| 1 |
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| 2 |
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subroutine lsopt_top( nn, xx, ff, gg, simul, optline |
| 3 |
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$ , epsx, fmin, epsg |
| 4 |
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$ , iprint, itmax, nfunc, nupdate |
| 5 |
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$ , dd, gold, xdiff |
| 6 |
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$ , loffline |
| 7 |
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$ , ifail ) |
| 8 |
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|
| 9 |
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c ================================================================== |
| 10 |
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c SUBROUTINE lsopt_top |
| 11 |
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c ================================================================== |
| 12 |
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c |
| 13 |
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c o uses a set of control variables, their adjoint variables, |
| 14 |
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c and a cost function value |
| 15 |
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c to compute an improved set of controls with respect to the |
| 16 |
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c cost function via a |
| 17 |
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c variable-storage Quasi-Newton method |
| 18 |
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c |
| 19 |
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c o Reference: J.C. Gilbert & C. Lemarechal |
| 20 |
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c Some numerical experiments with variable-storage |
| 21 |
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c quasi-Newton algorithms |
| 22 |
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c Mathematical Programming 45 (1989), pp. 407-435 |
| 23 |
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c |
| 24 |
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c o started: ??? not reproducible |
| 25 |
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c |
| 26 |
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c o changed: Patrick Heimbach, MIT/EAPS |
| 27 |
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c |
| 28 |
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c o Version: 2.0, 24-Feb-2000: |
| 29 |
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c (Version 1.0 is considered as version |
| 30 |
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c starting from which changes were made). |
| 31 |
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c - severe changes in structure including various |
| 32 |
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c bug-fixes to enable multi-optimization runs; |
| 33 |
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c - routine lsoptw incorporated into lsoptv |
| 34 |
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c - optimization iteration loop restructured |
| 35 |
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c - complete restructuring of handling |
| 36 |
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c cold start cases |
| 37 |
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c - number of 3 control flags for error handling |
| 38 |
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c (indic, moderl, ifail) reduced to 1 (ifail) |
| 39 |
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c and homogenized with routine lsline |
| 40 |
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c |
| 41 |
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c o Version: 2.1, 29-Feb-2000: |
| 42 |
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c - handling of case ifail = 6 changed; |
| 43 |
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c leads to stop of optimization |
| 44 |
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c (similar to case ifail = 8) |
| 45 |
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c - logical lphprint included |
| 46 |
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c |
| 47 |
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c ================================================================== |
| 48 |
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c SUBROUTINE lsopt_top |
| 49 |
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c ================================================================== |
| 50 |
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| 51 |
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implicit none |
| 52 |
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| 53 |
