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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 | |
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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