CAUCHYRun Method

public void Run(
	int N,
	double[] X,
	int offset_x,
	double[] L,
	int offset_l,
	double[] U,
	int offset_u,
	int[] NBD,
	int offset_nbd,
	double[] G,
	int offset_g,
	ref int[] IORDER,
	int offset_iorder,
	ref int[] IWHERE,
	int offset_iwhere,
	ref double[] T,
	int offset_t,
	ref double[] D,
	int offset_d,
	ref double[] XCP,
	int offset_xcp,
	int M,
	double[] WY,
	int offset_wy,
	double[] WS,
	int offset_ws,
	double[] SY,
	int offset_sy,
	double[] WT,
	int offset_wt,
	double THETA,
	int COL,
	int HEAD,
	ref double[] P,
	int offset_p,
	ref double[] C,
	int offset_c,
	ref double[] WBP,
	int offset_wbp,
	ref double[] V,
	int offset_v,
	ref int NINT,
	double[] SG,
	int offset_sg,
	double[] YG,
	int offset_yg,
	int IPRINT,
	double SBGNRM,
	ref int INFO,
	double EPSMCH
)

Public Sub Run ( 
	N As Integer,
	X As Double(),
	offset_x As Integer,
	L As Double(),
	offset_l As Integer,
	U As Double(),
	offset_u As Integer,
	NBD As Integer(),
	offset_nbd As Integer,
	G As Double(),
	offset_g As Integer,
	ByRef IORDER As Integer(),
	offset_iorder As Integer,
	ByRef IWHERE As Integer(),
	offset_iwhere As Integer,
	ByRef T As Double(),
	offset_t As Integer,
	ByRef D As Double(),
	offset_d As Integer,
	ByRef XCP As Double(),
	offset_xcp As Integer,
	M As Integer,
	WY As Double(),
	offset_wy As Integer,
	WS As Double(),
	offset_ws As Integer,
	SY As Double(),
	offset_sy As Integer,
	WT As Double(),
	offset_wt As Integer,
	THETA As Double,
	COL As Integer,
	HEAD As Integer,
	ByRef P As Double(),
	offset_p As Integer,
	ByRef C As Double(),
	offset_c As Integer,
	ByRef WBP As Double(),
	offset_wbp As Integer,
	ByRef V As Double(),
	offset_v As Integer,
	ByRef NINT As Integer,
	SG As Double(),
	offset_sg As Integer,
	YG As Double(),
	offset_yg As Integer,
	IPRINT As Integer,
	SBGNRM As Double,
	ByRef INFO As Integer,
	EPSMCH As Double
)

Parameters

N  Int32

is an integer variable. On entry n is the dimension of the problem. On exit n is unchanged.

X  Double

is a double precision array of dimension n. On entry x is the starting point for the GCP computation. On exit x is unchanged.

offset_x  Int32

 

L  Double

is a double precision array of dimension n. On entry l is the lower bound of x. On exit l is unchanged.

offset_l  Int32

 

U  Double

is a double precision array of dimension n. On entry u is the upper bound of x. On exit u is unchanged.

offset_u  Int32

 

NBD  Int32

is an integer array of dimension n. 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.

offset_nbd  Int32

 

G  Double

is a double precision array of dimension n. On entry g is the gradient of f(x). g must be a nonzero vector. On exit g is unchanged.

offset_g  Int32

 

IORDER  Int32

is an integer working array of dimension n. iorder will be used to store the breakpoints in the piecewise linear path and free variables encountered. On exit, iorder(1),...,iorder(nleft) are indices of breakpoints which have not been encountered; iorder(nleft+1),...,iorder(nbreak) are indices of encountered breakpoints; and iorder(nfree),...,iorder(n) are indices of variables which have no bound constraits along the search direction.

offset_iorder  Int32

 

IWHERE  Int32

is an integer array of dimension n. On entry iwhere indicates only the permanently fixed (iwhere=3) or free (iwhere= -1) components of x. On exit iwhere records the status of the current x variables. iwhere(i)=-3 if x(i) is free and has bounds, but is not moved 0 if x(i) is free and has bounds, and is moved 1 if x(i) is fixed at l(i), and l(i) .ne. u(i) 2 if x(i) is fixed at u(i), and u(i) .ne. l(i) 3 if x(i) is always fixed, i.e., u(i)=x(i)=l(i) -1 if x(i) is always free, i.e., it has no bounds.

offset_iwhere  Int32

 

T  Double

is a double precision working array of dimension n. t will be used to store the break points.

offset_t  Int32

 

D  Double

is a double precision array of dimension n used to store the Cauchy direction P(x-tg)-x.

offset_d  Int32

 

XCP  Double

is a double precision array of dimension n used to return the GCP on exit.

offset_xcp  Int32

 

M  Int32

is an integer variable. On entry m is the maximum number of variable metric corrections used to define the limited memory matrix. On exit m is unchanged.

WY  Double

 

offset_wy  Int32

 

WS  Double

 

offset_ws  Int32

 

SY  Double

 

offset_sy  Int32

 

WT  Double

 

offset_wt  Int32

 

THETA  Double

is a double precision variable. On entry theta is the scaling factor specifying B_0 = theta I. On exit theta is unchanged.

COL  Int32

is an integer variable. On entry col is the actual number of variable metric corrections stored so far. On exit col is unchanged.

HEAD  Int32

is an integer variable. On entry head is the location of the first s-vector (or y-vector) in S (or Y). On exit col is unchanged.

P  Double

is a double precision working array of dimension 2m. p will be used to store the vector p = W^(T)d.

offset_p  Int32

 

C  Double

is a double precision working array of dimension 2m. c will be used to store the vector c = W^(T)(xcp-x).

offset_c  Int32

 

WBP  Double

is a double precision working array of dimension 2m. wbp will be used to store the row of W corresponding to a breakpoint.

offset_wbp  Int32

 

V  Double

is a double precision working array of dimension 2m.

offset_v  Int32

 

NINT  Int32

is an integer variable. On exit nint records the number of quadratic segments explored in searching for the GCP.

SG  Double

and yg are double precision arrays of dimension m. On entry sg and yg store S'g and Y'g correspondingly. On exit they are unchanged.

offset_sg  Int32

 

YG  Double

 

offset_yg  Int32

 

IPRINT  Int32

is an INTEGER variable that must be set by the user. It controls the frequency and type of output generated: iprint.LT.0 no output is generated; iprint=0 print only one line at the last iteration; 0.LT.iprint.LT.99 print also f and |proj g| every iprint iterations; iprint=99 print details of every iteration except n-vectors; iprint=100 print also the changes of active set and final x; iprint.GT.100 print details of every iteration including x and g; When iprint .GT. 0, the file iterate.dat will be created to summarize the iteration.

SBGNRM  Double

is a double precision variable. On entry sbgnrm is the norm of the projected gradient at x. On exit sbgnrm is unchanged.

INFO  Int32

is an integer variable. On entry info is 0. On exit info = 0 for normal return, = nonzero for abnormal return when the the system used in routine bmv is singular.

EPSMCH  Double

 

Reference