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#include <blas1.h> |
| 54 |
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|
| 55 |
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c----------------------------------------- |
| 56 |
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c declare arguments |
| 57 |
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c----------------------------------------- |
| 58 |
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integer nn, iprint, itmax, nfunc, nupdate, ifail |
| 59 |
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|
| 60 |
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double precision xx(nn), ff, gg(nn), epsx, fmin, epsg |
| 61 |
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double precision dd(nn), gold(nn), xdiff(nn) |
| 62 |
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|
| 63 |
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cph( |
| 64 |
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integer phniter0, phniterold |
| 65 |
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double precision phff |
| 66 |
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COMMON /PH_OPTI/ phniter0, phniterold, phff |
| 67 |
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cph) |
| 68 |
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|
| 69 |
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external simul, optline |
| 70 |
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|
| 71 |
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c----------------------------------------- |
| 72 |
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C declare local variables |
| 73 |
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c----------------------------------------- |
| 74 |
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logical cold, lphprint, loffline |
| 75 |
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parameter (lphprint = .true.) |
| 76 |
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|
| 77 |
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integer mm, mupd, jmin, jmax, indic, isize, REAL_BYTE |
| 78 |
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integer i, iiter, ifunc |
| 79 |
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|
| 80 |
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double precision fupd |
| 81 |
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double precision r1, tmin, tmax, tact, gnorm, gnorm0, eps1 |
| 82 |
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double precision fold, ys |
| 83 |
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double precision dotdg |
| 84 |
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|
| 85 |
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external SDOT, SNRM2, SSCAL |
| 86 |
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double precision SDOT, SNRM2 |
| 87 |
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|
| 88 |
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c----------------------------------------- |
| 89 |
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c parameters |
| 90 |
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c----------------------------------------- |
| 91 |
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|
| 92 |
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double precision rmin |
| 93 |
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parameter( rmin = 1.e-20 ) |
| 94 |
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|
| 95 |
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character*(*) iform |
| 96 |
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parameter(iform='(i5,2x,1pe8.1,1x,i5,4x,1pe11.4,3(2x,1pe8.1))' ) |
| 97 |
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|
| 98 |
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c ================================================================== |
| 99 |
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c |
| 100 |
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c----------------------------------------- |
| 101 |
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c initialization |
| 102 |
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c----------------------------------------- |
| 103 |
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cold = .true. |
| 104 |
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fupd = 1.0e+10 |
| 105 |
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indic = 0 |
| 106 |
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tmin = 0. |
| 107 |
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tmax = 1.0e+10 |
| 108 |
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tact = 1.0 |
| 109 |
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cph( |
| 110 |
