lnsrlb.f File Reference

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Functions/Subroutines
subroutine	lnsrlb (n, l, u, nbd, x, f, fold, gd, gdold, g, d, r, t, z, stp, dnorm, dtd, xstep, stpmx, iter, ifun, iback, nfgv, info, task, boxed, cnstnd, csave, isave, dsave)
	This subroutine calls subroutine dcsrch from the Minpack2 library to perform the line search. Subroutine dscrch is safeguarded so that all trial points lie within the feasible region. More...

Function/Subroutine Documentation

lnsrlb()

subroutine lnsrlb	(	integer	n,
		double precision, dimension(n)	l,
		double precision, dimension(n)	u,
		integer, dimension(n)	nbd,
		double precision, dimension(n)	x,
		double precision	f,
		double precision	fold,
		double precision	gd,
		double precision	gdold,
		double precision, dimension(n)	g,
		double precision, dimension(n)	d,
		double precision, dimension(n)	r,
		double precision, dimension(n)	t,
		double precision, dimension(n)	z,
		double precision	stp,
		double precision	dnorm,
		double precision	dtd,
		double precision	xstep,
		double precision	stpmx,
		integer	iter,
		integer	ifun,
		integer	iback,
		integer	nfgv,
		integer	info,
		character*60	task,
		logical	boxed,
		logical	cnstnd,
		character*60	csave,
		integer, dimension(2)	isave,
		double precision, dimension(13)	dsave
	)

Parameters

n	number of parameters
l	lower bounds of parameters
u	upper bounds of parameters
nbd	On entry nbd represents the type of bounds imposed on the variables, and must be specified as follows: nbd(i)= 0 if x(i) is unbounded, 1 if x(i) has only a lower bound, 2 if x(i) has both lower and upper bounds, and 3 if x(i) has only an upper bound. On exit nbd is unchanged.
x	position
f	function value at x
fold	Function value at the start of this line search (i.e. the accepted value from the previous iteration). Saved at entry so the caller can restore x, g, f if the line search fails.
gd	Directional derivative g'd at the current trial step. Computed on every entry and passed to dcsrch as its g argument.
gdold	Directional derivative at stp=0 (i.e. the initial g'd before any line-search progress this iteration). Saved on the first call and used by mainlb to test the curvature condition after the line search returns.
g	Gradient of f at x.
d	Search direction (z - x_current). Length-n vector; the candidate step is t + stp*d.
r	Workspace: copy of g at the start of this line search. Used alongside fold to restore the previous iterate on abnormal line-search termination (mainlb does the restore from r and t).
t	Workspace: copy of x at the start of this line search.
z	Pre-projected candidate (cauchy/subsm output). When stp=1 exactly, lnsrlb sets x := z directly; otherwise it computes x := t + stp*d.
stp	Current trial step length. On the first entry of a line search lnsrlb initialises stp; subsequent dcsrch calls update it.
dnorm	2-norm of d (||d||).
dtd	Squared 2-norm of d (d'd).
xstep	On exit stp * ||d||, the actual length of the step in x-space.
stpmx	Maximum allowed step. For unconstrained problems set to a large constant (1e10); for bounded problems lnsrlb scans the active bounds and tightens stpmx so x + stpmx*d stays feasible.
iter	Outer iteration number from mainlb.
ifun	On exit number of f/g evaluations performed in this line search; reset to 0 on each new line search.
iback	On exit number of "backtracks" (ifun - 1). mainlb aborts the line search if iback >= 20.
nfgv	Cumulative count of f/g evaluations across all iterations; incremented by 1 per evaluation requested.
info	On exit 0 on success; -4 if the projected directional derivative gd is non-negative on the first call (no descent possible).
task	Reverse-comm task. Initial entry: 'START'. While the line search is running, lnsrlb returns 'FG_LNSRCH' (the user evaluates f, g at the new x and re-enters with task starting with 'FG_LN'). On line-search success lnsrlb returns 'NEW_X'.
boxed	.true. if every variable has both lower and upper bounds. When true, the initial trial step is unit (stp=1) regardless of d's magnitude.
cnstnd	.true. if the problem has at least one bound. Controls the stpmx-from-bounds scan.
csave	working array
isave	working array
dsave	working array

Definition at line 70 of file lnsrlb.f.

References dcsrch().

Referenced by mainlb().

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