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- <a href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
- <a name="l00002"></a>00002 <span class="preprocessor">#ifndef CFSQP_CPP_CPP</span>
- <a name="l00003"></a><a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#af791052d1d17d3b41c21a794f22138c1">00003</a> <span class="preprocessor"></span><span class="preprocessor">#define CFSQP_CPP_CPP</span>
- <a name="l00004"></a>00004 <span class="preprocessor"></span>
- <a name="l00005"></a>00005 <span class="preprocessor">#include "cfsqp.h"</span>
- <a name="l00006"></a>00006 <span class="preprocessor">#include <iostream></span>
- <a name="l00007"></a>00007
- <a name="l00008"></a><a class="code" href="namespaceCFSQP.html#a60dd043f981fac3b61cdb866f31bb3f4">00008</a> <span class="keywordtype">void</span> <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#a64476f78960179a7111056bd22da3cf6">cfsqp_Class_objextive_function</a>(<span class="keywordtype">int</span> <a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>, <span class="keywordtype">int</span> objIndex, <span class="keywordtype">double</span> *x, <span class="keywordtype">double</span> *objVal,<span class="keywordtype">void</span> *userData)
- <a name="l00009"></a>00009 {
- <a name="l00010"></a>00010 <a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>* myData=<span class="keyword">reinterpret_cast<</span><a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>*<span class="keyword">></span>(userData);
- <a name="l00011"></a>00011
- <a name="l00012"></a>00012 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_obj(nparam,objIndex,x,objVal,myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#a49d440ce7b9ff36b03c47eb36a35c11f">userData</a>);
- <a name="l00013"></a>00013 }
- <a name="l00014"></a>00014
- <a name="l00015"></a><a class="code" href="namespaceCFSQP.html#afe41a0db574a90be7ed5afd9f93f4653">00015</a> <span class="keywordtype">void</span> <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#ad7e640458e5dff82c525d8e61953ad68">cfsqp_Class_constraint_function</a>(<span class="keywordtype">int</span> <a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>, <span class="keywordtype">int</span> constrIndex, <span class="keywordtype">double</span> *x, <span class="keywordtype">double</span> *constrVal,<span class="keywordtype">void</span> *userData)
- <a name="l00016"></a>00016 {
- <a name="l00017"></a>00017 <a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>* myData=<span class="keyword">reinterpret_cast<</span><a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>*<span class="keyword">></span>(userData);
- <a name="l00018"></a>00018
- <a name="l00019"></a>00019 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_constr(nparam,constrIndex,x,constrVal,myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#a49d440ce7b9ff36b03c47eb36a35c11f">userData</a>);
- <a name="l00020"></a>00020 }
- <a name="l00021"></a>00021
- <a name="l00022"></a><a class="code" href="namespaceCFSQP.html#ad738b54ab98b2b309f79e34a5a53d1dd">00022</a> <span class="keywordtype">void</span> <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#ad7a31f5c7cfcf55f20b3bc639675f8d2">cfsqp_Class_objextive_gradient</a>(<span class="keywordtype">int</span> <a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>, <span class="keywordtype">int</span> objIndex, <span class="keywordtype">double</span> *x, <span class="keywordtype">double</span> *objVal, <span class="keywordtype">void</span> (*dummy)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span>*,<span class="keywordtype">double</span>*,<span class="keywordtype">void</span>*),<span class="keywordtype">void</span> *userData)
- <a name="l00023"></a>00023 {
- <a name="l00024"></a>00024 <a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>* myData=<span class="keyword">reinterpret_cast<</span><a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>*<span class="keyword">></span>(userData);
- <a name="l00025"></a>00025
- <a name="l00026"></a>00026 <span class="keywordflow">if</span>(myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_gradob==NULL)
- <a name="l00027"></a>00027 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->grobfd(nparam,objIndex,x,objVal,dummy,myData);
- <a name="l00028"></a>00028 <span class="keywordflow">else</span>
- <a name="l00029"></a>00029 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_gradob(nparam,objIndex,x,objVal,dummy,myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#a49d440ce7b9ff36b03c47eb36a35c11f">userData</a>);
- <a name="l00030"></a>00030 }
- <a name="l00031"></a>00031
- <a name="l00032"></a><a class="code" href="namespaceCFSQP.html#a6a1abfdc5ce3202301327fb47ec7492b">00032</a> <span class="keywordtype">void</span> <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#a2f78a6303e6c89591d1fc69ff9008f8d">cfsqp_Class_constraint_gradient</a>(<span class="keywordtype">int</span> nparam, <span class="keywordtype">int</span> constrIndex, <span class="keywordtype">double</span> *x, <span class="keywordtype">double</span> *constrVal, <span class="keywordtype">void</span> (*dummy)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span>*,<span class="keywordtype">double</span>*,<span class="keywordtype">void</span>*),<span class="keywordtype">void</span> *userData)
- <a name="l00033"></a>00033 {
- <a name="l00034"></a>00034 <a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>* myData=<span class="keyword">reinterpret_cast<</span><a class="code" href="structCFSQP_1_1cfsqpUserData.html">cfsqpUserData</a>*<span class="keyword">></span>(userData);
- <a name="l00035"></a>00035
- <a name="l00036"></a>00036 <span class="keywordflow">if</span>(myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_gradcn==NULL)
- <a name="l00037"></a>00037 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->grcnfd(nparam,constrIndex,x,constrVal,dummy,myData);
- <a name="l00038"></a>00038 <span class="keywordflow">else</span>
- <a name="l00039"></a>00039 myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#ae556e181b10d90f0a8f3dcb2ad4444b8">algData</a>->pointer_to_gradcn(nparam,constrIndex,x,constrVal,dummy,myData-><a class="code" href="structCFSQP_1_1cfsqpUserData.html#a49d440ce7b9ff36b03c47eb36a35c11f">userData</a>);
- <a name="l00040"></a>00040 }
- <a name="l00041"></a>00041
- <a name="l00042"></a><a class="code" href="classcfsqp__Class.html#a4af7f509987b602c75e78d4f59eec035">00042</a> <span class="keywordtype">void</span> <a class="code" href="classcfsqp__Class.html#a4af7f509987b602c75e78d4f59eec035">cfsqp_Class::cfsqp</a>(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nf,<span class="keywordtype">int</span> nfsr,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> nineq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> ncsrl,<span class="keywordtype">int</span> ncsrn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">int</span> mode,<span class="keywordtype">int</span> iprint,<span class="keywordtype">int</span> miter,<span class="keywordtype">int</span> *inform,<span class="keywordtype">double</span> bigbnd,<span class="keywordtype">double</span> eps,<span class="keywordtype">double</span> epseqn,<span class="keywordtype">double</span> udelta,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *f,<span class="keywordtype">double</span> *g,<span class="keywordtype">double</span> *<a class="code" href="timoshenko_8cpp.html#a8a13241405abac2c1c971fe9cf1cf6ac">lambda</a>,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>, <span class="keywordtype">int</span>, <span class="keywordtype">double</span> *, <span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
- <a name="l00043"></a>00043 {
- <a name="l00044"></a>00044 cfsqpUserData myData;
- <a name="l00045"></a>00045 myData.userData=cd;
- <a name="l00046"></a>00046 myData.algData=<span class="keyword">this</span>;
- <a name="l00047"></a>00047
- <a name="l00048"></a>00048 this->pointer_to_obj=obj;
- <a name="l00049"></a>00049 this->pointer_to_constr=constr;
- <a name="l00050"></a>00050 this->pointer_to_gradob=gradob;
- <a name="l00051"></a>00051 this->pointer_to_gradcn=gradcn;
- <a name="l00052"></a>00052
- <a name="l00053"></a>00053 cfsqp_Class::cfsqpCall(
- <a name="l00054"></a>00054 nparam,nf,nfsr,nineqn,nineq,neqn,neq,ncsrl,ncsrn,mesh_pts,mode,iprint,miter,inform,bigbnd
- <a name="l00055"></a>00055 ,eps,epseqn,udelta,bl,bu,x,f,g,lambda,&<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#a64476f78960179a7111056bd22da3cf6">cfsqp_Class_objextive_function</a>
- <a name="l00056"></a>00056 ,&<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#ad7e640458e5dff82c525d8e61953ad68">cfsqp_Class_constraint_function</a>,&<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#ad7a31f5c7cfcf55f20b3bc639675f8d2">cfsqp_Class_objextive_gradient</a>
- <a name="l00057"></a>00057 ,&<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8cpp.html#a2f78a6303e6c89591d1fc69ff9008f8d">cfsqp_Class_constraint_gradient</a>,&myData);
- <a name="l00058"></a>00058 }
- <a name="l00059"></a>00059
- <a name="l00060"></a>00060 <span class="keywordtype">void</span> cfsqp_Class::cfsqpCall(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nf,<span class="keywordtype">int</span> nfsr,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> nineq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> ncsrl,<span class="keywordtype">int</span> ncsrn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">int</span> mode,<span class="keywordtype">int</span> iprint,<span class="keywordtype">int</span> miter,<span class="keywordtype">int</span> *inform,<span class="keywordtype">double</span> bigbnd,<span class="keywordtype">double</span> eps,<span class="keywordtype">double</span> epseqn,<span class="keywordtype">double</span> udelta,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *f,<span class="keywordtype">double</span> *g,<span class="keywordtype">double</span> *lambda,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>, <span class="keywordtype">int</span>, <span class="keywordtype">double</span> *, <span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
- <a name="l00061"></a>00061 <span class="comment">/*---------------------------------------------------------------------</span>
- <a name="l00062"></a>00062 <span class="comment">* Brief specification of various arrays and parameters in the calling</span>
- <a name="l00063"></a>00063 <span class="comment">* sequence. See manual for a more detailed description.</span>
- <a name="l00064"></a>00064 <span class="comment">*</span>
- <a name="l00065"></a>00065 <span class="comment">* nparam : number of variables</span>
- <a name="l00066"></a>00066 <span class="comment">* nf : number of objective functions (count each set of sequentially</span>
- <a name="l00067"></a>00067 <span class="comment">* related objective functions once)</span>
- <a name="l00068"></a>00068 <span class="comment">* nfsr : number of sets of sequentially related objectives (possibly</span>
- <a name="l00069"></a>00069 <span class="comment">* zero)</span>
- <a name="l00070"></a>00070 <span class="comment">* nineqn : number of nonlinear inequality constraints</span>
- <a name="l00071"></a>00071 <span class="comment">* nineq : total number of inequality constraints</span>
- <a name="l00072"></a>00072 <span class="comment">* neqn : number of nonlinear equality constraints</span>
- <a name="l00073"></a>00073 <span class="comment">* neq : total number of equality constraints</span>
- <a name="l00074"></a>00074 <span class="comment">* ncsrl : number of sets of linear sequentially related inequality</span>
- <a name="l00075"></a>00075 <span class="comment">* constraints</span>
- <a name="l00076"></a>00076 <span class="comment">* ncsrn : number of sets of nonlinear sequentially related inequality</span>
- <a name="l00077"></a>00077 <span class="comment">* constraints</span>
- <a name="l00078"></a>00078 <span class="comment">* mesh_pts : array of integers giving the number of actual objectives/</span>
- <a name="l00079"></a>00079 <span class="comment">* constraints in each sequentially related objective or</span>
- <a name="l00080"></a>00080 <span class="comment">* constraint set. The order is as follows:</span>
- <a name="l00081"></a>00081 <span class="comment">* (i) objective sets, (ii) nonlinear constraint sets,</span>
- <a name="l00082"></a>00082 <span class="comment">* (iii) linear constraint sets. If one or no sequentially</span>
- <a name="l00083"></a>00083 <span class="comment">* related constraint or objectives sets are present, the</span>
- <a name="l00084"></a>00084 <span class="comment">* user may simply pass the address of an integer variable</span>
- <a name="l00085"></a>00085 <span class="comment">* containing the appropriate number (possibly zero).</span>
- <a name="l00086"></a>00086 <span class="comment">* mode : mode=CBA specifies job options as described below:</span>
- <a name="l00087"></a>00087 <span class="comment">* A = 0 : ordinary minimax problems</span>
- <a name="l00088"></a>00088 <span class="comment">* = 1 : ordinary minimax problems with each individual</span>
- <a name="l00089"></a>00089 <span class="comment">* function replaced by its absolute value, ie,</span>
- <a name="l00090"></a>00090 <span class="comment">* an L_infty problem</span>
- <a name="l00091"></a>00091 <span class="comment">* B = 0 : monotone decrease of objective function</span>
- <a name="l00092"></a>00092 <span class="comment">* after each iteration</span>
- <a name="l00093"></a>00093 <span class="comment">* = 1 : monotone decrease of objective function after</span>
- <a name="l00094"></a>00094 <span class="comment">* at most four iterations</span>
- <a name="l00095"></a>00095 <span class="comment">* C = 1 : default operation.</span>
- <a name="l00096"></a>00096 <span class="comment">* = 2 : requires that constraints always be evaluated</span>
- <a name="l00097"></a>00097 <span class="comment">* before objectives during the line search.</span>
- <a name="l00098"></a>00098 <span class="comment">* iprint : print level indicator with the following options-</span>
- <a name="l00099"></a>00099 <span class="comment">* iprint=0: no normal output, only error information</span>
