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<document>
<category>bco</category>
<solver>BLMVM</solver>
<inputMethod>Fortran</inputMethod>
<dimension><![CDATA[
...Insert Value Here...
]]></dimension>
<ad_type><![CDATA[
...Insert Value Here...
]]></ad_type>
<adtool><![CDATA[
...Insert Value Here...
]]></adtool>
<nfelements><![CDATA[
...Insert Value Here...
]]></nfelements>
<funceval><![CDATA[
...Insert Value Here...
]]></funceval>
<bounds><![CDATA[
...Insert Value Here...
]]></bounds>
<initpt><![CDATA[
...Insert Value Here...
]]></initpt>
<options><![CDATA[
...Insert Value Here...
]]></options>
<comments><![CDATA[
...Insert Value Here...
]]></comments>
</document>
Description of input values
dimension
How many variables are in your problem
ad_type
Are you providing a subroutine that calculates both function
and gradient evaluations, a subroutine that only provides function
evaluations, or a subroutine that evaluates the objective function
in partially separable form. The second
and third choices will invoke Automatic Differentiation using either
ADIFOR or OpenAD.
adtool
nfelements
If your function is in partially separable form, then enter
the number of function elements
funceval
In what file is the function to evaluate function and gradient?
If you are using the function/gradient option, then
your function must be called 'fcn' and have this prototype:
subroutine fcn(ndim,x,f,g)
- integer ndim
- double precision x(ndim),f,g(ndim)
If you are using the function/automatic differentiation option,
then your function must be
called 'fcn' and have this prototype and the variables names
must be 'x' and 'f' to allow the automatic differentiation
package to work:
subroutine fcn(ndim,x,f)
- integer ndim
- double precision x(ndim),f
If you are using the partially separable option, then
your function must be called 'fcn' and have the following prototype.
The function will
return an array of function values, where the intended function result
is the sum over the
array. Also, your variables names must be 'x' and 'f' to allow
the automatic differentiation package to work:
subroutine fcn(ndim,x,nf,f)
- integer ndim
- double precision x(ndim)
- integer nf (number of separate elements in the function)
- double precision f(nf)
bounds
In what file is the function to set the variable bounds?
The default values are +,- infinity, insert
only the boundary values that are not at infinity.
If you do not want any variable bounds, then you can leave
this entry blank. Otherwise, the function must be called
'xbound' and have this prototype:
subroutine xbound(ndim,l,u)
- integer ndim
- double precision l(ndim),u(ndim)
initpt
In what file is the function to set the initial vector?
The function must be called 'initpt' and have this prototype:
subroutine initpt(ndim,x)
- integer ndim
- double precision x(ndim)
options
Enter optional command-line arguments. Below are selected
options. See TAO User Manual
for details and a complete listing.
Tao options (with default values)
- -tao_fatol (0.0001): Stop if solution is within
- -tao_frtol (0.0001): Stop if relative solution is within
- -tao_gatol (0.0): Stop if norm of gradient is less than
- -tao_grtol (0.0): Stop if norm of gradient divided by
function value is less than
- -tao_gttol (0.0): Stop if the norm of the gradient is
less than the norm of the initial
gradient times this value
- -tao_max_it (10000): Maximum number of iterations
- -tao_max_funcs (10000): Maximum number of function evaluations
- -tao_fmin (-1e30): Stop if function less than
- -tao_lmvm_lm (5): Number of vectors to retain for
hessian approximation
- -tao_monitor : Display information at every iteration
comments
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