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phniterold = 0 |
| 111 |
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cph) |
| 112 |
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iiter = 0 |
| 113 |
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eps1 = 1.0 |
| 114 |
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ifunc = 0 |
| 115 |
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ifail = 0 |
| 116 |
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gnorm0 = 1. |
| 117 |
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|
| 118 |
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c----------------------------------------- |
| 119 |
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c initialization for dd and dds |
| 120 |
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c----------------------------------------- |
| 121 |
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| 122 |
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jmin = 1 |
| 123 |
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jmax = 0 |
| 124 |
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|
| 125 |
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mm = nn |
| 126 |
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mupd = nupdate |
| 127 |
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|
| 128 |
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REAL_BYTE = 8 |
| 129 |
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isize = REAL_BYTE |
| 130 |
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|
| 131 |
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c----------------------------------------- |
| 132 |
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c print information |
| 133 |
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c----------------------------------------- |
| 134 |
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if (iprint .ge. 1) then |
| 135 |
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print '(2x,a)', |
| 136 |
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$ '===============================================' |
| 137 |
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print '(2x,a)', |
| 138 |
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$ '=== O P T I M I Z A T I O N ===' |
| 139 |
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print '(2x,a)', |
| 140 |
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$ '===============================================' |
| 141 |
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print '(a,i9)' |
| 142 |
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$ , ' number of control variables.......', nn |
| 143 |
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print '(a,e9.2)' |
| 144 |
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$ , ' precision on x....................', epsx |
| 145 |
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print '(a,e9.2)' |
| 146 |
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$ , ' precision on g....................', epsg |
| 147 |
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print '(a,e9.2)' |
| 148 |
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$ , ' expected optimal function value...', fmin |
| 149 |
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print '(a,i9)' |
| 150 |
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$ , ' maximal number of iterations......', itmax |
| 151 |
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print '(a,i9)' |
| 152 |
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$ , ' maximal number of simulations.....', nfunc |
| 153 |
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print '(a,i9)' |
| 154 |
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$ , ' information level.................', iprint |
| 155 |
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print '(a,i9)' |
| 156 |
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$ , ' number of updates.................', nupdate |
| 157 |
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print '(a,i9)' |
| 158 |
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$ , ' size of used memory...............', 3*nn |
| 159 |
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endif |
| 160 |
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| 161 |
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c----------------------------------------- |
| 162 |
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c check arguments |
| 163 |
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c----------------------------------------- |
| 164 |
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| 165 |
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if (nn .le. 0) then |
| 166 |
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if (iprint.ge.1) then |