- <a name="l00100"></a>00100 <span class="comment">* (this option is imposed during phase 1)</span>
- <a name="l00101"></a>00101 <span class="comment">* iprint=1: a final printout at a local solution</span>
- <a name="l00102"></a>00102 <span class="comment">* iprint=2: a brief printout at the end of each iteration</span>
- <a name="l00103"></a>00103 <span class="comment">* iprint=3: detailed infomation is printed out at the end</span>
- <a name="l00104"></a>00104 <span class="comment">* of each iteration (for debugging purposes)</span>
- <a name="l00105"></a>00105 <span class="comment">* For iprint=2 or 3, the information may be printed at</span>
- <a name="l00106"></a>00106 <span class="comment">* iterations that are multiples of 10, instead of every</span>
- <a name="l00107"></a>00107 <span class="comment">* iteration. This may be done by adding the desired number</span>
- <a name="l00108"></a>00108 <span class="comment">* of iterations to skip printing to the desired iprint value</span>
- <a name="l00109"></a>00109 <span class="comment">* as specified above. e.g., sending iprint=23 would give</span>
- <a name="l00110"></a>00110 <span class="comment">* the iprint=3 information once every 20 iterations.</span>
- <a name="l00111"></a>00111 <span class="comment">* miter : maximum number of iterations allowed by the user to solve</span>
- <a name="l00112"></a>00112 <span class="comment">* the problem</span>
- <a name="l00113"></a>00113 <span class="comment">* inform : status report at the end of execution</span>
- <a name="l00114"></a>00114 <span class="comment">* inform= 0:normal termination</span>
- <a name="l00115"></a>00115 <span class="comment">* inform= 1:no feasible point found for linear constraints</span>
- <a name="l00116"></a>00116 <span class="comment">* inform= 2:no feasible point found for nonlinear constraints</span>
- <a name="l00117"></a>00117 <span class="comment">* inform= 3:no solution has been found in miter iterations</span>
- <a name="l00118"></a>00118 <span class="comment">* inform= 4:stepsize smaller than machine precision before</span>
- <a name="l00119"></a>00119 <span class="comment">* a successful new iterate is found</span>
- <a name="l00120"></a>00120 <span class="comment">* inform= 5:failure in attempting to construct d0</span>
- <a name="l00121"></a>00121 <span class="comment">* inform= 6:failure in attempting to construct d1</span>
- <a name="l00122"></a>00122 <span class="comment">* inform= 7:inconsistent input data</span>
- <a name="l00123"></a>00123 <span class="comment">* inform= 8:new iterate essentially identical to previous</span>
- <a name="l00124"></a>00124 <span class="comment">* iterate, though stopping criterion not satisfied.</span>
- <a name="l00125"></a>00125 <span class="comment">* inform= 9:penalty parameter too large, unable to satisfy</span>
- <a name="l00126"></a>00126 <span class="comment">* nonlinear equality constraint</span>
- <a name="l00127"></a>00127 <span class="comment">* bigbnd : plus infinity</span>
- <a name="l00128"></a>00128 <span class="comment">* eps : stopping criterion. Execution stopped when the norm of the</span>
- <a name="l00129"></a>00129 <span class="comment">* Newton direction vector is smaller than eps</span>
- <a name="l00130"></a>00130 <span class="comment">* epseqn : tolerance of the violation of nonlinear equality constraints</span>
- <a name="l00131"></a>00131 <span class="comment">* allowed by the user at an optimal solution</span>
- <a name="l00132"></a>00132 <span class="comment">* udelta : perturbation size in computing gradients by finite</span>
- <a name="l00133"></a>00133 <span class="comment">* difference. The actual perturbation is determined by</span>
- <a name="l00134"></a>00134 <span class="comment">* sign(x_i) X max{udelta, rteps X max{1, |x_i|}} for each</span>
- <a name="l00135"></a>00135 <span class="comment">* component of x, where rteps is the square root of machine</span>
- <a name="l00136"></a>00136 <span class="comment">* precision.</span>
- <a name="l00137"></a>00137 <span class="comment">* bl : array of dimension nparam,containing lower bound of x</span>
- <a name="l00138"></a>00138 <span class="comment">* bu : array of dimension nparam,containing upper bound of x</span>
- <a name="l00139"></a>00139 <span class="comment">* x : array of dimension nparam,containing initial guess in input</span>
- <a name="l00140"></a>00140 <span class="comment">* and final iterate at the end of execution</span>
- <a name="l00141"></a>00141 <span class="comment">* f : array of dimension sufficient enough to hold the value of</span>
- <a name="l00142"></a>00142 <span class="comment">* all regular objective functions and the value of all</span>
- <a name="l00143"></a>00143 <span class="comment">* members of the sequentially related objective sets.</span>
- <a name="l00144"></a>00144 <span class="comment">* (dimension must be at least 1)</span>
- <a name="l00145"></a>00145 <span class="comment">* g : array of dimension sufficient enough to hold the value of</span>
- <a name="l00146"></a>00146 <span class="comment">* all regular constraint functions and the value of all</span>
- <a name="l00147"></a>00147 <span class="comment">* members of the sequentially related constraint sets.</span>
- <a name="l00148"></a>00148 <span class="comment">* (dimension must be at least 1)</span>
- <a name="l00149"></a>00149 <span class="comment">* lambda : array of dimension nparam+dim(f)+dim(g), containing</span>
- <a name="l00150"></a>00150 <span class="comment">* Lagrange multiplier values at x in output. (A concerns the</span>
- <a name="l00151"></a>00151 <span class="comment">* mode, see above). The first nparam positions contain the</span>
- <a name="l00152"></a>00152 <span class="comment">* multipliers associated with the simple bounds, the next</span>
- <a name="l00153"></a>00153 <span class="comment">* dim(g) positions contain the multipliers associated with</span>
- <a name="l00154"></a>00154 <span class="comment">* the constraints. The final dim(f) positions contain the</span>
- <a name="l00155"></a>00155 <span class="comment">* multipliers associated with the objective functions. The</span>
- <a name="l00156"></a>00156 <span class="comment">* multipliers are in the order they were specified in the</span>
- <a name="l00157"></a>00157 <span class="comment">* user-defined objective and constraint functions.</span>
- <a name="l00158"></a>00158 <span class="comment">* obj : Pointer to function that returns the value of objective</span>
- <a name="l00159"></a>00159 <span class="comment">* functions, one upon each call</span>
- <a name="l00160"></a>00160 <span class="comment">* constr : Pointer to function that returns the value of constraints</span>
- <a name="l00161"></a>00161 <span class="comment">* one upon each call</span>
- <a name="l00162"></a>00162 <span class="comment">* gradob : Pointer to function that computes gradients of f,</span>
- <a name="l00163"></a>00163 <span class="comment">* alternatively it can be replaced by grobfd to compute</span>
- <a name="l00164"></a>00164 <span class="comment">* finite difference approximations</span>
- <a name="l00165"></a>00165 <span class="comment">* gradcn : Pointer to function that computes gradients of g,</span>
- <a name="l00166"></a>00166 <span class="comment">* alternatively it can be replaced by grcnfd to compute</span>
- <a name="l00167"></a>00167 <span class="comment">* finite difference approximations</span>
- <a name="l00168"></a>00168 <span class="comment">* cd : Void pointer that may be used by the user for the passing of</span>
- <a name="l00169"></a>00169 <span class="comment">* "client data" (untouched by CFSQP)</span>
- <a name="l00170"></a>00170 <span class="comment">*</span>
- <a name="l00171"></a>00171 <span class="comment">*----------------------------------------------------------------------</span>
- <a name="l00172"></a>00172 <span class="comment">*</span>
- <a name="l00173"></a>00173 <span class="comment">*</span>
- <a name="l00174"></a>00174 <span class="comment">* CFSQP Version 2.5d</span>
- <a name="l00175"></a>00175 <span class="comment">*</span>
- <a name="l00176"></a>00176 <span class="comment">* Craig Lawrence, Jian L. Zhou</span>
- <a name="l00177"></a>00177 <span class="comment">* and Andre Tits</span>
- <a name="l00178"></a>00178 <span class="comment">* Institute for Systems Research</span>
- <a name="l00179"></a>00179 <span class="comment">* and</span>
- <a name="l00180"></a>00180 <span class="comment">* Electrical Engineering Department</span>
- <a name="l00181"></a>00181 <span class="comment">* University of Maryland</span>
- <a name="l00182"></a>00182 <span class="comment">* College Park, Md 20742</span>
- <a name="l00183"></a>00183 <span class="comment">*</span>
- <a name="l00184"></a>00184 <span class="comment">* February, 1998</span>
- <a name="l00185"></a>00185 <span class="comment">*</span>
- <a name="l00186"></a>00186 <span class="comment">*</span>
- <a name="l00187"></a>00187 <span class="comment">* The purpose of CFSQP is to solve general nonlinear constrained</span>
- <a name="l00188"></a>00188 <span class="comment">* minimax optimization problems of the form</span>
- <a name="l00189"></a>00189 <span class="comment">*</span>
- <a name="l00190"></a>00190 <span class="comment">* (A=0 in mode) minimize max_i f_i(x) for i=1,...,n_f</span>
- <a name="l00191"></a>00191 <span class="comment">* or</span>
- <a name="l00192"></a>00192 <span class="comment">* (A=1 in mode) minimize max_j |f_i(x)| for i=1,...,n_f</span>
- <a name="l00193"></a>00193 <span class="comment">* s.t. bl <= x <= bu</span>
- <a name="l00194"></a>00194 <span class="comment">* g_j(x) <= 0, for j=1,...,nineqn</span>
- <a name="l00195"></a>00195 <span class="comment">* A_1 x - B_1 <= 0</span>
- <a name="l00196"></a>00196 <span class="comment">*</span>
- <a name="l00197"></a>00197 <span class="comment">* h_i(x) = 0, for i=1,...,neqn</span>
- <a name="l00198"></a>00198 <span class="comment">* A_2 x - B_2 = 0</span>
- <a name="l00199"></a>00199 <span class="comment">*</span>
- <a name="l00200"></a>00200 <span class="comment">* CFSQP is also able to efficiently handle problems with large sets of</span>
- <a name="l00201"></a>00201 <span class="comment">* sequentially related objectives or constraints, see the manual for</span>
- <a name="l00202"></a>00202 <span class="comment">* details.</span>
- <a name="l00203"></a>00203 <span class="comment">*</span>
- <a name="l00204"></a>00204 <span class="comment">*</span>
- <a name="l00205"></a>00205 <span class="comment">* Conditions for External Use</span>
- <a name="l00206"></a>00206 <span class="comment">* ===========================</span>
- <a name="l00207"></a>00207 <span class="comment">*</span>
- <a name="l00208"></a>00208 <span class="comment">* 1. The CFSQP routines may not be distributed to third parties.</span>
- <a name="l00209"></a>00209 <span class="comment">* Interested parties shall contact AEM Design directly.</span>
- <a name="l00210"></a>00210 <span class="comment">* 2. If modifications are performed on the routines, these</span>
- <a name="l00211"></a>00211 <span class="comment">* modifications shall be communicated to AEM Design. The</span>
- <a name="l00212"></a>00212 <span class="comment">* modified routines will remain the sole property of the authors.</span>
- <a name="l00213"></a>00213 <span class="comment">* 3. Due acknowledgment shall be made of the use of the CFSQP</span>
- <a name="l00214"></a>00214 <span class="comment">* routines in research reports or publications. Whenever</span>
- <a name="l00215"></a>00215 <span class="comment">* such reports are released for public access, a copy shall</span>
- <a name="l00216"></a>00216 <span class="comment">* be forwarded to AEM Design.</span>
- <a name="l00217"></a>00217 <span class="comment">* 4. The CFSQP routines may only be used for research and</span>
- <a name="l00218"></a>00218 <span class="comment">* development, unless it has been agreed otherwise with AEM</span>
- <a name="l00219"></a>00219 <span class="comment">* Design in writing.</span>
- <a name="l00220"></a>00220 <span class="comment">*</span>
- <a name="l00221"></a>00221 <span class="comment">* Copyright (c) 1993-1998 by Craig T. Lawrence, Jian L. Zhou, and</span>
- <a name="l00222"></a>00222 <span class="comment">* Andre L. Tits</span>
- <a name="l00223"></a>00223 <span class="comment">* All Rights Reserved.</span>
- <a name="l00224"></a>00224 <span class="comment">*</span>
- <a name="l00225"></a>00225 <span class="comment">*</span>
- <a name="l00226"></a>00226 <span class="comment">* Enquiries should be directed to:</span>
- <a name="l00227"></a>00227 <span class="comment">*</span>
- <a name="l00228"></a>00228 <span class="comment">* AEM Design</span>
- <a name="l00229"></a>00229 <span class="comment">* 3754 LaVista Rd., Suite 250</span>
- <a name="l00230"></a>00230 <span class="comment">* Tucker, GA 30084</span>
- <a name="l00231"></a>00231 <span class="comment">* U. S. A.</span>
- <a name="l00232"></a>00232 <span class="comment">*</span>
- <a name="l00233"></a>00233 <span class="comment">* Phone : 678-990-1121</span>
- <a name="l00234"></a>00234 <span class="comment">* Fax : 678-990-1122</span>
- <a name="l00235"></a>00235 <span class="comment">* E-mail: info@aemdesign.com</span>
- <a name="l00236"></a>00236 <span class="comment">*</span>
- <a name="l00237"></a>00237 <span class="comment">* References:</span>
- <a name="l00238"></a>00238 <span class="comment">* [1] E. Panier and A. Tits, `On Combining Feasibility, Descent and</span>
- <a name="l00239"></a>00239 <span class="comment">* Superlinear Convergence In Inequality Constrained Optimization',</span>
- <a name="l00240"></a>00240 <span class="comment">* Mathematical Programming, Vol. 59(1993), 261-276.</span>
- <a name="l00241"></a>00241 <span class="comment">* [2] J. F. Bonnans, E. Panier, A. Tits and J. Zhou, `Avoiding the</span>
- <a name="l00242"></a>00242 <span class="comment">* Maratos Effect by Means of a Nonmonotone Line search: II.</span>
- <a name="l00243"></a>00243 <span class="comment">* Inequality Problems - Feasible Iterates', SIAM Journal on</span>
- <a name="l00244"></a>00244 <span class="comment">* Numerical Analysis, Vol. 29, No. 4, 1992, pp. 1187-1202.</span>
