|
3
|
1 // NPSOL.cc -*- C++ -*- |
|
|
2 /* |
|
|
3 |
|
1011
|
4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
|
3
|
5 |
|
|
6 This file is part of Octave. |
|
|
7 |
|
|
8 Octave is free software; you can redistribute it and/or modify it |
|
|
9 under the terms of the GNU General Public License as published by the |
|
|
10 Free Software Foundation; either version 2, or (at your option) any |
|
|
11 later version. |
|
|
12 |
|
|
13 Octave is distributed in the hope that it will be useful, but WITHOUT |
|
|
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
|
|
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
|
|
16 for more details. |
|
|
17 |
|
|
18 You should have received a copy of the GNU General Public License |
|
|
19 along with Octave; see the file COPYING. If not, write to the Free |
|
|
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
|
|
21 |
|
|
22 */ |
|
|
23 |
|
238
|
24 #ifdef HAVE_CONFIG_H |
|
1192
|
25 #include <config.h> |
|
238
|
26 #endif |
|
|
27 |
|
|
28 #include <math.h> |
|
288
|
29 #include <float.h> |
|
287
|
30 #include <string.h> |
|
|
31 #include <strstream.h> |
|
238
|
32 |
|
3
|
33 #ifndef NPSOL_MISSING |
|
|
34 |
|
461
|
35 #include "dMatrix.h" |
|
|
36 |
|
3
|
37 #include "NPSOL.h" |
|
|
38 #include "f77-uscore.h" |
|
|
39 #include "sun-utils.h" |
|
|
40 |
|
|
41 extern "C" |
|
|
42 { |
|
1251
|
43 int F77_FCN (npoptn) (const char*, long); |
|
3
|
44 |
|
1251
|
45 int F77_FCN (npsol) (int&, int&, int&, int&, int&, int&, double*, |
|
|
46 double*, double*, |
|
|
47 int (*)(int&, const int&, const int&, const |
|
|
48 int&, int*, double*, double*, double*, |
|
|
49 int*), |
|
|
50 int (*)(int&, const int&, double*, double*, |
|
|
51 double*, int*), |
|
|
52 int&, int&, int*, double*, double*, double*, |
|
|
53 double&, double*, double*, double*, int*, int&, |
|
|
54 double*, int&); |
|
3
|
55 } |
|
|
56 |
|
255
|
57 // XXX FIXME XXX -- would be nice to not have to have this global |
|
|
58 // variable. |
|
|
59 // Nonzero means an error occurred in the calculation of the objective |
|
|
60 // function, and the user wants us to quit. |
|
|
61 int npsol_objective_error = 0; |
|
|
62 |
|
3
|
63 static objective_fcn user_phi; |
|
|
64 static gradient_fcn user_grad; |
|
|
65 static nonlinear_fcn user_g; |
|
|
66 static jacobian_fcn user_jac; |
|
|
67 |
|
|
68 int |
|
1251
|
69 npsol_objfun (int& mode, const int& n, double *xx, double *objf, |
|
|
70 double *objgrd, int* nstate) |
|
3
|
71 { |
|
1251
|
72 Vector tmp_x (n); |
|
3
|
73 |
|
255
|
74 npsol_objective_error = 0; |
|
|
75 |
|
1251
|
76 for (int i = 0; i < n; i++) |
|
3
|
77 tmp_x.elem (i) = xx[i]; |
|
|
78 |
|
1251
|
79 if (mode == 0 || mode == 2) |
|
3
|
80 { |
|
|
81 double value = (*user_phi) (tmp_x); |
|
255
|
82 |
|
|
83 if (npsol_objective_error) |
|
|
84 { |
|
1251
|
85 mode = -1; |
|
255
|
86 return 0; |