| 167 |
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print '(a,i6)' , ' ERROR : n = ', nn |
| 168 |
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endif |
| 169 |
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ifail = 1 |
| 170 |
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goto 999 |
| 171 |
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endif |
| 172 |
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|
| 173 |
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if (itmax .lt. 0) then |
| 174 |
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if (iprint.ge.1) then |
| 175 |
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print '(a,i6)' , ' ERROR : itmax = ', itmax |
| 176 |
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endif |
| 177 |
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ifail = 1 |
| 178 |
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goto 999 |
| 179 |
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endif |
| 180 |
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|
| 181 |
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if (nfunc .le. 0) then |
| 182 |
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if (iprint.ge.10) then |
| 183 |
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print '(a,i6)' , ' ERROR : nfunc = ', nfunc |
| 184 |
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endif |
| 185 |
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ifail = 1 |
| 186 |
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goto 999 |
| 187 |
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endif |
| 188 |
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|
| 189 |
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if (epsx .le. 0.) then |
| 190 |
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if (iprint.ge.1) then |
| 191 |
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print '(a,e9.2)', ' ERROR : epsx = ', epsx |
| 192 |
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endif |
| 193 |
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ifail = 1 |
| 194 |
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goto 999 |
| 195 |
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endif |
| 196 |
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|
| 197 |
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if (epsg .le. 0.) then |
| 198 |
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if (iprint.ge.1) then |
| 199 |
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print '(a,e9.2)', ' ERROR : epsg = ', epsg |
| 200 |
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endif |
| 201 |
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ifail = 1 |
| 202 |
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goto 999 |
| 203 |
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endif |
| 204 |
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|
| 205 |
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if (epsg .gt. 1.) then |
| 206 |
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if (iprint.ge.1) then |
| 207 |
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print '(a,e9.2)', ' ERROR : epsg = ', epsg |
| 208 |
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endif |
| 209 |
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ifail = 1 |
| 210 |
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goto 999 |
| 211 |
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endif |
| 212 |
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|
| 213 |
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cph( |
| 214 |
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print *, 'pathei: vor instore ' |
| 215 |
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cph) |
| 216 |
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call instore( mm, fupd, gnorm0, isize, mupd, jmin, jmax, cold, |
| 217 |
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& ifail ) |
| 218 |
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|
| 219 |
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cph( |
| 220 |
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phff = fupd |
| 221 |
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cph) |
| 222 |
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|
| 223 |
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c----------------------------------------- |
| 224 |
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c check warm start parameters |
| 225 |
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c----------------------------------------- |
| 226 |
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if (ifail .ne. 0) then |
| 227 |
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if (iprint.ge.1) then |
| 228 |
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print '(a)', ' ERROR : reading restart file' |