- <a name="l00245"></a>00245 <span class="comment">* [3] J.L. Zhou and A. Tits, `Nonmonotone Line Search for Minimax</span>
- <a name="l00246"></a>00246 <span class="comment">* Problems', Journal of Optimization Theory and Applications,</span>
- <a name="l00247"></a>00247 <span class="comment">* Vol. 76, No. 3, 1993, pp. 455-476.</span>
- <a name="l00248"></a>00248 <span class="comment">* [4] C.T. Lawrence, J.L. Zhou and A. Tits, `User's Guide for CFSQP</span>
- <a name="l00249"></a>00249 <span class="comment">* Version 2.5: A C Code for Solving (Large Scale) Constrained</span>
- <a name="l00250"></a>00250 <span class="comment">* Nonlinear (Minimax) Optimization Problems, Generating Iterates</span>
- <a name="l00251"></a>00251 <span class="comment">* Satisfying All Inequality Constraints,' Institute for</span>
- <a name="l00252"></a>00252 <span class="comment">* Systems Research, University of Maryland,Technical Report</span>
- <a name="l00253"></a>00253 <span class="comment">* TR-94-16r1, College Park, MD 20742, 1997.</span>
- <a name="l00254"></a>00254 <span class="comment">* [5] C.T. Lawrence and A.L. Tits, `Nonlinear Equality Constraints</span>
- <a name="l00255"></a>00255 <span class="comment">* in Feasible Sequential Quadratic Programming,' Optimization</span>
- <a name="l00256"></a>00256 <span class="comment">* Methods and Software, Vol. 6, March, 1996, pp. 265-282.</span>
- <a name="l00257"></a>00257 <span class="comment">* [6] J.L. Zhou and A.L. Tits, `An SQP Algorithm for Finely</span>
- <a name="l00258"></a>00258 <span class="comment">* Discretized Continuous Minimax Problems and Other Minimax</span>
- <a name="l00259"></a>00259 <span class="comment">* Problems With Many Objective Functions,' SIAM Journal on</span>
- <a name="l00260"></a>00260 <span class="comment">* Optimization, Vol. 6, No. 2, May, 1996, pp. 461--487.</span>
- <a name="l00261"></a>00261 <span class="comment">* [7] C. T. Lawrence and A. L. Tits, `Feasible Sequential Quadratic</span>
- <a name="l00262"></a>00262 <span class="comment">* Programming for Finely Discretized Problems from SIP,'</span>
- <a name="l00263"></a>00263 <span class="comment">* To appear in R. Reemtsen, J.-J. Ruckmann (eds.): Semi-Infinite</span>
- <a name="l00264"></a>00264 <span class="comment">* Programming, in the series Nonconcex Optimization and its</span>
- <a name="l00265"></a>00265 <span class="comment">* Applications. Kluwer Academic Publishers, 1998.</span>
- <a name="l00266"></a>00266 <span class="comment">*</span>
- <a name="l00267"></a>00267 <span class="comment">***********************************************************************</span>
- <a name="l00268"></a>00268 <span class="comment">*/</span>
- <a name="l00269"></a>00269 {
- <a name="l00270"></a>00270 <span class="keywordtype">int</span> i,ipp,j,ncnstr,nclin,nctotl,nob,nobL,modem,nn,
- <a name="l00271"></a>00271 nppram,nrowa,ncsipl1,ncsipn1,nfsip1;
- <a name="l00272"></a>00272 <span class="keywordtype">int</span> feasbl,feasb,prnt,Linfty;
- <a name="l00273"></a>00273 <span class="keywordtype">int</span> *indxob,*indxcn,*mesh_pts1;
- <a name="l00274"></a>00274 <span class="keywordtype">double</span> *signeq;
- <a name="l00275"></a>00275 <span class="keywordtype">double</span> xi,gi,gmax,dummy,epskt;
- <a name="l00276"></a>00276 <span class="keyword">struct </span>_constraint *cs; <span class="comment">/* pointer to array of constraints */</span>
- <a name="l00277"></a>00277 <span class="keyword">struct </span>_objective *ob; <span class="comment">/* pointer to array of objectives */</span>
- <a name="l00278"></a>00278 <span class="keyword">struct </span>_parameter *param; <span class="comment">/* pointer to parameter structure */</span>
- <a name="l00279"></a>00279 <span class="keyword">struct </span>_parameter _param;
- <a name="l00280"></a>00280
- <a name="l00281"></a>00281 <span class="comment">/* Make adjustments to parameters for SIP constraints */</span>
- <a name="l00282"></a>00282 glob_info.tot_actf_sip = glob_info.tot_actg_sip = 0;
- <a name="l00283"></a>00283 mesh_pts=mesh_pts-1;
- <a name="l00284"></a>00284 glob_info.nfsip=nfsr;
- <a name="l00285"></a>00285 glob_info.ncsipl=ncsrl;
- <a name="l00286"></a>00286 glob_info.ncsipn=ncsrn;
- <a name="l00287"></a>00287 nf=nf-nfsr;
- <a name="l00288"></a>00288 nfsip1=nfsr;
- <a name="l00289"></a>00289 nfsr=0;
- <a name="l00290"></a>00290 <span class="keywordflow">for</span> (i=1; i<=nfsip1; i++)
- <a name="l00291"></a>00291 nfsr=nfsr+mesh_pts[i];
- <a name="l00292"></a>00292 nf=nf+nfsr;
- <a name="l00293"></a>00293 nineqn=nineqn-ncsrn;
- <a name="l00294"></a>00294 nineq=nineq-ncsrl-ncsrn;
- <a name="l00295"></a>00295 ncsipl1=ncsrl;
- <a name="l00296"></a>00296 ncsipn1=ncsrn;
- <a name="l00297"></a>00297 ncsrl=0;
- <a name="l00298"></a>00298 ncsrn=0;
- <a name="l00299"></a>00299 <span class="keywordflow">if</span> (ncsipn1)
- <a name="l00300"></a>00300 <span class="keywordflow">for</span> (i=1; i<=ncsipn1; i++)
- <a name="l00301"></a>00301 ncsrn=ncsrn+mesh_pts[nfsip1+i];
- <a name="l00302"></a>00302 <span class="keywordflow">if</span> (ncsipl1)
- <a name="l00303"></a>00303 <span class="keywordflow">for</span> (i=1; i<=ncsipl1; i++)
- <a name="l00304"></a>00304 ncsrl=ncsrl+mesh_pts[nfsip1+ncsipn1+i];
- <a name="l00305"></a>00305 nineqn=nineqn+ncsrn;
- <a name="l00306"></a>00306 nineq=nineq+ncsrn+ncsrl;
- <a name="l00307"></a>00307 <span class="comment">/* Create array of constraint structures */</span>
- <a name="l00308"></a>00308 cs=(<span class="keyword">struct </span>_constraint *)calloc(nineq+neq+1,
- <a name="l00309"></a>00309 <span class="keyword">sizeof</span>(<span class="keyword">struct</span> _constraint));
- <a name="l00310"></a>00310 <span class="keywordflow">for</span> (i=1; i<=nineq+neq; i++) {
- <a name="l00311"></a>00311 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
- <a name="l00312"></a>00312 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00313"></a>00313 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].d1bind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00314"></a>00314 }
- <a name="l00315"></a>00315 <span class="comment">/* Create parameter structure */</span>
- <a name="l00316"></a>00316 _param.x=make_dv(nparam+1);
- <a name="l00317"></a>00317 _param.bl=make_dv(nparam);
- <a name="l00318"></a>00318 _param.bu=make_dv(nparam);
- <a name="l00319"></a>00319 _param.mult=make_dv(nparam+1);
- <a name="l00320"></a>00320 param=&_param;
- <a name="l00321"></a>00321
- <a name="l00322"></a>00322 <span class="comment">/* Initialize, compute the machine precision, etc. */</span>
- <a name="l00323"></a>00323 bl=bl-1; bu=bu-1; x=x-1;
- <a name="l00324"></a>00324 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l00325"></a>00325 param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00326"></a>00326 param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00327"></a>00327 param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00328"></a>00328 }
- <a name="l00329"></a>00329 param->cd=cd; <span class="comment">/* Initialize client data */</span>
- <a name="l00330"></a>00330 dummy=0.e0;
- <a name="l00331"></a>00331 f=f-1; g=g-1; lambda=lambda-1;
- <a name="l00332"></a>00332 glob_prnt.iter=0;
- <a name="l00333"></a>00333 nstop=1;
- <a name="l00334"></a>00334 nn=nineqn+neqn;
- <a name="l00335"></a>00335 glob_grd.epsmac=small();
- <a name="l00336"></a>00336 tolfea=glob_grd.epsmac*1.e2;
- <a name="l00337"></a>00337 bgbnd=bigbnd;
- <a name="l00338"></a>00338 glob_grd.rteps=sqrt(glob_grd.epsmac);
- <a name="l00339"></a>00339 glob_grd.udelta=udelta;
- <a name="l00340"></a>00340 glob_log.rhol_is1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00341"></a>00341 glob_log.get_ne_mult=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00342"></a>00342 signeq=make_dv(neqn);
- <a name="l00343"></a>00343
- <a name="l00344"></a>00344 nob=0;
- <a name="l00345"></a>00345 gmax=-bgbnd;
- <a name="l00346"></a>00346 glob_prnt.info=0;
- <a name="l00347"></a>00347 glob_prnt.iprint=iprint%10;
- <a name="l00348"></a>00348 ipp=iprint;
- <a name="l00349"></a>00349 glob_prnt.iter_mod=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(iprint-iprint%10,1);
- <a name="l00350"></a>00350 glob_prnt.io=stdout;
- <a name="l00351"></a>00351 ncnstr=nineq+neq;
- <a name="l00352"></a>00352 glob_info.nnineq=nineq;
- <a name="l00353"></a>00353 <span class="keywordflow">if</span> (glob_prnt.iprint>0) {
- <a name="l00354"></a>00354 fprintf(glob_prnt.io,
- <a name="l00355"></a>00355 <span class="stringliteral">"\n\n CFSQP Version 2.5d (Released February 1998) \n"</span>);
- <a name="l00356"></a>00356 fprintf(glob_prnt.io,
- <a name="l00357"></a>00357 <span class="stringliteral">" Copyright (c) 1993 --- 1998 \n"</span>);
- <a name="l00358"></a>00358 fprintf(glob_prnt.io,
- <a name="l00359"></a>00359 <span class="stringliteral">" C.T. Lawrence, J.L. Zhou \n"</span>);
- <a name="l00360"></a>00360 fprintf(glob_prnt.io,
- <a name="l00361"></a>00361 <span class="stringliteral">" and A.L. Tits \n"</span>);
- <a name="l00362"></a>00362 fprintf(glob_prnt.io,
- <a name="l00363"></a>00363 <span class="stringliteral">" All Rights Reserved \n\n"</span>);
- <a name="l00364"></a>00364 }
- <a name="l00365"></a>00365 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00366"></a>00366 <span class="comment">/* Check the input data */</span>
- <a name="l00367"></a>00367 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00368"></a>00368 check(nparam,nf,nfsr,&Linfty,nineq,nineqn,neq,neqn,
- <a name="l00369"></a>00369 ncsrl,ncsrn,mode,&modem,eps,bgbnd,param);
- <a name="l00370"></a>00370 <span class="keywordflow">if</span> (glob_prnt.info==7) {
- <a name="l00371"></a>00371 *inform=glob_prnt.info;
- <a name="l00372"></a>00372 <span class="keywordflow">return</span>;
- <a name="l00373"></a>00373 }
- <a name="l00374"></a>00374
- <a name="l00375"></a>00375 maxit=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(miter,10*<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nparam,ncnstr)),1000);
- <a name="l00376"></a>00376 feasb=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00377"></a>00377 feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00378"></a>00378 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00379"></a>00379 nppram=nparam+1;
- <a name="l00380"></a>00380
- <a name="l00381"></a>00381 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00382"></a>00382 <span class="comment">/* Check whether x is within bounds */</span>
- <a name="l00383"></a>00383 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00384"></a>00384 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l00385"></a>00385 xi=param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00386"></a>00386 <span class="keywordflow">if</span> (param->bl[i]<=xi && param->bu[i]>=xi) <span class="keywordflow">continue</span>;
- <a name="l00387"></a>00387 feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00388"></a>00388 <span class="keywordflow">break</span>;
- <a name="l00389"></a>00389 }
- <a name="l00390"></a>00390 nclin=ncnstr-nn;
- <a name="l00391"></a>00391 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00392"></a>00392 <span class="comment">/* Check whether linear constraints are feasbile */</span>
- <a name="l00393"></a>00393 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00394"></a>00394 <span class="keywordflow">if</span> (nclin!=0) {
- <a name="l00395"></a>00395 <span class="keywordflow">for</span> (i=1; i<=nclin; i++) {
- <a name="l00396"></a>00396 j=i+nineqn;
- <a name="l00397"></a>00397 <span class="keywordflow">if</span> (j<=nineq) {
- <a name="l00398"></a>00398 constr(nparam,j,(param->x)+1,&gi,param->cd);
- <a name="l00399"></a>00399 <span class="keywordflow">if</span> (gi>glob_grd.epsmac) feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00400"></a>00400 } <span class="keywordflow">else</span> {
- <a name="l00401"></a>00401 constr(nparam,j+neqn,(param->x)+1,&gi,param->cd);
- <a name="l00402"></a>00402 <span class="keywordflow">if</span> (fabs(gi)>glob_grd.epsmac) feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00403"></a>00403 }
- <a name="l00404"></a>00404 cs[j].val=gi;
- <a name="l00405"></a>00405 }
- <a name="l00406"></a>00406 }
- <a name="l00407"></a>00407 <span class="comment">/*-------------------------------------------------------*/</span>
- <a name="l00408"></a>00408 <span class="comment">/* Generate a new point if infeasible */</span>
- <a name="l00409"></a>00409 <span class="comment">/*-------------------------------------------------------*/</span>
- <a name="l00410"></a>00410 <span class="keywordflow">if</span> (!feasbl) {
- <a name="l00411"></a>00411 <span class="keywordflow">if</span> (glob_prnt.iprint>0) {
- <a name="l00412"></a>00412 fprintf(glob_prnt.io,
- <a name="l00413"></a>00413 <span class="stringliteral">" The given initial point is infeasible for inequality\n"</span>);
- <a name="l00414"></a>00414 fprintf(glob_prnt.io,
- <a name="l00415"></a>00415 <span class="stringliteral">" constraints and linear equality constraints:\n"</span>);
- <a name="l00416"></a>00416 sbout1(glob_prnt.io,nparam,<span class="stringliteral">" "</span>,dummy,
- <a name="l00417"></a>00417 param->x,2,1);
- <a name="l00418"></a>00418 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00419"></a>00419 }
- <a name="l00420"></a>00420 nctotl=nparam+nclin;
- <a name="l00421"></a>00421 lenw=2*nparam*nparam+10*nparam+2*nctotl+1;
- <a name="l00422"></a>00422 leniw=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(2*nparam+2*nctotl+3,2*nclin+2*nparam+6);
- <a name="l00423"></a>00423 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00424"></a>00424 <span class="comment">/* Attempt to generate a point satisfying all linear */</span>
- <a name="l00425"></a>00425 <span class="comment">/* constraints. */</span>
- <a name="l00426"></a>00426 <span class="comment">/*-----------------------------------------------------*/</span>
- <a name="l00427"></a>00427 nrowa=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nclin,1);
- <a name="l00428"></a>00428 iw=make_iv(leniw);
- <a name="l00429"></a>00429 w=make_dv(lenw);