|
|
87 } |
|
|
88 |
|
3
|
89 #if defined (sun) && defined (__GNUC__) |
|
|
90 assign_double (objf, value); |
|
|
91 #else |
|
|
92 *objf = value; |
|
|
93 #endif |
|
|
94 } |
|
|
95 |
|
1251
|
96 if ((mode == 1 || mode == 2) && user_grad) |
|
3
|
97 { |
|
1251
|
98 Vector tmp_grad (n); |
|
3
|
99 |
|
|
100 tmp_grad = (*user_grad) (tmp_x); |
|
|
101 |
|
255
|
102 if (tmp_grad.length () == 0) |
|
1251
|
103 mode = -1; |
|
255
|
104 else |
|
|
105 { |
|
1251
|
106 for (i = 0; i < n; i++) |
|
255
|
107 objgrd[i] = tmp_grad.elem (i); |
|
|
108 } |
|
3
|
109 } |
|
|
110 |
|
|
111 return 0; |
|
|
112 } |
|
|
113 |
|
|
114 int |
|
1251
|
115 npsol_confun (int& mode, const int& ncnln, const int& n, |
|
|
116 const int& nrowj, int* needc, double *xx, |
|
|
117 double *cons, double *cjac, int* nstate) |
|
3
|
118 { |
|
1251
|
119 Vector tmp_x (n); |
|
|
120 Vector tmp_c (ncnln); |
|
3
|
121 |
|
1251
|
122 for (int i = 0; i < n; i++) |
|
3
|
123 tmp_x.elem (i) = xx[i]; |
|
|
124 |
|
|
125 tmp_c = (*user_g) (tmp_x); |
|
|
126 |
|
255
|
127 if (tmp_c.length () == 0) |
|
|
128 { |
|
1251
|
129 mode = -1; |
|
255
|
130 return 0; |
|
|
131 } |
|
|
132 else |
|
|
133 { |
|
1251
|
134 for (i = 0; i < ncnln; i++) |
|
255
|
135 cons[i] = tmp_c.elem (i); |
|
|
136 } |
|
3
|
137 |
|
533
|
138 if (user_jac) |
|
3
|
139 { |
|
1251
|
140 Matrix tmp_jac (ncnln, n); |
|
3
|
141 |
|
|
142 tmp_jac = (*user_jac) (tmp_x); |
|
|
143 |
|
255
|
144 if (tmp_jac.rows () == 0 || tmp_jac.columns () == 0) |
|
1251
|
145 mode = -1; |
|
255
|
146 else |
|
|
147 { |
|
1251
|
148 int ld = nrowj; |
|
|
149 for (int j = 0; j < n; j++) |
|
|
150 for (i = 0; i < ncnln; i++) |
|
255
|
151 cjac[i+j*ld] = tmp_jac (i, j); |
|
|
152 } |
|
3
|
153 } |
|
|
154 |
|
|
155 return 0; |
|
|
156 } |
|
|
157 |
|
|
158 Vector |
|
|
159 NPSOL::minimize (void) |
|
|
160 { |
|
|
161 double objf; |
|
|
162 int inform; |
|
|
163 Vector lambda; |
|
|
164 return minimize (objf, inform, lambda); |
|
|
165 } |
|
|
166 |
|
|
167 Vector |
|
|
168 NPSOL::minimize (double& objf) |
|
|
169 { |
|
|
170 int inform; |
|
|
171 Vector lambda; |
|
|
172 return minimize (objf, inform, lambda); |
|
|
173 } |
|
|
174 |
|
|
175 Vector |
|
|
176 NPSOL::minimize (double& objf, int& inform) |
|
|
177 { |
|
|
178 Vector lambda; |
|
|
179 return minimize (objf, inform, lambda); |
|
|
180 } |
|
|
181 |
|
|
182 Vector |
|
|
183 NPSOL::minimize (double& objf, int& inform, Vector& lambda) |
|
|
184 { |
|
656
|
185 // Dimensions of various things. |
|
3
|
186 |
|
|
187 int n = x.capacity (); |
|
|
188 int nclin = lc.size (); |
|
|
189 int ncnln = nlc.size (); |
|
|
190 int nrowa = 1 > nclin ? 1 : nclin; |
|
|
191 int nrowj = 1 > ncnln ? 1 : ncnln; |
|
|
192 int nrowr = n; |
|
|
193 |
|
656
|
194 // Informative stuff. |
|
3
|
195 |
|
|
196 int iter; |
|
|
197 int *istate = new int [n+nclin+ncnln]; |
|