| 229 |
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end if |
| 230 |
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ifail = 2 |
| 231 |
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goto 999 |
| 232 |
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end if |
| 233 |
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|
| 234 |
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if (isize .ne. REAL_BYTE) then |
| 235 |
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if (iprint.ge.1) then |
| 236 |
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print '(a)', ' ERROR : uncompatible floating point format' |
| 237 |
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end if |
| 238 |
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ifail = 2 |
| 239 |
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goto 999 |
| 240 |
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end if |
| 241 |
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|
| 242 |
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if (mupd .lt. 1) then |
| 243 |
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if (iprint .ge. 1) then |
| 244 |
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print '(a)', ' ERROR : m is set too small in instore' |
| 245 |
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endif |
| 246 |
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ifail = 2 |
| 247 |
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goto 999 |
| 248 |
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endif |
| 249 |
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|
| 250 |
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c----------------------------------------- |
| 251 |
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c cold start or warm restart ? |
| 252 |
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c----------------------------------------- |
| 253 |
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|
| 254 |
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if (cold) then |
| 255 |
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c--- start if cold start --- |
| 256 |
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if (lphprint) then |
| 257 |
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print '(a)', 'pathei-lsopt: cold start' |
| 258 |
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print * |
| 259 |
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end if |
| 260 |
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|
| 261 |
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call simul( indic, nn, xx, ff, gg ) |
| 262 |
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cph( |
| 263 |
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print *, 'pathei: nach simul: nn, ff = ', nn, ff |
| 264 |
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print *, 'pathei: nach simul: xx, gg = ', xx(1), gg(1) |
| 265 |
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cph) |
| 266 |
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|
| 267 |
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do i = 1, nn |
| 268 |
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xdiff(i) = 1. |
| 269 |
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end do |
| 270 |
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|
| 271 |
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cph( |
| 272 |
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print *, 'pathei: vor dostore ' |
| 273 |
|
cph) |
| 274 |
|
call dostore( nn, xx, .true., 1 ) |
| 275 |
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call dostore( nn, gg, .true., 2 ) |
| 276 |
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call dostore( nn, xdiff, .true., 3 ) |
| 277 |
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|
| 278 |
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cph( |
| 279 |
|
print *, 'pathei: vor lswri ' |
| 280 |
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cph) |
| 281 |
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call lswri( iiter, nn, xx, gg, lphprint ) |
| 282 |
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|
| 283 |
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cph( |
| 284 |
|
print *, 'pathei: vor gnorm0 ' |
| 285 |
|
cph) |
| 286 |
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gnorm0 = SNRM2( nn, gg, 1 ) |
| 287 |
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cph( |
| 288 |
|
print *, 'pathei: gnorm0 = ', gnorm0 |
| 289 |
|
cph) |
| 290 |
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if (gnorm0 .lt. rmin) then |
| 291 |
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ifail = 3 |
| 292 |
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goto 1000 |
| 293 |
|
endif |