- <a name="l00430"></a>00430 initpt(nparam,nineqn,neq,neqn,nclin,nctotl,nrowa,param,
- <a name="l00431"></a>00431 &cs[nineqn],constr,gradcn);
- <a name="l00432"></a>00432 free_iv(iw);
- <a name="l00433"></a>00433 free_dv(w);
- <a name="l00434"></a>00434 <span class="keywordflow">if</span> (glob_prnt.info!=0) {
- <a name="l00435"></a>00435 *inform=glob_prnt.info;
- <a name="l00436"></a>00436 <span class="keywordflow">return</span>;
- <a name="l00437"></a>00437 }
- <a name="l00438"></a>00438 }
- <a name="l00439"></a>00439 indxob=make_iv((<span class="keywordtype">int</span>)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nineq+neq,nf));
- <a name="l00440"></a>00440 indxcn=make_iv(nineq+neq);
- <a name="l00441"></a>00441 L510:
- <a name="l00442"></a>00442 <span class="keywordflow">if</span> (glob_prnt.info!=-1) {
- <a name="l00443"></a>00443 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++) {
- <a name="l00444"></a>00444 constr(nparam,i,(param->x)+1,&(cs[i].val),param->cd);
- <a name="l00445"></a>00445 <span class="keywordflow">if</span> (cs[i].val>0.e0)
- <a name="l00446"></a>00446 feasb=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00447"></a>00447 }
- <a name="l00448"></a>00448 glob_info.ncallg=nineqn;
- <a name="l00449"></a>00449 <span class="keywordflow">if</span> (!feasb) {
- <a name="l00450"></a>00450 <span class="comment">/* Create array of objective structures for Phase 1 */</span>
- <a name="l00451"></a>00451 ob=(<span class="keyword">struct </span>_objective *)calloc(nineqn+1,
- <a name="l00452"></a>00452 <span class="keyword">sizeof</span>(<span class="keyword">struct</span> _objective));
- <a name="l00453"></a>00453 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++) {
- <a name="l00454"></a>00454 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
- <a name="l00455"></a>00455 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00456"></a>00456 }
- <a name="l00457"></a>00457 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++) {
- <a name="l00458"></a>00458 nob++;
- <a name="l00459"></a>00459 indxob[nob]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00460"></a>00460 ob[nob].val=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00461"></a>00461 gmax=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(gmax,ob[nob].val);
- <a name="l00462"></a>00462 }
- <a name="l00463"></a>00463 <span class="keywordflow">for</span> (i=1; i<=nineq-nineqn; i++)
- <a name="l00464"></a>00464 indxcn[i]=nineqn+i;
- <a name="l00465"></a>00465 <span class="keywordflow">for</span> (i=1; i<=neq-neqn; i++)
- <a name="l00466"></a>00466 indxcn[i+nineq-nineqn]=nineq+neqn+i;
- <a name="l00467"></a>00467 <span class="keywordflow">goto</span> L605;
- <a name="l00468"></a>00468 }
- <a name="l00469"></a>00469 }
- <a name="l00470"></a>00470
- <a name="l00471"></a>00471 <span class="comment">/* Create array of objective structures for Phase 2 and */</span>
- <a name="l00472"></a>00472 <span class="comment">/* initialize. */</span>
- <a name="l00473"></a>00473 ob=(<span class="keyword">struct </span>_objective *)calloc(nf+1,<span class="keyword">sizeof</span>(<span class="keyword">struct</span> _objective));
- <a name="l00474"></a>00474 <span class="keywordflow">for</span> (i=1; i<=nf; i++) {
- <a name="l00475"></a>00475 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
- <a name="l00476"></a>00476 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00477"></a>00477 }
- <a name="l00478"></a>00478 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++) {
- <a name="l00479"></a>00479 indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00480"></a>00480 }
- <a name="l00481"></a>00481 <span class="keywordflow">for</span> (i=1; i<=neq-neqn; i++)
- <a name="l00482"></a>00482 cs[i+nineq+neqn].val=cs[i+nineq].val;
- <a name="l00483"></a>00483 <span class="keywordflow">for</span> (i=1; i<=neqn; i++) {
- <a name="l00484"></a>00484 j=i+nineq;
- <a name="l00485"></a>00485 constr(nparam,j,(param->x)+1,&(cs[j].val),param->cd);
- <a name="l00486"></a>00486 indxcn[nineqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=j;
- <a name="l00487"></a>00487 }
- <a name="l00488"></a>00488 <span class="keywordflow">for</span> (i=1; i<=nineq-nineqn; i++)
- <a name="l00489"></a>00489 indxcn[i+nn]=nineqn+i;
- <a name="l00490"></a>00490 <span class="keywordflow">for</span> (i=1; i<=neq-neqn; i++)
- <a name="l00491"></a>00491 indxcn[i+nineq+neqn]=nineq+neqn+i;
- <a name="l00492"></a>00492 glob_info.ncallg+=neqn;
- <a name="l00493"></a>00493
- <a name="l00494"></a>00494 L605:
- <a name="l00495"></a>00495 <span class="keywordflow">if</span> (glob_prnt.iprint>0 && feasb && !prnt) {
- <a name="l00496"></a>00496 fprintf(glob_prnt.io,
- <a name="l00497"></a>00497 <span class="stringliteral">"The given initial point is feasible for inequality\n"</span>);
- <a name="l00498"></a>00498 fprintf(glob_prnt.io,
- <a name="l00499"></a>00499 <span class="stringliteral">" constraints and linear equality constraints:\n"</span>);
- <a name="l00500"></a>00500 sbout1(glob_prnt.io,nparam,<span class="stringliteral">" "</span>,dummy,
- <a name="l00501"></a>00501 param->x,2,1);
- <a name="l00502"></a>00502 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00503"></a>00503 }
- <a name="l00504"></a>00504 <span class="keywordflow">if</span> (nob==0) {
- <a name="l00505"></a>00505 <span class="keywordflow">if</span> (glob_prnt.iprint>0) {
- <a name="l00506"></a>00506 <span class="keywordflow">if</span> (glob_prnt.info!=0) {
- <a name="l00507"></a>00507 fprintf(glob_prnt.io,
- <a name="l00508"></a>00508 <span class="stringliteral">"To generate a feasible point for nonlinear inequality\n"</span>);
- <a name="l00509"></a>00509 fprintf(glob_prnt.io,
- <a name="l00510"></a>00510 <span class="stringliteral">"constraints and linear equality constraints, "</span>);
- <a name="l00511"></a>00511 fprintf(glob_prnt.io,<span class="stringliteral">"ncallg = %10d\n"</span>,glob_info.ncallg);
- <a name="l00512"></a>00512 <span class="keywordflow">if</span> (ipp==0)
- <a name="l00513"></a>00513 fprintf(glob_prnt.io,<span class="stringliteral">" iteration %26d\n"</span>,
- <a name="l00514"></a>00514 glob_prnt.iter);
- <a name="l00515"></a>00515 <span class="keywordflow">if</span> (ipp>0)
- <a name="l00516"></a>00516 fprintf(glob_prnt.io,<span class="stringliteral">" iteration %26d\n"</span>,
- <a name="l00517"></a>00517 glob_prnt.iter-1);
- <a name="l00518"></a>00518 <span class="keywordflow">if</span> (ipp==0) glob_prnt.iter++;
- <a name="l00519"></a>00519 }
- <a name="l00520"></a>00520 <span class="keywordflow">if</span> (feasb && !feasbl) {
- <a name="l00521"></a>00521 fprintf(glob_prnt.io,
- <a name="l00522"></a>00522 <span class="stringliteral">"Starting from the generated point feasible for\n"</span>);
- <a name="l00523"></a>00523 fprintf(glob_prnt.io,
- <a name="l00524"></a>00524 <span class="stringliteral">"inequality constraints and linear equality constraints:\n"</span>);
- <a name="l00525"></a>00525 sbout1(glob_prnt.io,nparam,<span class="stringliteral">" "</span>,
- <a name="l00526"></a>00526 dummy,param->x,2,1);
- <a name="l00527"></a>00527
- <a name="l00528"></a>00528 }
- <a name="l00529"></a>00529 <span class="keywordflow">if</span> (glob_prnt.info!=0 || !prnt || !feasb) {
- <a name="l00530"></a>00530 fprintf(glob_prnt.io,
- <a name="l00531"></a>00531 <span class="stringliteral">"Starting from the generated point feasible for\n"</span>);
- <a name="l00532"></a>00532 fprintf(glob_prnt.io,
- <a name="l00533"></a>00533 <span class="stringliteral">"inequality constraints and linear equality constraints:\n"</span>);
- <a name="l00534"></a>00534 sbout1(glob_prnt.io,nparam,<span class="stringliteral">" "</span>,
- <a name="l00535"></a>00535 dummy,param->x,2,1);
- <a name="l00536"></a>00536 }
- <a name="l00537"></a>00537 }
- <a name="l00538"></a>00538 feasb=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00539"></a>00539 feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00540"></a>00540 }
- <a name="l00541"></a>00541 <span class="keywordflow">if</span> (ipp>0 && !feasb && !prnt) {
- <a name="l00542"></a>00542 fprintf(glob_prnt.io,
- <a name="l00543"></a>00543 <span class="stringliteral">" The given initial point is infeasible for inequality\n"</span>);
- <a name="l00544"></a>00544 fprintf(glob_prnt.io,
- <a name="l00545"></a>00545 <span class="stringliteral">" constraints and linear equality constraints:\n"</span>);
- <a name="l00546"></a>00546 sbout1(glob_prnt.io,nparam,<span class="stringliteral">" "</span>,dummy,
- <a name="l00547"></a>00547 param->x,2,1);
- <a name="l00548"></a>00548 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00549"></a>00549 }
- <a name="l00550"></a>00550 <span class="keywordflow">if</span> (nob==0) nob=1;
- <a name="l00551"></a>00551 <span class="keywordflow">if</span> (feasb) {
- <a name="l00552"></a>00552 nob=nf;
- <a name="l00553"></a>00553 glob_prnt.info=0;
- <a name="l00554"></a>00554 glob_prnt.iprint=iprint%10;
- <a name="l00555"></a>00555 ipp=iprint;
- <a name="l00556"></a>00556 glob_prnt.iter_mod=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(iprint-iprint%10,1);
- <a name="l00557"></a>00557 glob_info.mode=modem;
- <a name="l00558"></a>00558 epskt=eps;
- <a name="l00559"></a>00559 <span class="keywordflow">if</span> (Linfty) nobL=2*nob;
- <a name="l00560"></a>00560 <span class="keywordflow">else</span> nobL=nob;
- <a name="l00561"></a>00561 <span class="keywordflow">if</span> (nob!=0 || neqn!=0) <span class="keywordflow">goto</span> L910;
- <a name="l00562"></a>00562 fprintf(glob_prnt.io,
- <a name="l00563"></a>00563 <span class="stringliteral">"current feasible iterate with no objective specified\n"</span>);
- <a name="l00564"></a>00564 *inform=glob_prnt.info;
- <a name="l00565"></a>00565 <span class="keywordflow">for</span> (i=1; i<=nineq+neq; i++)
- <a name="l00566"></a>00566 g[i]=cs[i].val;
- <a name="l00567"></a>00567 dealloc(nineq,neq,signeq,indxcn,indxob,cs,param);
- <a name="l00568"></a>00568 free((<span class="keywordtype">char</span> *) ob);
- <a name="l00569"></a>00569 <span class="keywordflow">return</span>;
- <a name="l00570"></a>00570 }
- <a name="l00571"></a>00571 ipp=0;
- <a name="l00572"></a>00572 glob_info.mode=0;
- <a name="l00573"></a>00573 nobL=nob;
- <a name="l00574"></a>00574 glob_prnt.info=-1;
- <a name="l00575"></a>00575 epskt=1.e-10;
- <a name="l00576"></a>00576 L910:
- <a name="l00577"></a>00577 nctotl=nppram+ncnstr+(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nobL,1);
- <a name="l00578"></a>00578 leniw=2*(ncnstr+(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nobL,1))+2*nppram+6;
- <a name="l00579"></a>00579 lenw=2*nppram*nppram+10*nppram+6*(ncnstr+(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nobL,1)+1);
- <a name="l00580"></a>00580 glob_info.M=4;
- <a name="l00581"></a>00581 <span class="keywordflow">if</span> (modem==1 && nn==0) glob_info.M=3;
- <a name="l00582"></a>00582
- <a name="l00583"></a>00583 param->x[nparam+1]=gmax;
- <a name="l00584"></a>00584 <span class="keywordflow">if</span> (feasb) {
- <a name="l00585"></a>00585 <span class="keywordflow">for</span> (i=1; i<=neqn; i++) {
- <a name="l00586"></a>00586 <span class="keywordflow">if</span> (cs[i+nineq].val>0.e0) signeq[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=-1.e0;
- <a name="l00587"></a>00587 <span class="keywordflow">else</span> signeq[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=1.e0;
- <a name="l00588"></a>00588 }
- <a name="l00589"></a>00589 }
- <a name="l00590"></a>00590 <span class="keywordflow">if</span> (!feasb) {
- <a name="l00591"></a>00591 ncsipl1=ncsrl;
- <a name="l00592"></a>00592 ncsipn1=0;
- <a name="l00593"></a>00593 nfsip1=ncsrn;
- <a name="l00594"></a>00594 mesh_pts1=&mesh_pts[glob_info.nfsip];
- <a name="l00595"></a>00595 } <span class="keywordflow">else</span> {
- <a name="l00596"></a>00596 ncsipl1=ncsrl;
- <a name="l00597"></a>00597 ncsipn1=ncsrn;
- <a name="l00598"></a>00598 nfsip1=nfsr;
- <a name="l00599"></a>00599 mesh_pts1=mesh_pts;
- <a name="l00600"></a>00600 }
- <a name="l00601"></a>00601 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l00602"></a>00602 <span class="comment">/* either attempt to generate a point satisfying all */</span>
- <a name="l00603"></a>00603 <span class="comment">/* constraints or try to solve the original problem */</span>
- <a name="l00604"></a>00604 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l00605"></a>00605 nrowa=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(ncnstr+<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nobL,1),1);
- <a name="l00606"></a>00606 w=make_dv(lenw);
- <a name="l00607"></a>00607 iw=make_iv(leniw);
- <a name="l00608"></a>00608
- <a name="l00609"></a>00609 this->cfsqp1(miter,nparam,nob,nobL,nfsip1,nineqn,neq,neqn,ncsipl1,ncsipn1,
- <a name="l00610"></a>00610 mesh_pts1,ncnstr,nctotl,nrowa,feasb,epskt,epseqn,indxob,
- <a name="l00611"></a>00611 indxcn,param,cs,ob,signeq,obj,constr,gradob,gradcn);
- <a name="l00612"></a>00612
- <a name="l00613"></a>00613 free_iv(iw);
- <a name="l00614"></a>00614 free_dv(w);
- <a name="l00615"></a>00615 <span class="keywordflow">if</span> (glob_prnt.info==-1) { <span class="comment">/* Successful phase 1 termination */</span>
- <a name="l00616"></a>00616 <span class="keywordflow">for</span> (i=1; i<=nob; i++)
- <a name="l00617"></a>00617 cs[i].val=ob[i].val;
- <a name="l00618"></a>00618 nob=0;
- <a name="l00619"></a>00619 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++)
- <a name="l00620"></a>00620 free_dv(ob[i].<a class="code" href="namespaceTIMEALG.html#a601ffad978926698060401bb5bd9378b">grad</a>);
- <a name="l00621"></a>00621 free((<span class="keywordtype">char</span> *) ob);
- <a name="l00622"></a>00622 <span class="keywordflow">goto</span> L510;
- <a name="l00623"></a>00623 }
- <a name="l00624"></a>00624 <span class="keywordflow">if</span> (glob_prnt.info!=0) {
- <a name="l00625"></a>00625 <span class="keywordflow">if</span> (feasb) {
- <a name="l00626"></a>00626 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l00627"></a>00627 x[i]=param->x[i];
- <a name="l00628"></a>00628 for (i=1; i<=nineq+neq; i++)
- <a name="l00629"></a>00629 g[i]=cs[i].val;
- <a name="l00630"></a>00630 *inform=glob_prnt.info;