|
198 |
|
656
|
199 // User defined function stuff is defined above in the functions |
|
|
200 // npsol_confun() and npsol_objfun(); |
|
3
|
201 |
|
656
|
202 // Constraint stuff. |
|
3
|
203 |
|
|
204 double dummy; |
|
|
205 double *pclin = &dummy; |
|
|
206 Matrix clin; |
|
|
207 if (nclin > 0) |
|
|
208 { |
|
|
209 clin = lc.constraint_matrix (); |
|
|
210 pclin = clin.fortran_vec (); |
|
|
211 } |
|
|
212 |
|
|
213 double *clow = new double [n+nclin+ncnln]; |
|
|
214 double *cup = new double [n+nclin+ncnln]; |
|
|
215 |
|
|
216 if (bnds.size () > 0) |
|
|
217 { |
|
|
218 for (int i = 0; i < n; i++) |
|
|
219 { |
|
|
220 clow[i] = bnds.lower_bound (i); |
|
|
221 cup[i] = bnds.upper_bound (i); |
|
|
222 } |
|
|
223 } |
|
|
224 else |
|
|
225 { |
|
|
226 double huge = 1.0e30; |
|
|
227 for (int i = 0; i < n; i++) |
|
|
228 { |
|
|
229 clow[i] = -huge; |
|
|
230 cup[i] = huge; |
|
|
231 } |
|
|
232 } |
|
|
233 |
|
|
234 for (int i = 0; i < nclin; i++) |
|
|
235 { |
|
|
236 clow[i+n] = lc.lower_bound (i); |
|
|
237 cup[i+n] = lc.upper_bound (i); |
|
|
238 } |
|
|
239 |
|
|
240 for (i = 0; i < ncnln; i++) |
|
|
241 { |
|
|
242 clow[i+n+nclin] = nlc.lower_bound (i); |
|
|
243 cup[i+n+nclin] = nlc.upper_bound (i); |
|
|
244 } |
|
|
245 |
|
656
|
246 double *c = 0; |
|
|
247 double *cjac = 0; |
|
3
|
248 if (ncnln > 0) |
|
|
249 { |
|
|
250 c = new double [ncnln]; |
|
|
251 cjac = new double [nrowj*n]; |
|
|
252 } |
|
|
253 |
|
656
|
254 // Objective stuff. |
|
3
|
255 |
|
|
256 double *objgrd = new double [n]; |
|
|
257 |
|
656
|
258 // Other stuff. |
|
3
|
259 |
|
|
260 double *r = new double [n*n]; |
|
|
261 |
|
|
262 lambda.resize (n+nclin+ncnln); |
|
|
263 double *pclambda = lambda.fortran_vec (); |
|
|
264 |
|
656
|
265 // Decision variable stuff. |
|
3
|
266 |
|
|
267 double *px = x.fortran_vec (); |
|
|
268 |
|
656
|
269 // Workspace parameters. |
|
3
|
270 |
|
|
271 int lenw; |
|
|
272 int leniw = 3 * n + nclin + 2 * ncnln; |
|
|
273 if (nclin == 0 && ncnln == 0) |
|
|
274 lenw = 20*n; |
|
|
275 else if (ncnln == 0) |
|
|
276 lenw = 2*n*(10 + n) + 11*nclin; |
|
|
277 else |
|
|
278 lenw = 2*n*(n + 10) + nclin*(n + 11) + ncnln*(2*n + 21); |
|
|
279 |
|
|
280 int *iw = new int [leniw]; |
|
|
281 double *w = new double [lenw]; |
|
|
282 |
|
|
283 user_phi = phi.objective_function (); |
|
|
284 user_grad = phi.gradient_function (); |
|
|
285 user_g = nlc.function (); |
|
|
286 user_jac = nlc.jacobian_function (); |
|
|
287 |
|
287
|
288 pass_options_to_npsol (); |
|
3
|
289 |
|
533
|
290 if (! user_jac && ! user_grad) |
|
287
|
291 F77_FCN (npoptn) ("Derivative Level 0", 18L); |
|
533
|
292 else if (! user_jac && user_grad) |
|
287
|
293 F77_FCN (npoptn) ("Derivative Level 1", 18L); |
|
533
|
294 else if (user_jac && ! user_grad) |
|
287
|
295 F77_FCN (npoptn) ("Derivative Level 2", 18L); |
|
533
|
