projgr.f File Reference

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Functions/Subroutines
subroutine	projgr (n, l, u, nbd, x, g, sbgnrm)
	This subroutine computes the infinity norm of the projected gradient. More...

Function/Subroutine Documentation

projgr()

subroutine projgr	(	integer	n,
		double precision, dimension(n)	l,
		double precision, dimension(n)	u,
		integer, dimension(n)	nbd,
		double precision, dimension(n)	x,
		double precision, dimension(n)	g,
		double precision	sbgnrm
	)

This subroutine computes the infinity norm of the projected gradient.

Parameters

n	On entry n is the number of variables. On exit n is unchanged.
l	On entry l is the lower bound of x. On exit l is unchanged.
u	On entry u is the upper bound of x. On exit u is unchanged.
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, 3 if x(i) has only an upper bound. On exit nbd is unchanged.
x	On entry x is an approximation to the solution. On exit x is unchanged.
g	On entry g is the gradient. On exit g is unchanged.
sbgnrm	infinity norm of projected gradient

Definition at line 33 of file projgr.f.

Referenced by mainlb().

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