- <a name="l00631"></a>00631 dealloc(nineq,neq,signeq,indxcn,indxob,cs,param);
- <a name="l00632"></a>00632 <span class="keywordflow">for</span> (i=1; i<=nf; i++) {
- <a name="l00633"></a>00633 f[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00634"></a>00634 free_dv(ob[i].grad);
- <a name="l00635"></a>00635 }
- <a name="l00636"></a>00636 free((<span class="keywordtype">char</span> *) ob);
- <a name="l00637"></a>00637 <span class="keywordflow">return</span>;
- <a name="l00638"></a>00638 }
- <a name="l00639"></a>00639 glob_prnt.info=2;
- <a name="l00640"></a>00640 fprintf(glob_prnt.io,
- <a name="l00641"></a>00641 <span class="stringliteral">"Error: No feasible point is found for nonlinear inequality\n"</span>);
- <a name="l00642"></a>00642 fprintf(glob_prnt.io,
- <a name="l00643"></a>00643 <span class="stringliteral">"constraints and linear equality constraints\n"</span>);
- <a name="l00644"></a>00644 *inform=glob_prnt.info;
- <a name="l00645"></a>00645 dealloc(nineq,neq,signeq,indxcn,indxob,cs,param);
- <a name="l00646"></a>00646 <span class="keywordflow">for</span> (i=1; i<=nineqn; i++)
- <a name="l00647"></a>00647 free_dv(ob[i].grad);
- <a name="l00648"></a>00648 free((<span class="keywordtype">char</span> *) ob);
- <a name="l00649"></a>00649 <span class="keywordflow">return</span>;
- <a name="l00650"></a>00650 }
- <a name="l00651"></a>00651 <span class="comment">/* Successful phase 2 termination */</span>
- <a name="l00652"></a>00652 *inform=glob_prnt.info;
- <a name="l00653"></a>00653 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l00654"></a>00654 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00655"></a>00655 lambda[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->mult[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00656"></a>00656 }
- <a name="l00657"></a>00657 <span class="keywordflow">for</span> (i=1; i<=nineq+neq; i++) {
- <a name="l00658"></a>00658 g[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00659"></a>00659 lambda[i+<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>]=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].mult;
- <a name="l00660"></a>00660 }
- <a name="l00661"></a>00661 <span class="keywordflow">for</span> (i=1; i<=nf; i++) {
- <a name="l00662"></a>00662 f[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00663"></a>00663 lambda[i+nparam+nineq+neq]=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].mult;
- <a name="l00664"></a>00664 free_dv(ob[i].grad);
- <a name="l00665"></a>00665 }
- <a name="l00666"></a>00666 <span class="comment">/* If just one objective, set multiplier=1 */</span>
- <a name="l00667"></a>00667 <span class="keywordflow">if</span> (nf==1) lambda[1+nparam+nineq+neq]=1.e0;
- <a name="l00668"></a>00668 free((<span class="keywordtype">char</span> *) ob);
- <a name="l00669"></a>00669 dealloc(nineq,neq,signeq,indxcn,indxob,cs,param);
- <a name="l00670"></a>00670 <span class="keywordflow">return</span>;
- <a name="l00671"></a>00671 }
- <a name="l00672"></a>00672
- <a name="l00673"></a>00673 <span class="comment">/***************************************************************/</span>
- <a name="l00674"></a>00674 <span class="comment">/* Free allocated memory */</span>
- <a name="l00675"></a>00675 <span class="comment">/***************************************************************/</span>
- <a name="l00676"></a>00676
- <a name="l00677"></a>00677 <span class="keywordtype">void</span> cfsqp_Class::dealloc(<span class="keywordtype">int</span> nineq,<span class="keywordtype">int</span> neq,<span class="keywordtype">double</span> *signeq,<span class="keywordtype">int</span> *indxob,<span class="keywordtype">int</span> *indxcn,<span class="keyword">struct</span> _constraint *cs,<span class="keyword">struct</span> _parameter *param)
- <a name="l00678"></a>00678 {
- <a name="l00679"></a>00679 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00680"></a>00680
- <a name="l00681"></a>00681 free_dv(param->x);
- <a name="l00682"></a>00682 free_dv(param->bl);
- <a name="l00683"></a>00683 free_dv(param->bu);
- <a name="l00684"></a>00684 free_dv(param->mult);
- <a name="l00685"></a>00685 free_dv(signeq);
- <a name="l00686"></a>00686 free_iv(indxob);
- <a name="l00687"></a>00687 free_iv(indxcn);
- <a name="l00688"></a>00688 <span class="keywordflow">for</span> (i=1; i<=nineq+neq; i++)
- <a name="l00689"></a>00689 free_dv(cs[i].grad);
- <a name="l00690"></a>00690 free((<span class="keywordtype">char</span> *) cs);
- <a name="l00691"></a>00691 }
- <a name="l00692"></a>00692
- <a name="l00693"></a>00693 <span class="comment">/************************************************************/</span>
- <a name="l00694"></a>00694 <span class="comment">/* CFSQP : Main routine */</span>
- <a name="l00695"></a>00695 <span class="comment">/************************************************************/</span>
- <a name="l00696"></a>00696
- <a name="l00697"></a>00697 <span class="keywordtype">void</span> cfsqp_Class::cfsqp1(<span class="keywordtype">int</span> miter,<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> nctotl,<span class="keywordtype">int</span> nrowa,<span class="keywordtype">int</span> feasb,<span class="keywordtype">double</span> epskt,<span class="keywordtype">double</span> epseqn,<span class="keywordtype">int</span> *indxob,<span class="keywordtype">int</span> *indxcn,<span class="keyword">struct</span> _parameter *param,<span class="keyword">struct</span> _constraint *cs, <span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> *signeq,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *))
- <a name="l00698"></a>00698 {
- <a name="l00699"></a>00699 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,iskp,nfs,ncf,ncg,nn,nstart,nrst,ncnst1;
- <a name="l00700"></a>00700 <span class="keywordtype">int</span> *iact,*iskip,*istore;
- <a name="l00701"></a>00701 <span class="keywordtype">double</span> Cbar,Ck,dbar,fmax,fM,fMp,steps,d0nm,dummy,
- <a name="l00702"></a>00702 sktnom,scvneq,grdftd,psf;
- <a name="l00703"></a>00703 <span class="keywordtype">double</span> *di,*d,*gm,*grdpsf,*penp,*bl,*bu,*clamda,
- <a name="l00704"></a>00704 *cvec,*psmu,*span,*backup;
- <a name="l00705"></a>00705 <span class="keywordtype">double</span> **hess,**hess1,**a;
- <a name="l00706"></a>00706 <span class="keywordtype">double</span> *tempv;
- <a name="l00707"></a>00707 <span class="keyword">struct </span>_violation *viol;
- <a name="l00708"></a>00708 <span class="keyword">struct </span>_violation _viol;
- <a name="l00709"></a>00709
- <a name="l00710"></a>00710 <span class="comment">/* Allocate memory */</span>
- <a name="l00711"></a>00711
- <a name="l00712"></a>00712 hess=make_dm(nparam,nparam);
- <a name="l00713"></a>00713 hess1=make_dm(nparam+1,nparam+1);
- <a name="l00714"></a>00714 a=make_dm(nrowa,nparam+2);
- <a name="l00715"></a>00715 di=make_dv(nparam+1);
- <a name="l00716"></a>00716 d=make_dv(nparam+1);
- <a name="l00717"></a>00717 gm=make_dv(4*neqn);
- <a name="l00718"></a>00718 grdpsf=make_dv(nparam);
- <a name="l00719"></a>00719 penp=make_dv(neqn);
- <a name="l00720"></a>00720 bl=make_dv(nctotl);
- <a name="l00721"></a>00721 bu=make_dv(nctotl);
- <a name="l00722"></a>00722 clamda=make_dv(nctotl+nparam+1);
- <a name="l00723"></a>00723 cvec=make_dv(nparam+1);
- <a name="l00724"></a>00724 psmu=make_dv(neqn);
- <a name="l00725"></a>00725 span=make_dv(4);
- <a name="l00726"></a>00726 backup=make_dv(nob+ncnstr);
- <a name="l00727"></a>00727 iact=make_iv(nob+nineqn+neqn);
- <a name="l00728"></a>00728 iskip=make_iv(glob_info.nnineq+1);
- <a name="l00729"></a>00729 istore=make_iv(nineqn+nob);
- <a name="l00730"></a>00730
- <a name="l00731"></a>00731 viol=&_viol;
- <a name="l00732"></a>00732 viol->index=0;
- <a name="l00733"></a>00733 viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>;
- <a name="l00734"></a>00734
- <a name="l00735"></a>00735 glob_prnt.initvl=1;
- <a name="l00736"></a>00736 glob_log.first=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00737"></a>00737 nrst=glob_prnt.ipd=0;
- <a name="l00738"></a>00738 dummy=0.e0;
- <a name="l00739"></a>00739 scvneq=0.e0;
- <a name="l00740"></a>00740 steps=0.e0;
- <a name="l00741"></a>00741 sktnom=0.e0;
- <a name="l00742"></a>00742 d0nm=0.e0;
- <a name="l00743"></a>00743 <span class="keywordflow">if</span> (glob_prnt.iter==0) this->diagnl(nparam,1.e0,hess);
- <a name="l00744"></a>00744 <span class="keywordflow">if</span> (feasb) {
- <a name="l00745"></a>00745 glob_log.first=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l00746"></a>00746 <span class="keywordflow">if</span> (glob_prnt.iter>0) glob_prnt.iter--;
- <a name="l00747"></a>00747 <span class="keywordflow">if</span> (glob_prnt.iter!=0) diagnl(nparam,1.e0,hess);
- <a name="l00748"></a>00748 }
- <a name="l00749"></a>00749 Ck=Cbar=1.e-2;
- <a name="l00750"></a>00750 dbar=5.e0;
- <a name="l00751"></a>00751 nstart=1;
- <a name="l00752"></a>00752 glob_info.ncallf=0;
- <a name="l00753"></a>00753 nstop=1;
- <a name="l00754"></a>00754 nfs=0;
- <a name="l00755"></a>00755 <span class="keywordflow">if</span> (glob_info.mode!=0)
- <a name="l00756"></a>00756 nfs=glob_info.M;
- <a name="l00757"></a>00757 <span class="keywordflow">if</span> (feasb) {
- <a name="l00758"></a>00758 nn=nineqn+neqn;
- <a name="l00759"></a>00759 ncnst1=ncnstr;
- <a name="l00760"></a>00760 } <span class="keywordflow">else</span> {
- <a name="l00761"></a>00761 nn=0;
- <a name="l00762"></a>00762 ncnst1=ncnstr-nineqn-neqn;
- <a name="l00763"></a>00763 }
- <a name="l00764"></a>00764 scvneq=0.e0;
- <a name="l00765"></a>00765 <span class="keywordflow">for</span> (i=1; i<=ncnst1; i++) {
- <a name="l00766"></a>00766 glob_grd.valnom=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].val;
- <a name="l00767"></a>00767 backup[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=glob_grd.valnom;
- <a name="l00768"></a>00768 <span class="keywordflow">if</span> (feasb && i>nineqn && i<=nn) {
- <a name="l00769"></a>00769 gm[i-nineqn]=glob_grd.valnom*signeq[i-nineqn];
- <a name="l00770"></a>00770 scvneq=scvneq+fabs(glob_grd.valnom);
- <a name="l00771"></a>00771 }
- <a name="l00772"></a>00772 <span class="keywordflow">if</span> (feasb && i<=nn) {
- <a name="l00773"></a>00773 iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00774"></a>00774 <span class="keywordflow">if</span> (i<=nineqn) istore[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0;
- <a name="l00775"></a>00775 <span class="keywordflow">if</span> (i>nineqn) penp[i-nineqn]=2.e0;
- <a name="l00776"></a>00776 }
- <a name="l00777"></a>00777 gradcn(nparam,indxcn[i],(param->x)+1,(cs[indxcn[i]].grad)+1,
- <a name="l00778"></a>00778 constr,param->cd);
- <a name="l00779"></a>00779 }
- <a name="l00780"></a>00780 nullvc(nparam,grdpsf);
- <a name="l00781"></a>00781 psf=0.e0;
- <a name="l00782"></a>00782 <span class="keywordflow">if</span> (feasb && neqn!=0)
- <a name="l00783"></a>00783 resign(nparam,neqn,&psf,grdpsf,penp,cs,signeq,12,12);
- <a name="l00784"></a>00784 fmax=-bgbnd;
- <a name="l00785"></a>00785 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l00786"></a>00786 <span class="keywordflow">if</span> (!feasb) {
- <a name="l00787"></a>00787 glob_grd.valnom=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00788"></a>00788 iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00789"></a>00789 istore[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0;
- <a name="l00790"></a>00790 gradcn(nparam,indxob[i],(param->x)+1,(ob[i].grad)+1,constr,
- <a name="l00791"></a>00791 param->cd);
- <a name="l00792"></a>00792 } <span class="keywordflow">else</span> {
- <a name="l00793"></a>00793 iact[nn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00794"></a>00794 istore[nineqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0;
- <a name="l00795"></a>00795 obj(nparam,i,(param->x)+1,&(ob[i].val),param->cd);
- <a name="l00796"></a>00796 glob_grd.valnom=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l00797"></a>00797 backup[i+ncnst1]=glob_grd.valnom;
- <a name="l00798"></a>00798 gradob(nparam,i,(param->x)+1,(ob[i].grad)+1,obj,param->cd);
- <a name="l00799"></a>00799 glob_info.ncallf++;
- <a name="l00800"></a>00800 <span class="keywordflow">if</span> (nobL!=nob) fmax=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmax,-ob[i].val);
- <a name="l00801"></a>00801 }
- <a name="l00802"></a>00802 fmax=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmax,ob[i].val);
- <a name="l00803"></a>00803 }
- <a name="l00804"></a>00804 <span class="keywordflow">if</span> (feasb && nob==0) fmax=0.e0;
- <a name="l00805"></a>00805 fM=fmax;
- <a name="l00806"></a>00806 fMp=fmax-psf;
- <a name="l00807"></a>00807 span[1]=fM;
- <a name="l00808"></a>00808
- <a name="l00809"></a>00809 <span class="keywordflow">if</span> (glob_prnt.iprint>=3 && glob_log.first) {
- <a name="l00810"></a>00810 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l00811"></a>00811 <span class="keywordflow">if</span> (feasb) {
- <a name="l00812"></a>00812 <span class="keywordflow">if</span> (nob>1) {
- <a name="l00813"></a>00813 tempv=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad;
- <a name="l00814"></a>00814 sbout2(glob_prnt.io,nparam,i,<span class="stringliteral">"gradf(j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l00815"></a>00815 }
- <a name="l00816"></a>00816 <span class="keywordflow">if</span> (nob==1) {
- <a name="l00817"></a>00817 tempv=ob[1].grad;
- <a name="l00818"></a>00818 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"gradf(j) "</span>,
- <a name="l00819"></a>00819 dummy,tempv,2,2);
- <a name="l00820"></a>00820 }
- <a name="l00821"></a>00821 <span class="keywordflow">continue</span>;
- <a name="l00822"></a>00822 }
- <a name="l00823"></a>00823 tempv=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad;
- <a name="l00824"></a>00824 sbout2(glob_prnt.io,nparam,indxob[i],<span class="stringliteral">"gradg(j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l00825"></a>00825 }
- <a name="l00826"></a>00826 <span class="keywordflow">if</span> (ncnstr!=0) {
- <a name="l00827"></a>00827 <span class="keywordflow">for</span> (i=1; i<=ncnst1; i++) {
- <a name="l00828"></a>00828 tempv=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].grad;