296 else if (user_jac && user_grad) |
|
287
|
297 F77_FCN (npoptn) ("Derivative Level 3", 18L); |
|
3
|
298 |
|
130
|
299 int attempt = 0; |
|
|
300 while (attempt++ < 5) |
|
3
|
301 { |
|
|
302 |
|
1251
|
303 F77_FCN (npsol) (n, nclin, ncnln, nrowa, nrowj, nrowr, pclin, |
|
|
304 clow, cup, npsol_confun, npsol_objfun, inform, |
|
|
305 iter, istate, c, cjac, pclambda, objf, objgrd, r, |
|
|
306 px, iw, leniw, w, lenw); |
|
3
|
307 |
|
|
308 if (inform == 6 || inform == 1) |
|
|
309 continue; |
|
|
310 else |
|
|
311 break; |
|
|
312 } |
|
|
313 |
|
656
|
314 // Clean up. |
|
|
315 |
|
|
316 delete [] istate; |
|
|
317 delete [] clow; |
|
|
318 delete [] cup; |
|
|
319 delete [] c; |
|
658
|
320 delete [] cjac; |
|
656
|
321 delete [] objgrd; |
|
|
322 delete [] r; |
|
|
323 delete [] iw; |
|
|
324 delete [] w; |
|
|
325 |
|
|
326 // See how it went. |
|
3
|
327 |
|
|
328 return x; |
|
|
329 } |
|
|
330 |
|
|
331 Vector |
|
|
332 NPSOL::minimize (const Vector& xnew) |
|
|
333 { |
|
|
334 x = xnew; |
|
|
335 return minimize (); |
|
|
336 } |
|
|
337 |
|
|
338 Vector |
|
|
339 NPSOL::minimize (const Vector& xnew, double& objf) |
|
|
340 { |
|
|
341 x = xnew; |
|
|
342 return minimize (objf); |
|
|
343 } |
|
|
344 |
|
|
345 Vector |
|
|
346 NPSOL::minimize (const Vector& xnew, double& objf, int& inform) |
|
|
347 { |
|
|
348 x = xnew; |
|
|
349 return minimize (objf, inform); |
|
|
350 } |
|
|
351 |
|
|
352 Vector |
|
|
353 NPSOL::minimize (const Vector& xnew, double& objf, int& inform, Vector& lambda) |
|
|
354 { |
|
|
355 x = xnew; |
|
|
356 return minimize (objf, inform, lambda); |
|
|
357 } |
|
|
358 |
|
|
359 NPSOL& |
|
|
360 NPSOL::option (char *s) |
|
|
361 { |
|
287
|
362 cerr << "This function no longer has any effect.\n" |
|
|
363 << "Use the NPSOL_option class instead\n"; |
|
|
364 |
|
|
365 return *this; |
|
|
366 } |
|
|
367 |
|
|
368 NPSOL_options::NPSOL_options (void) |
|
|
369 { |
|
|
370 init (); |
|
|
371 } |
|
|
372 |
|
|
373 NPSOL_options::NPSOL_options (const NPSOL_options& opt) |
|
|
374 { |
|
|
375 copy (opt); |
|
|
376 } |
|
|
377 |
|
|
378 NPSOL_options& |
|
|
379 NPSOL_options::operator = (const NPSOL_options& opt) |
|
|
380 { |
|
|
381 if (this != &opt) |
|
|
382 copy (opt); |
|
|
383 |
|
3
|
384 return *this; |
|
|
385 } |
|
|
386 |
|
287
|
387 NPSOL_options::~NPSOL_options (void) |
|
|
388 { |
|
|
389 } |
|
|
390 |
|
|
391 void |
|
|
392 NPSOL_options::init (void) |
|
|
393 { |
|
|
394 x_central_difference_interval = -1.0; |
|
|
395 x_crash_tolerance = 0.1; |
|
|
396 x_difference_interval = -1.0; |
|
|
397 x_function_precision = pow (DBL_EPSILON, 0.9); |
|
|
398 x_infinite_bound = 1.0e+30; |
|
|
399 x_infinite_step = 1.0e+30; |
|
|
400 x_linear_feasibility_tolerance = sqrt (DBL_EPSILON); |
|
|
401 x_linesearch_tolerance = 0.9; |
|
|
402 x_nonlinear_feasibility_tolerance = sqrt (DBL_EPSILON); |
|
