpmin	On entry stpmin is a lower bound for the step. On exit stpmin is unchanged.
stpmax	On entry stpmax is an upper bound for the step. On exit stpmax is unchanged.

Definition at line 66 of file dcstep.f.

Referenced by dcsrch().

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