- <a name="l00829"></a>00829 sbout2(glob_prnt.io,nparam,indxcn[i],<span class="stringliteral">"gradg(j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l00830"></a>00830 }
- <a name="l00831"></a>00831 <span class="keywordflow">if</span> (neqn!=0) {
- <a name="l00832"></a>00832 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"grdpsf(j) "</span>,dummy,
- <a name="l00833"></a>00833 grdpsf,2,2);
- <a name="l00834"></a>00834 sbout1(glob_prnt.io,neqn,<span class="stringliteral">"P "</span>,dummy,
- <a name="l00835"></a>00835 penp,2,2);
- <a name="l00836"></a>00836 }
- <a name="l00837"></a>00837 }
- <a name="l00838"></a>00838 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l00839"></a>00839 tempv=colvec(hess,i,nparam);
- <a name="l00840"></a>00840 sbout2(glob_prnt.io,nparam,i,<span class="stringliteral">"hess (j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l00841"></a>00841 free_dv(tempv);
- <a name="l00842"></a>00842 }
- <a name="l00843"></a>00843 }
- <a name="l00844"></a>00844
- <a name="l00845"></a>00845 <span class="comment">/*----------------------------------------------------------*</span>
- <a name="l00846"></a>00846 <span class="comment"> * Main loop of the algorithm *</span>
- <a name="l00847"></a>00847 <span class="comment"> *----------------------------------------------------------*/</span>
- <a name="l00848"></a>00848
- <a name="l00849"></a>00849 nstop=1;
- <a name="l00850"></a>00850 <span class="keywordflow">for</span> (;;) {
- <a name="l00851"></a>00851 out(miter,nparam,nob,nobL,nfsip,nineqn,nn,nineqn,ncnst1,
- <a name="l00852"></a>00852 ncsipl,ncsipn,mesh_pts,param->x,cs,ob,fM,fmax,steps,
- <a name="l00853"></a>00853 sktnom,d0nm,feasb);
- <a name="l00854"></a>00854 <span class="keywordflow">if</span> (nstop==0) {
- <a name="l00855"></a>00855 <span class="keywordflow">if</span> (!feasb) {
- <a name="l00856"></a>00856 dealloc1(nparam,nrowa,a,hess,hess1,di,d,gm,
- <a name="l00857"></a>00857 grdpsf,penp,bl,bu,clamda,cvec,psmu,span,backup,
- <a name="l00858"></a>00858 iact,iskip,istore);
- <a name="l00859"></a>00859 <span class="keywordflow">return</span>;
- <a name="l00860"></a>00860 }
- <a name="l00861"></a>00861 <span class="keywordflow">for</span> (i=1; i<=ncnst1; i++) cs[i].val=backup[i];
- <a name="l00862"></a>00862 <span class="keywordflow">for</span> (i=1; i<=nob; i++) ob[i].val=backup[i+ncnst1];
- <a name="l00863"></a>00863 <span class="keywordflow">for</span> (i=1; i<=neqn; i++)
- <a name="l00864"></a>00864 cs[glob_info.nnineq+i].mult = signeq[i]*psmu[i];
- <a name="l00865"></a>00865 dealloc1(nparam,nrowa,a,hess,hess1,di,d,gm,
- <a name="l00866"></a>00866 grdpsf,penp,bl,bu,clamda,cvec,psmu,span,backup,
- <a name="l00867"></a>00867 iact,iskip,istore);
- <a name="l00868"></a>00868 <span class="keywordflow">return</span>;
- <a name="l00869"></a>00869 }
- <a name="l00870"></a>00870 <span class="keywordflow">if</span> (!feasb && glob_prnt.iprint==0) glob_prnt.iter++;
- <a name="l00871"></a>00871 <span class="comment">/* Update the SIP constraint set Omega_k */</span>
- <a name="l00872"></a>00872 <span class="keywordflow">if</span> ((ncsipl+ncsipn)!=0 || nfsip)
- <a name="l00873"></a>00873 update_omega(nparam,ncsipl,ncsipn,mesh_pts,nineqn,nob,nobL,
- <a name="l00874"></a>00874 nfsip,steps,fmax,cs,ob,param->x,viol,
- <a name="l00875"></a>00875 constr,obj,gradob,gradcn,param->cd,feasb);
- <a name="l00876"></a>00876 <span class="comment">/* Compute search direction */</span>
- <a name="l00877"></a>00877 dir(nparam,nob,nobL,nfsip,nineqn,neq,neqn,nn,ncsipl,ncsipn,
- <a name="l00878"></a>00878 ncnst1,feasb,&steps,epskt,epseqn,&sktnom,&scvneq,Ck,&d0nm,
- <a name="l00879"></a>00879 &grdftd,indxob,indxcn,iact,&iskp,iskip,istore,param,di,d,
- <a name="l00880"></a>00880 cs,ob,&fM,&fMp,&fmax,&psf,grdpsf,penp,a,bl,bu,clamda,cvec,
- <a name="l00881"></a>00881 hess,hess1,backup,signeq,viol,obj,constr);
- <a name="l00882"></a>00882 <span class="keywordflow">if</span> (nstop==0 && !glob_log.get_ne_mult) <span class="keywordflow">continue</span>;
- <a name="l00883"></a>00883 glob_log.first=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l00884"></a>00884 <span class="keywordflow">if</span> (!glob_log.update && !glob_log.d0_is0) {
- <a name="l00885"></a>00885 <span class="comment">/* Determine step length */</span>
- <a name="l00886"></a>00886 step1(nparam,nob,nobL,nfsip,nineqn,neq,neqn,nn,ncsipl,ncsipn,
- <a name="l00887"></a>00887 ncnst1,&ncg,&ncf,indxob,indxcn,iact,&iskp,iskip,istore,
- <a name="l00888"></a>00888 feasb,grdftd,ob,&fM,&fMp,&fmax,&psf,penp,&steps,&scvneq,
- <a name="l00889"></a>00889 bu,param->x,di,d,cs,backup,signeq,viol,obj,constr,
- <a name="l00890"></a>00890 param->cd);
- <a name="l00891"></a>00891 <span class="keywordflow">if</span> (nstop==0) <span class="keywordflow">continue</span>;
- <a name="l00892"></a>00892 }
- <a name="l00893"></a>00893 <span class="comment">/* Update the Hessian */</span>
- <a name="l00894"></a>00894 hessian(nparam,nob,nfsip,nobL,nineqn,neq,neqn,nn,ncsipn,ncnst1,
- <a name="l00895"></a>00895 nfs,&nstart,feasb,bu,param,ob,fmax,&fM,&fMp,&psf,grdpsf,
- <a name="l00896"></a>00896 penp,cs,gm,indxob,indxcn,bl,clamda,di,hess,d,steps,&nrst,
- <a name="l00897"></a>00897 signeq,span,obj,constr,gradob,gradcn,hess1,cvec,psmu,viol);
- <a name="l00898"></a>00898 <span class="keywordflow">if</span> (nstop==0 || glob_info.mode==0) <span class="keywordflow">continue</span>;
- <a name="l00899"></a>00899 <span class="keywordflow">if</span> (d0nm>dbar) Ck=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(0.5e0*Ck,Cbar);
- <a name="l00900"></a>00900 <span class="keywordflow">if</span> (d0nm<=dbar && glob_log.dlfeas) Ck=Ck;
- <a name="l00901"></a>00901 <span class="keywordflow">if</span> (d0nm<=dbar && !glob_log.dlfeas &&
- <a name="l00902"></a>00902 !glob_log.rhol_is1) Ck=10.e0*Ck;
- <a name="l00903"></a>00903 }
- <a name="l00904"></a>00904 }
- <a name="l00905"></a>00905
- <a name="l00906"></a>00906 <span class="comment">/*******************************************************************/</span>
- <a name="l00907"></a>00907 <span class="comment">/* Free up memory used by CFSQP1 */</span>
- <a name="l00908"></a>00908 <span class="comment">/*******************************************************************/</span>
- <a name="l00909"></a>00909
- <a name="l00910"></a>00910 <span class="keywordtype">void</span> cfsqp_Class::dealloc1(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nrowa,<span class="keywordtype">double</span> **a,<span class="keywordtype">double</span> **hess,<span class="keywordtype">double</span> **hess1,<span class="keywordtype">double</span> *di,<span class="keywordtype">double</span> *d,<span class="keywordtype">double</span> *gm,<span class="keywordtype">double</span> *grdpsf,<span class="keywordtype">double</span> *penp,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *clamda,<span class="keywordtype">double</span> *cvec,<span class="keywordtype">double</span> *psmu,<span class="keywordtype">double</span> *span,<span class="keywordtype">double</span> *backup,<span class="keywordtype">int</span> *iact,<span class="keywordtype">int</span> *iskip,<span class="keywordtype">int</span> *istore)
- <a name="l00911"></a>00911 {
- <a name="l00912"></a>00912 free_dm(a,nrowa);
- <a name="l00913"></a>00913 free_dm(hess,nparam);
- <a name="l00914"></a>00914 free_dm(hess1,nparam+1);
- <a name="l00915"></a>00915 free_dv(di);
- <a name="l00916"></a>00916 free_dv(d);
- <a name="l00917"></a>00917 free_dv(gm);
- <a name="l00918"></a>00918 free_dv(grdpsf);
- <a name="l00919"></a>00919 free_dv(penp);
- <a name="l00920"></a>00920 free_dv(bl);
- <a name="l00921"></a>00921 free_dv(bu);
- <a name="l00922"></a>00922 free_dv(clamda);
- <a name="l00923"></a>00923 free_dv(cvec);
- <a name="l00924"></a>00924 free_dv(psmu);
- <a name="l00925"></a>00925 free_dv(span);
- <a name="l00926"></a>00926 free_dv(backup);
- <a name="l00927"></a>00927 free_iv(iact);
- <a name="l00928"></a>00928 free_iv(iskip);
- <a name="l00929"></a>00929 free_iv(istore);
- <a name="l00930"></a>00930 }
- <a name="l00931"></a>00931 <span class="comment">/************************************************************/</span>
- <a name="l00932"></a>00932 <span class="comment">/* CFSQP - Check the input data */</span>
- <a name="l00933"></a>00933 <span class="comment">/************************************************************/</span>
- <a name="l00934"></a>00934
- <a name="l00935"></a>00935 <span class="keywordtype">void</span> cfsqp_Class::check(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nf,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> *Linfty,<span class="keywordtype">int</span> nineq,<span class="keywordtype">int</span> nnl,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> mode,<span class="keywordtype">int</span> *modem,<span class="keywordtype">double</span> eps,<span class="keywordtype">double</span> bigbnd,<span class="keyword">struct</span> _parameter *param)
- <a name="l00936"></a>00936 {
- <a name="l00937"></a>00937 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l00938"></a>00938 <span class="keywordtype">double</span> bli,bui;
- <a name="l00939"></a>00939
- <a name="l00940"></a>00940 <span class="keywordflow">if</span> (nparam<=0)
- <a name="l00941"></a>00941 error(<span class="stringliteral">"nparam should be positive! "</span>,
- <a name="l00942"></a>00942 &glob_prnt.info);
- <a name="l00943"></a>00943 <span class="keywordflow">if</span> (nf<0)
- <a name="l00944"></a>00944 error(<span class="stringliteral">"nf should not be negative! "</span>,
- <a name="l00945"></a>00945 &glob_prnt.info);
- <a name="l00946"></a>00946 <span class="keywordflow">if</span> (nineq<0)
- <a name="l00947"></a>00947 error(<span class="stringliteral">"nineq should not be negative! "</span>,
- <a name="l00948"></a>00948 &glob_prnt.info);
- <a name="l00949"></a>00949 <span class="keywordflow">if</span> (nineq>=0 && nnl>=0 && nineq<nnl)
- <a name="l00950"></a>00950 error(<span class="stringliteral">"nineq should be no smaller than nnl! "</span>,
- <a name="l00951"></a>00951 &glob_prnt.info);
- <a name="l00952"></a>00952 <span class="keywordflow">if</span> (neqn<0)
- <a name="l00953"></a>00953 error(<span class="stringliteral">"neqn should not be negative! "</span>,
- <a name="l00954"></a>00954 &glob_prnt.info);
- <a name="l00955"></a>00955 <span class="keywordflow">if</span> (neq<neqn)
- <a name="l00956"></a>00956 error(<span class="stringliteral">"neq should not be smaller than neqn "</span>,
- <a name="l00957"></a>00957 &glob_prnt.info);
- <a name="l00958"></a>00958 <span class="keywordflow">if</span> (nf<nfsip)
- <a name="l00959"></a>00959 error(<span class="stringliteral">"nf should not be smaller than nfsip "</span>,
- <a name="l00960"></a>00960 &glob_prnt.info);
- <a name="l00961"></a>00961 <span class="keywordflow">if</span> (nineq<ncsipn+ncsipl)
- <a name="l00962"></a>00962 error(<span class="stringliteral">"ncsrl+ncsrn should not be larger than nineq"</span>,
- <a name="l00963"></a>00963 &glob_prnt.info);
- <a name="l00964"></a>00964 <span class="keywordflow">if</span> (nparam<=neq-neqn)
- <a name="l00965"></a>00965 error(<span class="stringliteral">"Must have nparam > number of linear equalities"</span>,
- <a name="l00966"></a>00966 &glob_prnt.info);
- <a name="l00967"></a>00967 <span class="keywordflow">if</span> (glob_prnt.iprint<0 || glob_prnt.iprint>3)
- <a name="l00968"></a>00968 error(<span class="stringliteral">"iprint mod 10 should be 0,1,2 or 3! "</span>,
- <a name="l00969"></a>00969 &glob_prnt.info);
- <a name="l00970"></a>00970 <span class="keywordflow">if</span> (eps<=glob_grd.epsmac) {
- <a name="l00971"></a>00971 error(<span class="stringliteral">"eps should be bigger than epsmac! "</span>,
- <a name="l00972"></a>00972 &glob_prnt.info);
- <a name="l00973"></a>00973 fprintf(glob_prnt.io,
- <a name="l00974"></a>00974 <span class="stringliteral">"epsmac = %22.14e which is machine dependent.\n"</span>,
- <a name="l00975"></a>00975 glob_grd.epsmac);
- <a name="l00976"></a>00976 }
- <a name="l00977"></a>00977 <span class="keywordflow">if</span> (!(mode==100 || mode==101 || mode==110 || mode==111
- <a name="l00978"></a>00978 || mode==200 || mode==201 || mode==210 || mode==211))
- <a name="l00979"></a>00979 error(<span class="stringliteral">"mode is not properly specified! "</span>,
- <a name="l00980"></a>00980 &glob_prnt.info);
- <a name="l00981"></a>00981 <span class="keywordflow">if</span> (glob_prnt.info!=0) {
- <a name="l00982"></a>00982 fprintf(glob_prnt.io,
- <a name="l00983"></a>00983 <span class="stringliteral">"Error: Input parameters are not consistent.\n"</span>);
- <a name="l00984"></a>00984 <span class="keywordflow">return</span>;
- <a name="l00985"></a>00985 }
- <a name="l00986"></a>00986 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l00987"></a>00987 bli=param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00988"></a>00988 bui=param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l00989"></a>00989 <span class="keywordflow">if</span> (bli>bui) {
- <a name="l00990"></a>00990 fprintf(glob_prnt.io,
- <a name="l00991"></a>00991 <span class="stringliteral">"lower bounds should be smaller than upper bounds\n"</span>);
- <a name="l00992"></a>00992 glob_prnt.info=7;
- <a name="l00993"></a>00993 }
- <a name="l00994"></a>00994 <span class="keywordflow">if</span> (glob_prnt.info!=0) <span class="keywordflow">return</span>;
- <a name="l00995"></a>00995 <span class="keywordflow">if</span> (bli<(-bigbnd)) param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=-bigbnd;
- <a name="l00996"></a>00996 <span class="keywordflow">if</span> (bui>bigbnd) param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=bigbnd;
- <a name="l00997"></a>00997 }
- <a name="l00998"></a>00998 <span class="keywordflow">if</span> (mode >= 200) {
- <a name="l00999"></a>00999 i=mode-200;
- <a name="l01000"></a>01000 glob_info.modec=2;
- <a name="l01001"></a>01001 } <span class="keywordflow">else</span> {
- <a name="l01002"></a>01002 i=mode-100;
- <a name="l01003"></a>01003 glob_info.modec=1;
- <a name="l01004"></a>01004 }
- <a name="l01005"></a>01005 <span class="keywordflow">if</span> (i<10) *modem=0;
- <a name="l01006"></a>01006 <span class="keywordflow">else</span> {
