DCSRCHRun Method

public void Run(
	double F,
	double G,
	ref double STP,
	double FTOL,
	double GTOL,
	double XTOL,
	double STPMIN,
	double STPMAX,
	ref BFGSTask TASK,
	ref int[] ISAVE,
	int offset_isave,
	ref double[] DSAVE,
	int offset_dsave
)

Public Sub Run ( 
	F As Double,
	G As Double,
	ByRef STP As Double,
	FTOL As Double,
	GTOL As Double,
	XTOL As Double,
	STPMIN As Double,
	STPMAX As Double,
	ByRef TASK As BFGSTask,
	ByRef ISAVE As Integer(),
	offset_isave As Integer,
	ByRef DSAVE As Double(),
	offset_dsave As Integer
)

Parameters

F  Double

is a double precision variable. On initial entry f is the value of the function at 0. On subsequent entries f is the value of the function at stp. On exit f is the value of the function at stp.

G  Double

is a double precision variable. On initial entry g is the derivative of the function at 0. On subsequent entries g is the derivative of the function at stp. On exit g is the derivative of the function at stp. stp is a double precision variable. On entry stp is the current estimate of a satisfactory step. On initial entry, a positive initial estimate must be provided. On exit stp is the current estimate of a satisfactory step if task = 'FG'. If task = 'CONV' then stp satisfies the sufficient decrease and curvature condition. ftol is a double precision variable. On entry ftol specifies a nonnegative tolerance for the sufficient decrease condition. On exit ftol is unchanged. gtol is a double precision variable. On entry gtol specifies a nonnegative tolerance for the curvature condition. On exit gtol is unchanged. xtol is a double precision variable. On entry xtol specifies a nonnegative relative tolerance for an acceptable step. The subroutine exits with a warning if the relative difference between sty and stx is less than xtol. On exit xtol is unchanged. stpmin is a double precision variable. On entry stpmin is a nonnegative lower bound for the step. On exit stpmin is unchanged. stpmax is a double precision variable. On entry stpmax is a nonnegative upper bound for the step. On exit stpmax is unchanged. task is a character variable of length at least 60. On initial entry task must be set to 'START'. On exit task indicates the required action: If task(1:2) = 'FG' then evaluate the function and derivative at stp and call dcsrch again. If task(1:4) = 'CONV' then the search is successful. If task(1:4) = 'WARN' then the subroutine is not able to satisfy the convergence conditions. The exit value of stp contains the best point found during the search. If task(1:5) = 'ERROR' then there is an error in the input arguments. On exit with convergence, a warning or an error, the variable task contains additional information. isave is an integer work array of dimension 2. dsave is a double precision work array of dimension 13. Subprograms called MINPACK-2 ... dcstep MINPACK-1 Project. June 1983. Argonne National Laboratory. Jorge J. More' and David J. Thuente. MINPACK-2 Project. October 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick, Richard G. Carter, and Jorge J. More'. ********** Initialization block.

STP  Double

is a double precision variable. On entry stp is the current estimate of a satisfactory step. On initial entry, a positive initial estimate must be provided. On exit stp is the current estimate of a satisfactory step if task = 'FG'. If task = 'CONV' then stp satisfies the sufficient decrease and curvature condition. ftol is a double precision variable. On entry ftol specifies a nonnegative tolerance for the sufficient decrease condition. On exit ftol is unchanged. gtol is a double precision variable. On entry gtol specifies a nonnegative tolerance for the curvature condition. On exit gtol is unchanged. xtol is a double precision variable. On entry xtol specifies a nonnegative relative tolerance for an acceptable step. The subroutine exits with a warning if the relative difference between sty and stx is less than xtol. On exit xtol is unchanged. stpmin is a double precision variable. On entry stpmin is a nonnegative lower bound for the step. On exit stpmin is unchanged. stpmax is a double precision variable. On entry stpmax is a nonnegative upper bound for the step. On exit stpmax is unchanged. task is a character variable of length at least 60. On initial entry task must be set to 'START'. On exit task indicates the required action: If task(1:2) = 'FG' then evaluate the function and derivative at stp and call dcsrch again. If task(1:4) = 'CONV' then the search is successful. If task(1:4) = 'WARN' then the subroutine is not able to satisfy the convergence conditions. The exit value of stp contains the best point found during the search. If task(1:5) = 'ERROR' then there is an error in the input arguments. On exit with convergence, a warning or an error, the variable task contains additional information. isave is an integer work array of dimension 2. dsave is a double precision work array of dimension 13. Subprograms called MINPACK-2 ... dcstep MINPACK-1 Project. June 1983. Argonne National Laboratory. Jorge J. More' and David J. Thuente. MINPACK-2 Project. October 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick, Richard G. Carter, and Jorge J. More'. ********** Initialization block.