|
403 x_optimality_tolerance = pow (DBL_EPSILON, 0.8); |
|
|
404 x_derivative_level = 0; |
|
|
405 x_major_iteration_limit = -1; |
|
|
406 x_minor_iteration_limit = -1; |
|
|
407 x_major_print_level = 0; |
|
|
408 x_minor_print_level = 0; |
|
|
409 x_start_objective_check = 1; |
|
|
410 x_start_constraint_check = 1; |
|
|
411 x_stop_objective_check = -1; |
|
|
412 x_stop_constraint_check = -1; |
|
|
413 x_verify_level = 0; |
|
|
414 } |
|
|
415 |
|
|
416 void |
|
|
417 NPSOL_options::copy (const NPSOL_options& opt) |
|
|
418 { |
|
|
419 x_central_difference_interval = opt.x_central_difference_interval; |
|
|
420 x_crash_tolerance = opt.x_crash_tolerance; |
|
|
421 x_difference_interval = opt.x_difference_interval; |
|
|
422 x_function_precision = opt.x_function_precision; |
|
|
423 x_infinite_bound = opt.x_infinite_bound; |
|
|
424 x_infinite_step = opt.x_infinite_step; |
|
|
425 x_linear_feasibility_tolerance = opt.x_linear_feasibility_tolerance; |
|
|
426 x_linesearch_tolerance = opt.x_linesearch_tolerance; |
|
|
427 x_nonlinear_feasibility_tolerance = opt.x_nonlinear_feasibility_tolerance; |
|
|
428 x_optimality_tolerance = opt.x_optimality_tolerance; |
|
|
429 x_derivative_level = opt.x_derivative_level; |
|
|
430 x_major_iteration_limit = opt.x_major_iteration_limit; |
|
|
431 x_minor_iteration_limit = opt.x_minor_iteration_limit; |
|
|
432 x_major_print_level = opt.x_major_print_level; |
|
|
433 x_minor_print_level = opt.x_minor_print_level; |
|
|
434 x_start_objective_check = opt.x_start_objective_check; |
|
|
435 x_start_constraint_check = opt.x_start_constraint_check; |
|
|
436 x_stop_objective_check = opt.x_stop_objective_check; |
|
|
437 x_stop_constraint_check = opt.x_stop_constraint_check; |
|
|
438 x_verify_level = opt.x_verify_level; |
|
|
439 } |
|
|
440 |
|
|
441 void |
|
|
442 NPSOL_options::set_default_options (void) |
|
|
443 { |
|
|
444 init (); |
|
|
445 } |
|
|
446 |
|
|
447 /* |
|
|
448 * Passing invalid values to the set_* functions will result in |
|
|
449 * setting the default option. |
|
|
450 */ |
|
|
451 |
|
|
452 void |
|
|
453 NPSOL_options::set_central_difference_interval (double val) |
|
|
454 { |
|
|
455 x_central_difference_interval = (val > 0.0) ? val : -1.0; |
|
|
456 } |
|
|
457 |
|
|
458 void |
|
|
459 NPSOL_options::set_crash_tolerance (double val) |
|
|
460 { |
|
|
461 x_crash_tolerance = (val >= 0.0) ? val : 0.1; |
|
|
462 } |
|
|
463 |
|
|
464 void |
|
|
465 NPSOL_options::set_difference_interval (double val) |
|
|
466 { |
|
|
467 x_difference_interval = (val > 0.0) ? val : -1.0; |
|
|
468 } |
|
|
469 |
|
|
470 void |
|
|
471 NPSOL_options::set_function_precision (double val) |
|
|
472 { |
|
|
473 x_function_precision = (val > 0.0) ? val : pow (DBL_EPSILON, 0.9); |
|
|
474 } |
|
|
475 |
|
|
476 void |
|
|
477 NPSOL_options::set_infinite_bound (double val) |
|
|
478 { |