- <a name="l01007"></a>01007 *modem=1;
- <a name="l01008"></a>01008 i-=10;
- <a name="l01009"></a>01009 }
- <a name="l01010"></a>01010 <span class="keywordflow">if</span> (!i) *Linfty=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01011"></a>01011 <span class="keywordflow">else</span> *Linfty=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01012"></a>01012 }
- <a name="l01013"></a>01013 <span class="comment">/****************************************************************/</span>
- <a name="l01014"></a>01014 <span class="comment">/* CFSQP : Generate a feasible point satisfying simple */</span>
- <a name="l01015"></a>01015 <span class="comment">/* bounds and linear constraints. */</span>
- <a name="l01016"></a>01016 <span class="comment">/****************************************************************/</span>
- <a name="l01017"></a>01017
- <a name="l01018"></a>01018 <span class="keywordtype">void</span> cfsqp_Class::initpt(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nnl,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nclin,<span class="keywordtype">int</span> nctotl,<span class="keywordtype">int</span> nrowa,<span class="keyword">struct</span> _parameter *param,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *))
- <a name="l01019"></a>01019 {
- <a name="l01020"></a>01020 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,infoql,mnn,temp1,iout,zero;
- <a name="l01021"></a>01021 <span class="keywordtype">double</span> x0i,*atemp,*htemp;
- <a name="l01022"></a>01022 <span class="keywordtype">double</span> *x,*bl,*bu,*cvec,*clamda,*bj;
- <a name="l01023"></a>01023 <span class="keywordtype">double</span> **a,**hess;
- <a name="l01024"></a>01024
- <a name="l01025"></a>01025 hess=make_dm(nparam,nparam);
- <a name="l01026"></a>01026 a=make_dm(nrowa,nparam);
- <a name="l01027"></a>01027 x=make_dv(nparam);
- <a name="l01028"></a>01028 bl=make_dv(nctotl);
- <a name="l01029"></a>01029 bu=make_dv(nctotl);
- <a name="l01030"></a>01030 cvec=make_dv(nparam);
- <a name="l01031"></a>01031 clamda=make_dv(nctotl+nparam+1);
- <a name="l01032"></a>01032 bj=make_dv(nclin);
- <a name="l01033"></a>01033
- <a name="l01034"></a>01034 glob_prnt.info=1;
- <a name="l01035"></a>01035 <span class="keywordflow">for</span> (i=1; i<=nclin; i++) {
- <a name="l01036"></a>01036 glob_grd.valnom=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l01037"></a>01037 j=i+nnl;
- <a name="l01038"></a>01038 <span class="keywordflow">if</span> (j<=glob_info.nnineq)
- <a name="l01039"></a>01039 gradcn(nparam,j,(param->x)+1,cs[i].grad+1,constr,param->cd);
- <a name="l01040"></a>01040 <span class="keywordflow">else</span> gradcn(nparam,j+neqn,(param->x)+1,cs[i].grad+1,constr,
- <a name="l01041"></a>01041 param->cd);
- <a name="l01042"></a>01042 }
- <a name="l01043"></a>01043 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l01044"></a>01044 x0i=param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01045"></a>01045 bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i;
- <a name="l01046"></a>01046 bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i;
- <a name="l01047"></a>01047 cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l01048"></a>01048 }
- <a name="l01049"></a>01049 <span class="keywordflow">for</span> (i=nclin; i>=1; i--)
- <a name="l01050"></a>01050 bj[nclin-i+1]=-cs[i].val;
- <a name="l01051"></a>01051 <span class="keywordflow">for</span> (i=nclin; i>=1; i--)
- <a name="l01052"></a>01052 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++)
- <a name="l01053"></a>01053 a[nclin-i+1][j]=-cs[i].grad[j];
- <a name="l01054"></a>01054 diagnl(nparam,1.e0,hess);
- <a name="l01055"></a>01055 nullvc(nparam,x);
- <a name="l01056"></a>01056
- <a name="l01057"></a>01057 iout=6;
- <a name="l01058"></a>01058 zero=0;
- <a name="l01059"></a>01059 mnn=nrowa+2*<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>;
- <a name="l01060"></a>01060 iw[1]=1;
- <a name="l01061"></a>01061 temp1=neq-neqn;
- <a name="l01062"></a>01062 htemp=convert(hess,nparam,nparam);
- <a name="l01063"></a>01063 atemp=convert(a,nrowa,nparam);
- <a name="l01064"></a>01064
- <a name="l01065"></a>01065 <a class="code" href="classql0001__Class.html#a9f498f43f382cd4fe177a6c5be11d20c">ql0001_</a>(&nclin,&temp1,&nrowa,&nparam,&nparam,&mnn,(htemp+1),
- <a name="l01066"></a>01066 (cvec+1),(atemp+1),(bj+1),(bl+1),(bu+1),(x+1),(clamda+1),
- <a name="l01067"></a>01067 &iout,&infoql,&zero,(w+1),&lenw,(iw+1),&leniw,
- <a name="l01068"></a>01068 &glob_grd.epsmac);
- <a name="l01069"></a>01069
- <a name="l01070"></a>01070 free_dv(htemp);
- <a name="l01071"></a>01071 free_dv(atemp);
- <a name="l01072"></a>01072 <span class="keywordflow">if</span> (infoql==0) {
- <a name="l01073"></a>01073 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l01074"></a>01074 param->x[i]=param->x[i]+x[i];
- <a name="l01075"></a>01075 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01076"></a>01076 for (i=1; i<=nclin; i++) {
- <a name="l01077"></a>01077 j=i+nnl;
- <a name="l01078"></a>01078 <span class="keywordflow">if</span> (j<=glob_info.nnineq) constr(nparam,j,(param->x)+1,
- <a name="l01079"></a>01079 &(cs[i].val),param->cd);
- <a name="l01080"></a>01080 <span class="keywordflow">else</span> constr(nparam,j+neqn,(param->x)+1,&(cs[i].val),param->cd);
- <a name="l01081"></a>01081 }
- <a name="l01082"></a>01082 glob_prnt.info=0;
- <a name="l01083"></a>01083 }
- <a name="l01084"></a>01084 <span class="keywordflow">if</span> (glob_prnt.info==1 && glob_prnt.iprint!=0) {
- <a name="l01085"></a>01085 fprintf(glob_prnt.io,
- <a name="l01086"></a>01086 <span class="stringliteral">"\n Error: No feasible point is found for the"</span>);
- <a name="l01087"></a>01087 fprintf(glob_prnt.io,<span class="stringliteral">" linear constraints.\n"</span>);
- <a name="l01088"></a>01088 }
- <a name="l01089"></a>01089 free_dm(a,nrowa);
- <a name="l01090"></a>01090 free_dm(hess,nparam);
- <a name="l01091"></a>01091 free_dv(x);
- <a name="l01092"></a>01092 free_dv(bl);
- <a name="l01093"></a>01093 free_dv(bu);
- <a name="l01094"></a>01094 free_dv(cvec);
- <a name="l01095"></a>01095 free_dv(clamda);
- <a name="l01096"></a>01096 free_dv(bj);
- <a name="l01097"></a>01097 <span class="keywordflow">return</span>;
- <a name="l01098"></a>01098 }
- <a name="l01099"></a>01099 <span class="comment">/****************************************************************/</span>
- <a name="l01100"></a>01100 <span class="comment">/* CFSQP : Update the SIP "active" objective and constraint */</span>
- <a name="l01101"></a>01101 <span class="comment">/* sets Omega_k and Xi_k. */</span>
- <a name="l01102"></a>01102 <span class="comment">/****************************************************************/</span>
- <a name="l01103"></a>01103
- <a name="l01104"></a>01104 <span class="keywordtype">void</span> cfsqp_Class::update_omega(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">double</span> steps,<span class="keywordtype">double</span> fmax,<span class="keyword">struct</span> _constraint *cs,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> *x,<span class="keyword">struct</span> _violation *viol,<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd,<span class="keywordtype">int</span> feasb)
- <a name="l01105"></a>01105 {
- <a name="l01106"></a>01106 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,i_max,index,offset,nineq,display;
- <a name="l01107"></a>01107 <span class="keywordtype">double</span> epsilon,g_max,fprev,fnow,fnext,fmult;
- <a name="l01108"></a>01108
- <a name="l01109"></a>01109 epsilon=1.e0;
- <a name="l01110"></a>01110 glob_info.tot_actf_sip=glob_info.tot_actg_sip=0;
- <a name="l01111"></a>01111 nineq=glob_info.nnineq;
- <a name="l01112"></a>01112 <span class="keywordflow">if</span> (glob_prnt.iter%glob_prnt.iter_mod) display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01113"></a>01113 <span class="keywordflow">else</span> display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01114"></a>01114 <span class="comment">/* Clear previous constraint sets */</span>
- <a name="l01115"></a>01115 <span class="keywordflow">for</span> (i=1; i<=ncsipl; i++)
- <a name="l01116"></a>01116 cs[nineq-ncsipl+i].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01117"></a>01117 <span class="keywordflow">for</span> (i=1; i<=ncsipn; i++)
- <a name="l01118"></a>01118 cs[nineqn-ncsipn+i].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01119"></a>01119 <span class="comment">/* Clear previous objective sets */</span>
- <a name="l01120"></a>01120 <span class="keywordflow">for</span> (i=nob-nfsip+1; i<=nob; i++)
- <a name="l01121"></a>01121 ob[i].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01122"></a>01122
- <a name="l01123"></a>01123 <span class="comment">/*--------------------------------------------------*/</span>
- <a name="l01124"></a>01124 <span class="comment">/* Update Constraint Sets Omega_k */</span>
- <a name="l01125"></a>01125 <span class="comment">/*--------------------------------------------------*/</span>
- <a name="l01126"></a>01126
- <a name="l01127"></a>01127 <span class="keywordflow">if</span> (ncsipn != 0) {
- <a name="l01128"></a>01128 offset=nineqn-ncsipn;
- <a name="l01129"></a>01129 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipn; i++) {
- <a name="l01130"></a>01130 <span class="keywordflow">for</span> (j=1; j<=mesh_pts[glob_info.nfsip+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l01131"></a>01131 offset++;
- <a name="l01132"></a>01132 <span class="keywordflow">if</span> (j==1) {
- <a name="l01133"></a>01133 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon &&
- <a name="l01134"></a>01134 cs[offset].val>=cs[offset+1].val) {
- <a name="l01135"></a>01135 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01136"></a>01136 glob_info.tot_actg_sip++;
- <a name="l01137"></a>01137 <span class="keywordflow">if</span> (cs[offset].mult==0.e0 && !glob_log.first) {
- <a name="l01138"></a>01138 glob_grd.valnom=cs[offset].val;
- <a name="l01139"></a>01139 gradcn(nparam,offset,x+1,cs[offset].grad+1,constr,
- <a name="l01140"></a>01140 cd);
- <a name="l01141"></a>01141 }
- <a name="l01142"></a>01142 <span class="keywordflow">continue</span>;
- <a name="l01143"></a>01143 }
- <a name="l01144"></a>01144 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (j==mesh_pts[glob_info.nfsip+i]) {
- <a name="l01145"></a>01145 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon &&
- <a name="l01146"></a>01146 cs[offset].val>cs[offset-1].val) {
- <a name="l01147"></a>01147 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01148"></a>01148 glob_info.tot_actg_sip++;
- <a name="l01149"></a>01149 <span class="keywordflow">if</span> (cs[offset].mult==0.e0 && !glob_log.first) {
- <a name="l01150"></a>01150 glob_grd.valnom=cs[offset].val;
- <a name="l01151"></a>01151 gradcn(nparam,offset,x+1,cs[offset].grad+1,constr,
- <a name="l01152"></a>01152 cd);
- <a name="l01153"></a>01153 }
- <a name="l01154"></a>01154 <span class="keywordflow">continue</span>;
- <a name="l01155"></a>01155 }
- <a name="l01156"></a>01156 } <span class="keywordflow">else</span> {
- <a name="l01157"></a>01157 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon && cs[offset].val >
- <a name="l01158"></a>01158 cs[offset-1].val && cs[offset].val >=
- <a name="l01159"></a>01159 cs[offset+1].val) {
- <a name="l01160"></a>01160 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01161"></a>01161 glob_info.tot_actg_sip++;
- <a name="l01162"></a>01162 <span class="keywordflow">if</span> (cs[offset].mult==0.e0 && !glob_log.first) {
- <a name="l01163"></a>01163 glob_grd.valnom=cs[offset].val;
- <a name="l01164"></a>01164 gradcn(nparam,offset,x+1,cs[offset].grad+1,constr,
- <a name="l01165"></a>01165 cd);
- <a name="l01166"></a>01166 }
- <a name="l01167"></a>01167 <span class="keywordflow">continue</span>;
- <a name="l01168"></a>01168 }
- <a name="l01169"></a>01169 }
- <a name="l01170"></a>01170 <span class="keywordflow">if</span> (cs[offset].val >= -glob_grd.epsmac) {
- <a name="l01171"></a>01171 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01172"></a>01172 glob_info.tot_actg_sip++;
- <a name="l01173"></a>01173 <span class="keywordflow">if</span> (cs[offset].mult==0.e0 && !glob_log.first) {
- <a name="l01174"></a>01174 glob_grd.valnom=cs[offset].val;
- <a name="l01175"></a>01175 gradcn(nparam,offset,x+1,cs[offset].grad+1,constr,cd);
- <a name="l01176"></a>01176 }
- <a name="l01177"></a>01177 <span class="keywordflow">continue</span>;
- <a name="l01178"></a>01178 }
- <a name="l01179"></a>01179 <span class="keywordflow">if</span> (cs[offset].mult>0.e0) {
- <a name="l01180"></a>01180 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01181"></a>01181 glob_info.tot_actg_sip++;
- <a name="l01182"></a>01182 }
- <a name="l01183"></a>01183 <span class="comment">/* Add if binding for d1 */</span>
- <a name="l01184"></a>01184 <span class="keywordflow">if</span> (cs[offset].d1bind) {
- <a name="l01185"></a>01185 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01186"></a>01186 glob_info.tot_actg_sip++;
- <a name="l01187"></a>01187 <span class="keywordflow">if</span> (cs[offset].mult==0.e0 && !glob_log.first) {
- <a name="l01188"></a>01188 glob_grd.valnom=cs[offset].val;
- <a name="l01189"></a>01189 gradcn(nparam,offset,x+1,cs[offset].grad+1,constr,cd);
- <a name="l01190"></a>01190 }
- <a name="l01191"></a>01191 }
- <a name="l01192"></a>01192
- <a name="l01193"></a>01193 }
- <a name="l01194"></a>01194 }
- <a name="l01195"></a>01195 }
- <a name="l01196"></a>01196 <span class="keywordflow">if</span> (ncsipl != 0) {
- <a name="l01197"></a>01197 <span class="comment">/* Don't need to get gradients */</span>
- <a name="l01198"></a>01198 offset=nineq-ncsipl;
- <a name="l01199"></a>01199 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipl; i++) {
- <a name="l01200"></a>01200 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip+glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01201"></a>01201 <span class="keywordflow">else</span> index=glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01202"></a>01202 <span class="keywordflow">for</span> (j=1; j<=mesh_pts[index]; j++) {
- <a name="l01203"></a>01203 offset++;
- <a name="l01204"></a>01204 <span class="keywordflow">if</span> (j==1) {