| 294 |
|
|
| 295 |
|
cph( |
| 296 |
|
phff = ff |
| 297 |
|
cph) |
| 298 |
|
|
| 299 |
|
if (lphprint) |
| 300 |
|
& print *, 'pathei-lsopt: cold; first call simul: ff = ', |
| 301 |
|
& phff |
| 302 |
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|
| 303 |
|
c--- end if cold start --- |
| 304 |
|
else |
| 305 |
|
c--- start if warm start --- |
| 306 |
|
if (mm .ne. nn) then |
| 307 |
|
if (iprint.ge.1) then |
| 308 |
|
print '(a,i6)' |
| 309 |
|
$ , ' ERROR : inconsistent nn = ', mm |
| 310 |
|
endif |
| 311 |
|
ifail = 2 |
| 312 |
|
goto 999 |
| 313 |
|
endif |
| 314 |
|
if (mupd .ne. nupdate) then |
| 315 |
|
if (iprint.ge.1) then |
| 316 |
|
print '(a,i6)' |
| 317 |
|
$ , ' ERROR : inconsistent nupdate = ', mupd |
| 318 |
|
endif |
| 319 |
|
ifail = 2 |
| 320 |
|
goto 999 |
| 321 |
|
endif |
| 322 |
|
if (jmin .lt. 1) then |
| 323 |
|
if (iprint.ge.1) then |
| 324 |
|
print '(a,i6)' |
| 325 |
|
$ , ' ERROR : inconsistent jmin = ', jmin |
| 326 |
|
endif |
| 327 |
|
ifail = 2 |
| 328 |
|
goto 999 |
| 329 |
|
endif |
| 330 |
|
if (jmin .gt. mupd) then |
| 331 |
|
if (iprint.ge.1) then |
| 332 |
|
print '(a,i6)' |
| 333 |
|
$ , ' ERROR : inconsistent jmin = ', jmin |
| 334 |
|
endif |
| 335 |
|
ifail = 2 |
| 336 |
|
goto 999 |
| 337 |
|
endif |
| 338 |
|
if (jmax .gt. mupd) then |
| 339 |
|
if (iprint.ge.1) then |
| 340 |
|
print '(a,i6)' |
| 341 |
|
$ , ' ERROR : inconsistent jmax = ', jmax |
| 342 |
|
endif |
| 343 |
|
ifail = 2 |
| 344 |
|
goto 999 |
| 345 |
|
endif |
| 346 |
|
|
| 347 |
|
if (lphprint) then |
| 348 |
|
print *, 'pathei-lsopt: warm start; read via dostore' |
| 349 |
|
print * |
| 350 |
|
endif |
| 351 |
|
|
| 352 |
|
call dostore( nn, xx, .false., 1 ) |
| 353 |
|
call dostore( nn, gg, .false., 2 ) |
| 354 |
|
ff = fupd |
| 355 |
|
|
| 356 |
|
cph( |
| 357 |
|
phff = ff |
| 358 |
|
cph) |
| 359 |
|
|
| 360 |
|
if (lphprint) |
| 361 |
|
& print *, 'pathei-lsopt: warm; first dostore read: ff = ', |
| 362 |
|
& ff |
| 363 |
|
|
| 364 |
|
c--- end if warm start --- |
| 365 |
|
endif |
| 366 |
|
|
| 367 |
|
if (iprint .ge. 1) then |
| 368 |
|
print '(2a)', ' Itn Step Nfun Objective ' |
| 369 |
|
$ , 'Norm G Norm X Norm (X(k-1)-X(k))' |
| 370 |
|
end if |
| 371 |
|
|
| 372 |
|
c----------------------------------------- |
| 373 |
|
c print information line |
| 374 |
|
c----------------------------------------- |
| 375 |
|
if (cold) then |
| 376 |
|
print iform, iiter, tact, ifunc, ff, gnorm0 |
| 377 |
|
$ , SNRM2( nn, xx, 1 ), 0. |
| 378 |
|
|
| 379 |
|
write(94,'(i5,2x,1pe11.4,4(2x,1pe8.1))') |
| 380 |
|
& iiter, ff, gnorm0, tact, |
| 381 |
|
& SNRM2( nn, xx, 1 ), 0. |
| 382 |
|
|
| 383 |
|
if ( itmax .EQ. 0 ) then |
| 384 |
|
ifail = 10 |
| 385 |
|
goto 1000 |
| 386 |
|
end if |
| 387 |
|
end if |
| 388 |
|
|
| 389 |
|
c======================================================================= |
| 390 |
|
c begin of loop |
| 391 |
|
c compute x(k+1) out of x(k) + t*d, where t > 0. |
| 392 |
|
c======================================================================= |
| 393 |
|
|
| 394 |
|
do iiter = 1, itmax |
| 395 |
|
|
| 396 |
|
if (lphprint) then |
| 397 |
|
print *, 'pathei-lsopt: ++++++++++++++++++++++++' |
| 398 |
|
print *, 'pathei-lsopt: entering iiter =', iiter |
| 399 |
|
end if |
| 400 |
|
|
| 401 |
|
c----------------------------------------- |
| 402 |
|
c store old values |
| 403 |
|
c----------------------------------------- |
| 404 |
|
do i = 1, nn |
| 405 |
|
gold(i) = gg(i) |
| 406 |
|
end do |
| 407 |
|
|
| 408 |
|
fold = ff |
| 409 |
|
cph( |
| 410 |
|
phniter0 = iiter |
| 411 |
|
phff = ff |
| 412 |
|
cph) |
| 413 |
|
|
| 414 |
|
c----------------------------------------- |
| 415 |
|
c compute new dd and xx |
| 416 |
|
c----------------------------------------- |
| 417 |
|
c |
| 418 |
|
call lsupdxx( |
| 419 |
|
& nn, ifail, lphprint |
| 420 |
|
& , jmin, jmax, nupdate |
| 421 |
|
& , ff, fmin, fold, gnorm0, dotdg |
| 422 |
|
& , gg, dd, xx, xdiff |
| 423 |
|
& , tmin, tmax, tact, epsx |
| 424 |
|
& ) |
| 425 |
|
|
| 426 |
|
c----------------------------------------- |
| 427 |
|
c check whether new direction is a descent one |
| 428 |
|
c----------------------------------------- |
| 429 |
|
if ( ifail .eq. 4) goto 1000 |
| 430 |
|
|
| 431 |
|
c----------------------------------------- |
| 432 |
|
c optline returns new values of x, f, and g |
| 433 |
|
c----------------------------------------- |
| 434 |
|
c |
| 435 |
|
call optline( |
| 436 |
|
& simul |
| 437 |
|
& , nn, ifail, lphprint |
| 438 |
|
& , ifunc, nfunc |
| 439 |
|
& , ff, dotdg |
| 440 |
|
& , tmin, tmax, tact, epsx |
| 441 |
|
& , dd, gg, xx, xdiff |
| 442 |
|
& ) |
| 443 |
|
|
| 444 |
|
if (lphprint) print *, 'pathei-lsopt: ', |
| 445 |
|
& 'back from optline; ifail = ', ifail |
| 446 |
|
if (lphprint) print *, 'pathei-lsopt: ', |
| 447 |
|
& 'dostore 1,2 at iiter ', iiter |