|
|
479 x_infinite_bound = (val > 0.0) ? val : 1.0e+30; |
|
|
480 } |
|
|
481 |
|
|
482 void |
|
|
483 NPSOL_options::set_infinite_step (double val) |
|
|
484 { |
|
|
485 x_infinite_step = (val > 0.0) ? val : 1.0e+30; |
|
|
486 } |
|
|
487 |
|
|
488 void |
|
|
489 NPSOL_options::set_linear_feasibility_tolerance (double val) |
|
|
490 { |
|
|
491 x_linear_feasibility_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
|
|
492 } |
|
|
493 |
|
|
494 void |
|
|
495 NPSOL_options::set_linesearch_tolerance (double val) |
|
|
496 { |
|
|
497 x_linesearch_tolerance = (val >= 0.0 && val < 1.0) ? val : 0.9; |
|
|
498 } |
|
|
499 |
|
|
500 void |
|
|
501 NPSOL_options::set_nonlinear_feasibility_tolerance (double val) |
|
|
502 { |
|
|
503 x_nonlinear_feasibility_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
|
|
504 } |
|
|
505 |
|
|
506 void |
|
|
507 NPSOL_options::set_optimality_tolerance (double val) |
|
|
508 { |
|
|
509 x_optimality_tolerance = (val > 0.0) ? val : pow (DBL_EPSILON, 0.8); |
|
|
510 } |
|
|
511 |
|
|
512 void |
|
|
513 NPSOL_options::set_derivative_level (int val) |
|
|
514 { |
|
|
515 x_derivative_level = (val >= 0 && val < 4) ? val : 0; |
|
|
516 } |
|
|
517 |
|
|
518 void |
|
|
519 NPSOL_options::set_major_iteration_limit (int val) |
|
|
520 { |
|
|
521 x_major_iteration_limit = (val > 0) ? val : -1; |
|
|
522 } |
|
|
523 |
|
|
524 void |
|
|
525 NPSOL_options::set_minor_iteration_limit (int val) |
|
|
526 { |
|
|
527 x_minor_iteration_limit = (val > 0) ? val : -1; |
|
|
528 } |
|
|
529 |
|
|
530 void |
|
|
531 NPSOL_options::set_major_print_level (int val) |
|
|
532 { |
|
|
533 x_major_print_level = (val >= 0) ? val : -1; |
|
|
534 } |
|
|
535 |
|
|
536 void |
|
|
537 NPSOL_options::set_minor_print_level (int val) |
|
|
538 { |
|
|
539 x_minor_print_level = (val >= 0) ? val : -1; |
|
|
540 } |
|
|
541 |
|
|
542 void |
|
|
543 NPSOL_options::set_start_objective_check (int val) |
|
|
544 { |
|
|
545 x_start_objective_check = (val >= 0) ? val : -1; |
|
|
546 } |
|
|
547 |
|
|
548 void |
|
|
549 NPSOL_options::set_start_constraint_check (int val) |
|
|
550 { |
|
|
551 x_start_constraint_check = (val >= 0) ? val : -1; |
|
|
552 } |
|
|
553 |
|
|
554 void |
|
|
555 NPSOL_options::set_stop_objective_check (int val) |
|
|
556 { |
|
|
557 x_stop_objective_check = (val >= 0) ? val : -1; |
|
|
558 } |
|
|
559 |
|
3
|
560 void |
|
287
|
561 NPSOL_options::set_stop_constraint_check (int val) |
|
|
562 { |
|
|
563 x_stop_constraint_check = (val >= 0) ? val : -1; |
|
|
564 } |
|
|
565 |
|
|
566 void |
|
|
567 NPSOL_options::set_verify_level (int val) |
|
|
568 { |
|
|
569 x_verify_level = ((val > -1 && val < 4) || (val > 9 && val < 14)) ? val : 0; |
|
|
570 } |
|
|
571 |
|
|
572 double |
|
|
573 NPSOL_options::central_difference_interval (void) const |
|
|
574 { |
|
|
575 return x_central_difference_interval; |
