FORMKRun Method

public void Run(
	int N,
	int NSUB,
	int[] IND,
	int offset_ind,
	int NENTER,
	int ILEAVE,
	int[] INDX2,
	int offset_indx2,
	int IUPDAT,
	bool UPDATD,
	ref double[] WN,
	int offset_wn,
	ref double[] WN1,
	int offset_wn1,
	int M,
	double[] WS,
	int offset_ws,
	double[] WY,
	int offset_wy,
	double[] SY,
	int offset_sy,
	double THETA,
	int COL,
	int HEAD,
	ref int INFO
)

Public Sub Run ( 
	N As Integer,
	NSUB As Integer,
	IND As Integer(),
	offset_ind As Integer,
	NENTER As Integer,
	ILEAVE As Integer,
	INDX2 As Integer(),
	offset_indx2 As Integer,
	IUPDAT As Integer,
	UPDATD As Boolean,
	ByRef WN As Double(),
	offset_wn As Integer,
	ByRef WN1 As Double(),
	offset_wn1 As Integer,
	M As Integer,
	WS As Double(),
	offset_ws As Integer,
	WY As Double(),
	offset_wy As Integer,
	SY As Double(),
	offset_sy As Integer,
	THETA As Double,
	COL As Integer,
	HEAD As Integer,
	ByRef INFO As Integer
)

Parameters

N  Int32

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

NSUB  Int32

is an integer variable On entry nsub is the number of subspace variables in free set. On exit nsub is not changed.

IND  Int32

is an integer array of dimension nsub. On entry ind specifies the indices of subspace variables. On exit ind is unchanged.

offset_ind  Int32

 

NENTER  Int32

is an integer variable. On entry nenter is the number of variables entering the free set. On exit nenter is unchanged.

ILEAVE  Int32

is an integer variable. On entry indx2(ileave),...,indx2(n) are the variables leaving the free set. On exit ileave is unchanged.

INDX2  Int32

is an integer array of dimension n. On entry indx2(1),...,indx2(nenter) are the variables entering the free set, while indx2(ileave),...,indx2(n) are the variables leaving the free set. On exit indx2 is unchanged.

offset_indx2  Int32

 

IUPDAT  Int32

is an integer variable. On entry iupdat is the total number of BFGS updates made so far. On exit iupdat is unchanged.

UPDATD  Boolean

is a logical variable. On entry 'updatd' is true if the L-BFGS matrix is updatd. On exit 'updatd' is unchanged.

WN  Double

is a double precision array of dimension 2m x 2m. On entry wn is unspecified. On exit the upper triangle of wn stores the LEL^T factorization of the 2*col x 2*col indefinite matrix [-D -Y'ZZ'Y/theta L_a'-R_z' ] [L_a -R_z theta*S'AA'S ]

offset_wn  Int32

 

WN1  Double

is a double precision array of dimension 2m x 2m. On entry wn1 stores the lower triangular part of [Y' ZZ'Y L_a'+R_z'] [L_a+R_z S'AA'S ] in the previous iteration. On exit wn1 stores the corresponding updated matrices. The purpose of wn1 is just to store these inner products so they can be easily updated and inserted into wn.

offset_wn1  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.

WS  Double

 

offset_ws  Int32

 

WY  Double

 

offset_wy  Int32

 

SY  Double

 

offset_sy  Int32

 

THETA  Double

is a double precision variable;

COL  Int32

is an integer variable;

HEAD  Int32

is an integer variable. On entry they store the information defining the limited memory BFGS matrix: ws(n,m) stores S, a set of s-vectors; wy(n,m) stores Y, a set of y-vectors; sy(m,m) stores S'Y; wtyy(m,m) stores the Cholesky factorization of (theta*S'S+LD^(-1)L') theta is the scaling factor specifying B_0 = theta I; col is the number of variable metric corrections stored; head is the location of the 1st s- (or y-) vector in S (or Y). On exit they are unchanged.

INFO  Int32

is an integer variable. On entry info is unspecified. On exit info = 0 for normal return; = -1 when the 1st Cholesky factorization failed; = -2 when the 2st Cholesky factorization failed.

Reference