| 448 |
|
|
| 449 |
|
call dostore( nn, xx, .true., 1 ) |
| 450 |
|
call dostore( nn, gg, .true., 2 ) |
| 451 |
|
cph( |
| 452 |
|
call lswri( iiter, nn, xx, gg, lphprint ) |
| 453 |
|
cph) |
| 454 |
|
|
| 455 |
|
gnorm = SNRM2( nn, gg, 1 ) |
| 456 |
|
|
| 457 |
|
c----------------------------------------- |
| 458 |
|
c print information line |
| 459 |
|
c----------------------------------------- |
| 460 |
|
print iform, iiter, tact, ifunc, ff, gnorm |
| 461 |
|
$ , SNRM2( nn, xx, 1 ), tact*SNRM2( nn, dd, 1 ) |
| 462 |
|
|
| 463 |
|
write(94,'(i5,2x,1pe11.4,4(2x,1pe8.1))') |
| 464 |
|
& iiter, ff, gnorm, tact, |
| 465 |
|
& SNRM2( nn, xx, 1 ), tact*SNRM2( nn, dd, 1 ) |
| 466 |
|
|
| 467 |
|
c----------------------------------------- |
| 468 |
|
c check output mode of ifail |
| 469 |
|
c----------------------------------------- |
| 470 |
|
if (ifail .eq. 7 |
| 471 |
|
& .or. ifail .eq. 8 |
| 472 |
|
& .or. ifail .eq. 9) goto 1000 |
| 473 |
|
|
| 474 |
|
c----------------------------------------- |
| 475 |
|
c maximal number of simulation reached |
| 476 |
|
c no goto in order to update Hessian |
| 477 |
|
c----------------------------------------- |
| 478 |
|
if (ifail .eq. 6) ifail = 0 |
| 479 |
|
|
| 480 |
|
c----------------------------------------- |
| 481 |
|
c NOTE: stopping tests are now done |
| 482 |
|
c after having updated the matrix, |
| 483 |
|
c so that update information can be stored |
| 484 |
|
c in case of a later warm restart |
| 485 |
|
c----------------------------------------- |
| 486 |
|
c----------------------------------------- |
| 487 |
|
c compute new s, y |
| 488 |
|
c----------------------------------------- |
| 489 |
|
do i = 1, nn |
| 490 |
|
xdiff(i) = tact*dd(i) |
| 491 |
|
end do |
| 492 |
|
|
| 493 |
|
c----------------------------------------- |
| 494 |
|
c compute ys |
| 495 |
|
c----------------------------------------- |
| 496 |
|
do i = 1, nn |
| 497 |
|
gold(i) = gg(i)-gold(i) |
| 498 |
|
end do |
| 499 |
|
|
| 500 |
|
ys = SDOT( nn, gold, 1, xdiff, 1 ) |
| 501 |
|
if (ys .le. 0.) then |
| 502 |
|
ifail = 4 |
| 503 |
|
print *, 'pathei-lsopt: ys < 0; ifail = ', ifail |
| 504 |
|
goto 1000 |
| 505 |
|
endif |
| 506 |
|
cph( |
| 507 |
|
cph----------------------------------------- |
| 508 |
|
cph at this point it is clear that xdiff |
| 509 |
|
cph provides a true optimized solution; |
| 510 |
|
cph i.e. take new gradient gg to compute new dd |
| 511 |
|
cph----------------------------------------- |
| 512 |
|
cph) |
| 513 |
|
|
| 514 |
|
c----------------------------------------- |
| 515 |
|
c update pointers for hessupd |
| 516 |
|
c----------------------------------------- |
| 517 |
|
if (nupdate .gt. 0) then |
| 518 |
|
|
| 519 |
|
if (jmax .eq. 0) then |
| 520 |
|
jmax = jmax+1 |
| 521 |
|
if (lphprint) |
| 522 |
|
& print *, 'pathei-lsopt: ', |
| 523 |
|
& 'first pointer update after cold start; ', |
| 524 |
|
& 'iiter, jmin, jmax = ', iiter, jmin, jmax |
| 525 |
|
else |
| 526 |
|
jmax = jmax+1 |
| 527 |
|
if (jmax .gt. nupdate) jmax = jmax-nupdate |
| 528 |
|
|
| 529 |
|
if (jmin .eq. jmax) then |
| 530 |
|
if (lphprint) |
| 531 |
|
& print *, 'pathei-lsopt: pointers updated for ', |
| 532 |
|
& ' iiter, jmin, jmax = ', iiter, jmin, jmax |
| 533 |
|
jmin = jmin+1 |
| 534 |
|
if (jmin .gt. nupdate) jmin = jmin-nupdate |
| 535 |
|
end if |
| 536 |
|
end if |
| 537 |
|
|
| 538 |
|
c----------------------------------------- |
| 539 |
|
c compute sbar, ybar store rec = min 4,5 |
| 540 |
|
c----------------------------------------- |
| 541 |
|
r1 = sqrt(1./ys) |
| 542 |
|
call SSCAL( nn, r1, xdiff, 1 ) |
| 543 |
|
call SSCAL( nn, r1, gold, 1 ) |
| 544 |
|
|
| 545 |
|
if (lphprint) |
| 546 |
|
& print *, 'pathei-lsopt: dostore at iiter, jmin, jmax ', |
| 547 |
|
& iiter, jmin, jmax |
| 548 |
|
|
| 549 |
|
call dostore( nn, gold, .true., 2*jmax+2 ) |
| 550 |
|
call dostore( nn, xdiff, .true., 2*jmax+3 ) |
| 551 |
|
|
| 552 |
|
c----------------------------------------- |
| 553 |
|
c compute the diagonal preconditioner |
| 554 |
|
c use dd as temporary array |
| 555 |
|
c----------------------------------------- |
| 556 |
|
call dgscale( nn, gold, xdiff, dd, rmin ) |
| 557 |
|
|
| 558 |
|
endif |
| 559 |
|
|
| 560 |
|
c----------------------------------------- |
| 561 |
|
c test convergence and stopping criteria |
| 562 |
|
c----------------------------------------- |
| 563 |
|
eps1 = gnorm / gnorm0 |
| 564 |
|
|
| 565 |
|
if (eps1 .lt. epsg) then |
| 566 |
|
|
| 567 |
|
ifail = 11 |
| 568 |
|
goto 1000 |
| 569 |
|
endif |
| 570 |
|
|
| 571 |
|
c======================================================================= |
| 572 |
|
c return of loop |
| 573 |
|
c======================================================================= |
| 574 |
|
|
| 575 |
|
end do |
| 576 |
|
|
| 577 |
|
iiter = iiter - 1 |
| 578 |
|
ifail = 5 |
| 579 |
|
|