|
|
576 } |
|
|
577 |
|
|
578 double |
|
|
579 NPSOL_options::crash_tolerance (void) const |
|
|
580 { |
|
|
581 return x_crash_tolerance; |
|
|
582 } |
|
|
583 |
|
|
584 double |
|
|
585 NPSOL_options::difference_interval (void) const |
|
|
586 { |
|
|
587 return x_difference_interval; |
|
|
588 } |
|
|
589 |
|
|
590 double |
|
|
591 NPSOL_options::function_precision (void) const |
|
|
592 { |
|
|
593 return x_function_precision; |
|
|
594 } |
|
|
595 |
|
|
596 double |
|
|
597 NPSOL_options::infinite_bound (void) const |
|
|
598 { |
|
|
599 return x_infinite_bound; |
|
|
600 } |
|
|
601 |
|
|
602 double |
|
|
603 NPSOL_options::infinite_step (void) const |
|
|
604 { |
|
|
605 return x_infinite_step; |
|
|
606 } |
|
|
607 |
|
|
608 double |
|
|
609 NPSOL_options::linear_feasibility_tolerance (void) const |
|
|
610 { |
|
|
611 return x_linear_feasibility_tolerance; |
|
|
612 } |
|
|
613 |
|
|
614 double |
|
|
615 NPSOL_options::linesearch_tolerance (void) const |
|
|
616 { |
|
|
617 return x_linesearch_tolerance; |
|
|
618 } |
|
|
619 |
|
|
620 double |
|
|
621 NPSOL_options::nonlinear_feasibility_tolerance (void) const |
|
|
622 { |
|
|
623 return x_nonlinear_feasibility_tolerance; |
|
|
624 } |
|
|
625 |
|
|
626 double |
|
|
627 NPSOL_options::optimality_tolerance (void) const |
|
|
628 { |
|
|
629 return x_optimality_tolerance; |
|
|
630 } |
|
|
631 |
|
|
632 int |
|
|
633 NPSOL_options::derivative_level (void) const |
|
|
634 { |
|
|
635 return x_derivative_level; |
|
|
636 } |
|
|
637 |
|
|
638 int |
|
|
639 NPSOL_options::major_iteration_limit (void) const |
|
|
640 { |
|
|
641 return x_major_iteration_limit; |
|
|
642 } |
|
|
643 |
|
|
644 int |
|
|
645 NPSOL_options::minor_iteration_limit (void) const |
|
|
646 { |
|
|
647 return x_minor_iteration_limit; |
|
|
648 } |
|
|
649 |
|
|
650 int |
|
|
651 NPSOL_options::major_print_level (void) const |
|
|
652 { |
|
|
653 return x_major_print_level; |
|
|
654 } |
|
|
655 |
|
|
656 int |
|
|
657 NPSOL_options::minor_print_level (void) const |
|
|
658 { |
|
|
659 return x_minor_print_level; |
|
|
660 } |
|
|
661 |
|
|
662 int |
|
|
663 NPSOL_options::start_objective_check (void) const |
|
|
664 { |
|
|
665 return x_start_objective_check; |
|
|
666 } |
|
|
667 |
|
|
668 int |
|
|
669 NPSOL_options::start_constraint_check (void) const |
|
|
670 { |
|
|
671 return x_start_constraint_check; |
|
|
672 } |
|
|
673 |
|
|
674 int |
|
|
675 NPSOL_options::stop_objective_check (void) const |
|
|
676 { |
|
|
677 return x_stop_objective_check; |
|
|
678 } |
|
|
679 |
|
|
680 int |
|
|
681 NPSOL_options::stop_constraint_check (void) const |
|
|
682 { |
|
|
683 return x_stop_constraint_check; |
|
|
684 } |
|
|
685 |
|
|
686 int |
|
|
687 NPSOL_options::verify_level (void) const |
|
|
688 { |
|
|
689 return x_verify_level; |
|
|
690 } |
|
|
691 |
|
|
692 void |
