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First working version of a new optimization package that uses a slightly modified version of m1qn3, v3.3 (https://who.rocq.inria.fr/Jean-Charles.Gilbert/modulopt/optimization-routines/m1qn3/m1qn3.html) to work as an offline optimizer. The advantage of m1qn3_offline is, that it is run in reverse communication control mode, so that it gives back control to the call routine (here a script) to provide a new estimate of the cost function and the gradient based on the control vector. This way we can do complete line searches that are meaningful.
1 | mlosch | 1.1 | |
2 | common /m1qn3_l/ inmemo | ||
3 | common /m1qn3_i/ id,igg,idiag,iaux,ialpha,iybar,isbar,reentry | ||
4 | logical inmemo | ||
5 | integer id,igg,idiag,iaux,ialpha,iybar,isbar,reentry | ||
6 | |||
7 | CML common /m1qn3_aux/ sscale,ntravu,m,mmemo,gnorm,ps | ||
8 | CML logical sscale | ||
9 | CML integer ntravu,m,mmemo | ||
10 | CML double precision gnorm,ps | ||
11 | CML common /m1qn3_aux/ ntravu,m,mmemo | ||
12 | CML integer ntravu,m,mmemo | ||
13 |
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