| 580 |
|
c----------------------------------------- |
| 581 |
|
c loop exit |
| 582 |
|
c----------------------------------------- |
| 583 |
|
1000 continue |
| 584 |
|
nfunc = ifunc |
| 585 |
|
epsg = eps1 |
| 586 |
|
|
| 587 |
|
c----------------------------------------------------------------------- |
| 588 |
|
c save data for warm start |
| 589 |
|
c----------------------------------------------------------------------- |
| 590 |
|
|
| 591 |
|
call outstore( nn, ff, gnorm0, nupdate, jmin, jmax ) |
| 592 |
|
|
| 593 |
|
c----------------------------------------------------------------------- |
| 594 |
|
c compute dd(i+1), xx(i+1) based on latest available gg(i), xx(i) |
| 595 |
|
c for offline version |
| 596 |
|
c----------------------------------------------------------------------- |
| 597 |
|
|
| 598 |
|
if (loffline) then |
| 599 |
|
|
| 600 |
|
call lsupdxx( |
| 601 |
|
& nn, ifail, lphprint |
| 602 |
|
& , jmin, jmax, nupdate |
| 603 |
|
& , ff, fmin, fold, gnorm0, dotdg |
| 604 |
|
& , gg, dd, xx, xdiff |
| 605 |
|
& , tmin, tmax, tact, epsx |
| 606 |
|
& ) |
| 607 |
|
|
| 608 |
|
c Save xx(i+1) to file for offline version. |
| 609 |
|
call optim_write_control( nn, xdiff ) |
| 610 |
|
|
| 611 |
|
end if |
| 612 |
|
|
| 613 |
|
c----------------------------------------- |
| 614 |
|
c print final information |
| 615 |
|
c----------------------------------------- |
| 616 |
|
if (iprint .ge. 5) then |
| 617 |
|
print * |
| 618 |
|
print '(a,i9)' |
| 619 |
|
$ , ' number of iterations..............', iiter |
| 620 |
|
print '(a,i9)' |
| 621 |
|
$ , ' number of simultations............', nfunc |
| 622 |
|
print '(a,e9.2)' |
| 623 |
|
$ , ' relative precision on g...........', epsg |
| 624 |
|
end if |
| 625 |
|
|
| 626 |
|
if (iprint.ge.10) then |
| 627 |
|
print * |
| 628 |
|
print '(a,e15.8)' |
| 629 |
|
$ , ' cost function...............', ff |
| 630 |
|
print '(a,e15.8)' |
| 631 |
|
$ , ' norm of x...................', SNRM2( nn, xx, 1 ) |
| 632 |
|
print '(a,e15.8)' |
| 633 |
|
$ , ' norm of g...................', SNRM2( nn, gg, 1 ) |
| 634 |
|
end if |
| 635 |
|
|
| 636 |
|
c----------------------------------------- |
| 637 |
|
c print error message |
| 638 |
|
c----------------------------------------- |
| 639 |
|
999 continue |
| 640 |
|
|
| 641 |
|
if (ifail .ne. 0) then |
| 642 |
|
if (iprint .ge. 5) then |
| 643 |
|
print * |
| 644 |
|
print '(a)', ' optimization stopped because :' |
| 645 |
|
if (ifail .lt. 0) then |
| 646 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 647 |
|
$ , ' user request during simul' |
| 648 |
|
else if (ifail .eq. 0) then |
| 649 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 650 |
|
$ , ' optimal solution found' |
| 651 |
|
else if (ifail .eq. 1) then |
| 652 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 653 |
|
$ , ' an input argument is wrong' |
| 654 |
|
else if (ifail .eq. 2) then |
| 655 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 656 |
|
$ , ' warm start file is corrupted' |
| 657 |
|
else if (ifail .eq. 3) then |
| 658 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 659 |
|
$ , ' the initial gradient is too small' |
| 660 |
|
else if (ifail .eq. 4) then |
| 661 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 662 |
|
$ , ' the search direction is not a descent one' |
| 663 |
|
else if (ifail .eq. 5) then |
| 664 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 665 |
|
$ , ' maximal number of iterations reached' |
| 666 |
|
else if (ifail .eq. 6) then |
| 667 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 668 |
|
$ , ' maximal number of simulations reached' |
| 669 |
|
else if (ifail .eq. 7) then |
| 670 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 671 |
|
$ , ' the linesearch failed' |
| 672 |
|
else if (ifail .eq. 8) then |
| 673 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 674 |
|
$ , ' the function could not be improved' |
| 675 |
|
else if (ifail .eq. 9) then |
| 676 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 677 |
|
$ , ' optline parameters wrong' |
| 678 |
|
else if (ifail .eq. 10) then |
| 679 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 680 |
|
$ , ' cold start, no optimization done' |
| 681 |
|
else if (ifail .eq. 11) then |
| 682 |
|
print '(2x,a8,I3,a)', 'ifail = ', ifail |
| 683 |
|
$ , ' convergence achieved within precision' |
| 684 |
|
end if |
| 685 |
|
print * |
| 686 |
|
else if (iprint .ge. 1) then |
| 687 |
|
print * |
| 688 |
|
print '(a,i9)' |
| 689 |
|
$ , ' after optimization ifail..........', ifail |
| 690 |
|
print * |
| 691 |
|
end if |
| 692 |
|
end if |
| 693 |
|
|
| 694 |
|
c----------------------------------------- |
| 695 |
|
c end of subroutine |
| 696 |
|
c----------------------------------------- |
| 697 |
|
return |
| 698 |
|
|
| 699 |
|
end |
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