|
|
693 NPSOL_options::pass_options_to_npsol (void) |
|
3
|
694 { |
|
|
695 F77_FCN (npoptn) ("Nolist", 6L); |
|
|
696 F77_FCN (npoptn) ("Defaults", 8L); |
|
287
|
697 |
|
|
698 if (x_central_difference_interval > 0.0) |
|
|
699 set_option ("Central Difference", x_central_difference_interval); |
|
|
700 |
|
|
701 set_option ("Crash Tolerance", x_crash_tolerance); |
|
|
702 |
|
|
703 if (x_difference_interval > 0.0) |
|
|
704 set_option ("Difference Interval", x_difference_interval); |
|
|
705 |
|
|
706 set_option ("Function Precision", x_function_precision); |
|
|
707 |
|
|
708 set_option ("Infinite Bound", x_infinite_bound); |
|
|
709 |
|
|
710 set_option ("Infinite Step", x_infinite_step); |
|
|
711 |
|
|
712 set_option ("Linear Feasibility", x_linear_feasibility_tolerance); |
|
|
713 |
|
|
714 set_option ("Linesearch Tolerance", x_linesearch_tolerance); |
|
|
715 |
|
|
716 set_option ("Nonlinear Feasibility", x_nonlinear_feasibility_tolerance); |
|
|
717 |
|
|
718 set_option ("Optimality Tolerance", x_optimality_tolerance); |
|
|
719 |
|
|
720 set_option ("Derivative Level", x_derivative_level); |
|
|
721 |
|
|
722 if (x_major_iteration_limit > 0) |
|
|
723 set_option ("Major Iteration", x_major_iteration_limit); |
|
|
724 |
|
|
725 if (x_minor_iteration_limit > 0) |
|
|
726 set_option ("Minor Iteration", x_minor_iteration_limit); |
|
|
727 |
|
|
728 set_option ("Major Print", x_major_print_level); |
|
|
729 |
|
|
730 set_option ("Minor Print", x_minor_print_level); |
|
|
731 |
|
|
732 set_option ("Start Objective", x_start_objective_check); |
|
|
733 |
|
|
734 set_option ("Start Constraint", x_start_constraint_check); |
|
|
735 |
|
|
736 if (x_stop_objective_check > 0) |
|
|
737 set_option ("Stop Objective", x_stop_objective_check); |
|
|
738 |
|
|
739 if (x_stop_constraint_check > 0) |
|
|
740 set_option ("Stop Constraint", x_stop_constraint_check); |
|
|
741 |
|
|
742 set_option ("Verify Level", x_verify_level); |
|
|
743 } |
|
|
744 |
|
|
745 void |
|
|
746 NPSOL_options::set_option (const char *key, int opt) |
|
|
747 { |
|
|
748 ostrstream buf; |
|
|
749 buf << key << " " << opt << ends; |
|
|
750 char *command = buf.str (); |
|
|
751 size_t len = strlen (command); |
|
|
752 F77_FCN (npoptn) (command, (long) len); |
|
|
753 delete [] command; |
|
|
754 } |
|
|
755 |
|
|
756 void |
|
|
757 NPSOL_options::set_option (const char *key, double opt) |
|
|
758 { |
|
|
759 ostrstream buf; |
|
|
760 buf << key << " " << opt << ends; |
|
|
761 char *command = buf.str (); |
|
|
762 size_t len = strlen (command); |
|
|
763 F77_FCN (npoptn) (command, (long) len); |
|
|
764 delete [] command; |
|
3
|
765 } |
|
|
766 |
|
|
767 #endif /* NPSOL_MISSING */ |
|
|
768 |
|
|
769 /* |
|
|
770 ;;; Local Variables: *** |
|
|
771 ;;; mode: C++ *** |
|
|
772 ;;; page-delimiter: "^/\\*" *** |
|
|
773 ;;; End: *** |
|
|
774 */ |