FTOL  Double

is a double precision variable. On entry ftol specifies a nonnegative tolerance for the sufficient decrease condition. On exit ftol is unchanged.

GTOL  Double

is a double precision variable. On entry gtol specifies a nonnegative tolerance for the curvature condition. On exit gtol is unchanged.

XTOL  Double

is a double precision variable. On entry xtol specifies a nonnegative relative tolerance for an acceptable step. The subroutine exits with a warning if the relative difference between sty and stx is less than xtol. On exit xtol is unchanged. stpmin is a double precision variable. On entry stpmin is a nonnegative lower bound for the step. On exit stpmin is unchanged. stpmax is a double precision variable. On entry stpmax is a nonnegative upper bound for the step. On exit stpmax is unchanged. task is a character variable of length at least 60. On initial entry task must be set to 'START'. On exit task indicates the required action: If task(1:2) = 'FG' then evaluate the function and derivative at stp and call dcsrch again. If task(1:4) = 'CONV' then the search is successful. If task(1:4) = 'WARN' then the subroutine is not able to satisfy the convergence conditions. The exit value of stp contains the best point found during the search. If task(1:5) = 'ERROR' then there is an error in the input arguments. On exit with convergence, a warning or an error, the variable task contains additional information. isave is an integer work array of dimension 2. dsave is a double precision work array of dimension 13. Subprograms called MINPACK-2 ... dcstep MINPACK-1 Project. June 1983. Argonne National Laboratory. Jorge J. More' and David J. Thuente. MINPACK-2 Project. October 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick, Richard G. Carter, and Jorge J. More'. ********** Initialization block.

STPMIN  Double

is a double precision variable. On entry stpmin is a nonnegative lower bound for the step. On exit stpmin is unchanged. stpmax is a double precision variable. On entry stpmax is a nonnegative upper bound for the step. On exit stpmax is unchanged. task is a character variable of length at least 60. On initial entry task must be set to 'START'. On exit task indicates the required action: If task(1:2) = 'FG' then evaluate the function and derivative at stp and call dcsrch again. If task(1:4) = 'CONV' then the search is successful. If task(1:4) = 'WARN' then the subroutine is not able to satisfy the convergence conditions. The exit value of stp contains the best point found during the search. If task(1:5) = 'ERROR' then there is an error in the input arguments. On exit with convergence, a warning or an error, the variable task contains additional information. isave is an integer work array of dimension 2. dsave is a double precision work array of dimension 13. Subprograms called MINPACK-2 ... dcstep MINPACK-1 Project. June 1983. Argonne National Laboratory. Jorge J. More' and David J. Thuente. MINPACK-2 Project. October 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick, Richard G. Carter, and Jorge J. More'. ********** Initialization block.

STPMAX  Double

is a double precision variable. On entry stpmax is a nonnegative upper bound for the step. On exit stpmax is unchanged. task is a character variable of length at least 60. On initial entry task must be set to 'START'. On exit task indicates the required action: If task(1:2) = 'FG' then evaluate the function and derivative at stp and call dcsrch again. If task(1:4) = 'CONV' then the search is successful. If task(1:4) = 'WARN' then the subroutine is not able to satisfy the convergence conditions. The exit value of stp contains the best point found during the search. If task(1:5) = 'ERROR' then there is an error in the input arguments. On exit with convergence, a warning or an error, the variable task contains additional information. isave is an integer work array of dimension 2. dsave is a double precision work array of dimension 13. Subprograms called MINPACK-2 ... dcstep MINPACK-1 Project. June 1983. Argonne National Laboratory. Jorge J. More' and David J. Thuente. MINPACK-2 Project. October 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick, Richard G. Carter, and Jorge J. More'. ********** Initialization block.

TASK  BFGSTask

= 'START'

ISAVE  Int32

is an integer work array of dimension 2.

offset_isave  Int32

 

DSAVE  Double

is a double precision work array of dimension 13.

offset_dsave  Int32

 

Reference