- <a name="l01205"></a>01205 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon &&
- <a name="l01206"></a>01206 cs[offset].val>=cs[offset+1].val) {
- <a name="l01207"></a>01207 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01208"></a>01208 glob_info.tot_actg_sip++;
- <a name="l01209"></a>01209 <span class="keywordflow">continue</span>;
- <a name="l01210"></a>01210 }
- <a name="l01211"></a>01211 } <span class="keywordflow">else</span>
- <a name="l01212"></a>01212 <span class="keywordflow">if</span> (j==mesh_pts[index]) {
- <a name="l01213"></a>01213 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon &&
- <a name="l01214"></a>01214 cs[offset].val>cs[offset-1].val) {
- <a name="l01215"></a>01215 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01216"></a>01216 glob_info.tot_actg_sip++;
- <a name="l01217"></a>01217 <span class="keywordflow">continue</span>;
- <a name="l01218"></a>01218 }
- <a name="l01219"></a>01219 } <span class="keywordflow">else</span> {
- <a name="l01220"></a>01220 <span class="keywordflow">if</span> (cs[offset].val >= -epsilon && cs[offset].val >
- <a name="l01221"></a>01221 cs[offset-1].val && cs[offset].val >=
- <a name="l01222"></a>01222 cs[offset+1].val) {
- <a name="l01223"></a>01223 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01224"></a>01224 glob_info.tot_actg_sip++;
- <a name="l01225"></a>01225 <span class="keywordflow">continue</span>;
- <a name="l01226"></a>01226 }
- <a name="l01227"></a>01227 }
- <a name="l01228"></a>01228 <span class="keywordflow">if</span> (cs[offset].val >= -glob_grd.epsmac ||
- <a name="l01229"></a>01229 cs[offset].mult>0.e0 || cs[offset].d1bind) {
- <a name="l01230"></a>01230 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01231"></a>01231 glob_info.tot_actg_sip++;
- <a name="l01232"></a>01232 }
- <a name="l01233"></a>01233 }
- <a name="l01234"></a>01234 }
- <a name="l01235"></a>01235 }
- <a name="l01236"></a>01236 <span class="comment">/* Include some extra points during 1st iteration */</span>
- <a name="l01237"></a>01237 <span class="comment">/* (gradients are already evaluated for first iteration) */</span>
- <a name="l01238"></a>01238 <span class="comment">/* Current heuristics: maximizers and end-points. */</span>
- <a name="l01239"></a>01239 <span class="keywordflow">if</span> (glob_log.first) {
- <a name="l01240"></a>01240 <span class="keywordflow">if</span> (feasb) {
- <a name="l01241"></a>01241 offset=nineqn-ncsipn;
- <a name="l01242"></a>01242 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipn; i++) {
- <a name="l01243"></a>01243 i_max= ++offset;
- <a name="l01244"></a>01244 g_max=cs[i_max].val;
- <a name="l01245"></a>01245 <span class="keywordflow">if</span> (!cs[i_max].act_sip) { <span class="comment">/* add first point */</span>
- <a name="l01246"></a>01246 cs[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01247"></a>01247 glob_info.tot_actg_sip++;
- <a name="l01248"></a>01248 }
- <a name="l01249"></a>01249 <span class="keywordflow">for</span> (j=2;j<=mesh_pts[glob_info.nfsip+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];j++) {
- <a name="l01250"></a>01250 offset++;
- <a name="l01251"></a>01251 <span class="keywordflow">if</span> (cs[offset].val>g_max) {
- <a name="l01252"></a>01252 i_max=offset;
- <a name="l01253"></a>01253 g_max=cs[i_max].val;
- <a name="l01254"></a>01254 }
- <a name="l01255"></a>01255 }
- <a name="l01256"></a>01256 <span class="keywordflow">if</span> (!cs[i_max].act_sip) {
- <a name="l01257"></a>01257 cs[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01258"></a>01258 glob_info.tot_actg_sip++;
- <a name="l01259"></a>01259 }
- <a name="l01260"></a>01260 <span class="keywordflow">if</span> (!cs[offset].act_sip) { <span class="comment">/* add last point */</span>
- <a name="l01261"></a>01261 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01262"></a>01262 glob_info.tot_actg_sip++;
- <a name="l01263"></a>01263 }
- <a name="l01264"></a>01264 }
- <a name="l01265"></a>01265 }
- <a name="l01266"></a>01266 offset=nineq-ncsipl;
- <a name="l01267"></a>01267 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipl; i++) {
- <a name="l01268"></a>01268 i_max= ++offset;
- <a name="l01269"></a>01269 g_max=cs[i_max].val;
- <a name="l01270"></a>01270 <span class="keywordflow">if</span> (!cs[i_max].act_sip) { <span class="comment">/* add first point */</span>
- <a name="l01271"></a>01271 cs[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01272"></a>01272 glob_info.tot_actg_sip++;
- <a name="l01273"></a>01273 }
- <a name="l01274"></a>01274 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip+glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01275"></a>01275 <span class="keywordflow">else</span> index=glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01276"></a>01276 <span class="keywordflow">for</span> (j=2;j<=mesh_pts[index]; j++) {
- <a name="l01277"></a>01277 offset++;
- <a name="l01278"></a>01278 <span class="keywordflow">if</span> (cs[offset].val>g_max) {
- <a name="l01279"></a>01279 i_max=offset;
- <a name="l01280"></a>01280 g_max=cs[i_max].val;
- <a name="l01281"></a>01281 }
- <a name="l01282"></a>01282 }
- <a name="l01283"></a>01283 <span class="keywordflow">if</span> (!cs[i_max].act_sip) {
- <a name="l01284"></a>01284 cs[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01285"></a>01285 glob_info.tot_actg_sip++;
- <a name="l01286"></a>01286 }
- <a name="l01287"></a>01287 <span class="keywordflow">if</span> (!cs[offset].act_sip) { <span class="comment">/* add last point */</span>
- <a name="l01288"></a>01288 cs[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01289"></a>01289 glob_info.tot_actg_sip++;
- <a name="l01290"></a>01290 }
- <a name="l01291"></a>01291 }
- <a name="l01292"></a>01292 }
- <a name="l01293"></a>01293
- <a name="l01294"></a>01294 <span class="comment">/* If necessary, append xi_bar */</span>
- <a name="l01295"></a>01295 <span class="keywordflow">if</span> (steps<1.e0 && viol->type==<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a>) {
- <a name="l01296"></a>01296 i=viol->index;
- <a name="l01297"></a>01297 <span class="keywordflow">if</span> (!cs[i].act_sip) {
- <a name="l01298"></a>01298 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01299"></a>01299 glob_info.tot_actg_sip++;
- <a name="l01300"></a>01300 }
- <a name="l01301"></a>01301 }
- <a name="l01302"></a>01302 <span class="keywordflow">if</span> (glob_prnt.iprint>=2 && display)
- <a name="l01303"></a>01303 fprintf(glob_prnt.io,<span class="stringliteral">" |Xi_k| for g %26d\n"</span>,
- <a name="l01304"></a>01304 glob_info.tot_actg_sip);
- <a name="l01305"></a>01305
- <a name="l01306"></a>01306 <span class="keywordflow">for</span> (i=1; i<=ncsipl; i++)
- <a name="l01307"></a>01307 cs[nineq-ncsipl+i].d1bind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01308"></a>01308 <span class="keywordflow">for</span> (i=1; i<=ncsipn; i++)
- <a name="l01309"></a>01309 cs[nineqn-ncsipn+i].d1bind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01310"></a>01310
- <a name="l01311"></a>01311 <span class="comment">/*---------------------------------------------------------*/</span>
- <a name="l01312"></a>01312 <span class="comment">/* Update Objective Set Omega_k */</span>
- <a name="l01313"></a>01313 <span class="comment">/*---------------------------------------------------------*/</span>
- <a name="l01314"></a>01314
- <a name="l01315"></a>01315 <span class="keywordflow">if</span> (nfsip) {
- <a name="l01316"></a>01316 offset=nob-nfsip;
- <a name="l01317"></a>01317 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip;
- <a name="l01318"></a>01318 <span class="keywordflow">else</span> index=glob_info.ncsipn;
- <a name="l01319"></a>01319 <span class="keywordflow">for</span> (i=1; i<=index; i++) {
- <a name="l01320"></a>01320 <span class="keywordflow">for</span> (j=1; j<=mesh_pts[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l01321"></a>01321 offset++;
- <a name="l01322"></a>01322 <span class="keywordflow">if</span> (nobL>nob) {
- <a name="l01323"></a>01323 fnow=fabs(ob[offset].val);
- <a name="l01324"></a>01324 fmult=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fabs(ob[offset].mult),
- <a name="l01325"></a>01325 fabs(ob[offset].mult_L));
- <a name="l01326"></a>01326 } <span class="keywordflow">else</span> {
- <a name="l01327"></a>01327 fnow=ob[offset].val;
- <a name="l01328"></a>01328 fmult=ob[offset].mult;
- <a name="l01329"></a>01329 }
- <a name="l01330"></a>01330 <span class="keywordflow">if</span> (j==1) {
- <a name="l01331"></a>01331 <span class="keywordflow">if</span> (nobL>nob) fnext=fabs(ob[offset+1].val);
- <a name="l01332"></a>01332 <span class="keywordflow">else</span> fnext=ob[offset+1].val;
- <a name="l01333"></a>01333 <span class="keywordflow">if</span> ((fnow>=fmax-epsilon)&& fnow>=fnext) {
- <a name="l01334"></a>01334 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01335"></a>01335 glob_info.tot_actf_sip++;
- <a name="l01336"></a>01336 <span class="keywordflow">if</span> (fmult==0.e0 && !glob_log.first) {
- <a name="l01337"></a>01337 glob_grd.valnom=ob[offset].val;
- <a name="l01338"></a>01338 <span class="keywordflow">if</span> (feasb) gradob(nparam,offset,x+1,
- <a name="l01339"></a>01339 ob[offset].grad+1,obj,cd);
- <a name="l01340"></a>01340 <span class="keywordflow">else</span> gradcn(nparam,offset,x+1,ob[offset].grad+1,
- <a name="l01341"></a>01341 constr,cd);
- <a name="l01342"></a>01342 }
- <a name="l01343"></a>01343 <span class="keywordflow">continue</span>;
- <a name="l01344"></a>01344 }
- <a name="l01345"></a>01345 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (j==mesh_pts[i]) {
- <a name="l01346"></a>01346 <span class="keywordflow">if</span> (nobL>nob) fprev=fabs(ob[offset-1].val);
- <a name="l01347"></a>01347 <span class="keywordflow">else</span> fprev=ob[offset-1].val;
- <a name="l01348"></a>01348 <span class="keywordflow">if</span> ((fnow>=fmax-epsilon)&& fnow>fprev) {
- <a name="l01349"></a>01349 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01350"></a>01350 glob_info.tot_actf_sip++;
- <a name="l01351"></a>01351 <span class="keywordflow">if</span> (fmult==0.e0 && !glob_log.first) {
- <a name="l01352"></a>01352 glob_grd.valnom=ob[offset].val;
- <a name="l01353"></a>01353 <span class="keywordflow">if</span> (feasb) gradob(nparam,offset,x+1,
- <a name="l01354"></a>01354 ob[offset].grad+1,obj,cd);
- <a name="l01355"></a>01355 <span class="keywordflow">else</span> gradcn(nparam,offset,x+1,ob[offset].grad+1,
- <a name="l01356"></a>01356 constr,cd);
- <a name="l01357"></a>01357 }
- <a name="l01358"></a>01358 <span class="keywordflow">continue</span>;
- <a name="l01359"></a>01359 }
- <a name="l01360"></a>01360 } <span class="keywordflow">else</span> {
- <a name="l01361"></a>01361 <span class="keywordflow">if</span> (nobL>nob) {
- <a name="l01362"></a>01362 fprev=fabs(ob[offset-1].val);
- <a name="l01363"></a>01363 fnext=fabs(ob[offset+1].val);
- <a name="l01364"></a>01364 } <span class="keywordflow">else</span> {
- <a name="l01365"></a>01365 fprev=ob[offset-1].val;
- <a name="l01366"></a>01366 fnext=ob[offset+1].val;
- <a name="l01367"></a>01367 }
- <a name="l01368"></a>01368 <span class="keywordflow">if</span> ((fnow>=fmax-epsilon)&& fnow>fprev &&
- <a name="l01369"></a>01369 fnow>=fnext) {
- <a name="l01370"></a>01370 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01371"></a>01371 glob_info.tot_actf_sip++;
- <a name="l01372"></a>01372 <span class="keywordflow">if</span> (fmult==0.e0 && !glob_log.first) {
- <a name="l01373"></a>01373 glob_grd.valnom=ob[offset].val;
- <a name="l01374"></a>01374 <span class="keywordflow">if</span> (feasb) gradob(nparam,offset,x+1,
- <a name="l01375"></a>01375 ob[offset].grad+1,obj,cd);
- <a name="l01376"></a>01376 <span class="keywordflow">else</span> gradcn(nparam,offset,x+1,ob[offset].grad+1,
- <a name="l01377"></a>01377 constr,cd);
- <a name="l01378"></a>01378 }
- <a name="l01379"></a>01379 <span class="keywordflow">continue</span>;
- <a name="l01380"></a>01380 }
- <a name="l01381"></a>01381 }
- <a name="l01382"></a>01382 <span class="keywordflow">if</span> (fnow>= fmax-glob_grd.epsmac && !ob[offset].act_sip) {
- <a name="l01383"></a>01383 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01384"></a>01384 glob_info.tot_actf_sip++;
- <a name="l01385"></a>01385 <span class="keywordflow">if</span> (fmult==0.e0 && !glob_log.first) {
- <a name="l01386"></a>01386 glob_grd.valnom=ob[offset].val;
- <a name="l01387"></a>01387 <span class="keywordflow">if</span> (feasb) gradob(nparam,offset,x+1,
- <a name="l01388"></a>01388 ob[offset].grad+1,obj,cd);
- <a name="l01389"></a>01389 <span class="keywordflow">else</span> gradcn(nparam,offset,x+1,ob[offset].grad+1,
- <a name="l01390"></a>01390 constr,cd);
- <a name="l01391"></a>01391 }
- <a name="l01392"></a>01392 <span class="keywordflow">continue</span>;
- <a name="l01393"></a>01393 }
- <a name="l01394"></a>01394 <span class="keywordflow">if</span> (fmult!=0.e0 && !ob[offset].act_sip) {
- <a name="l01395"></a>01395 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01396"></a>01396 glob_info.tot_actf_sip++;
- <a name="l01397"></a>01397 <span class="keywordflow">continue</span>;
- <a name="l01398"></a>01398 }
- <a name="l01399"></a>01399 }
- <a name="l01400"></a>01400 }
- <a name="l01401"></a>01401 <span class="comment">/* Addition of objectives for first iteration. */</span>
- <a name="l01402"></a>01402 <span class="comment">/* Current heuristics: maximizers and end-points */</span>
- <a name="l01403"></a>01403 <span class="keywordflow">if</span> (glob_log.first) {
- <a name="l01404"></a>01404 offset=nob-nfsip;
- <a name="l01405"></a>01405 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip;
- <a name="l01406"></a>01406 <span class="keywordflow">else</span> index=glob_info.ncsipn;
- <a name="l01407"></a>01407 <span class="keywordflow">for</span> (i=1; i<=index; i++) {
- <a name="l01408"></a>01408 i_max= ++offset;
- <a name="l01409"></a>01409 <span class="keywordflow">if</span> (nobL==nob) g_max=ob[i_max].val;
- <a name="l01410"></a>01410 <span class="keywordflow">else</span> g_max=fabs(ob[i_max].val);
- <a name="l01411"></a>01411 <span class="keywordflow">if</span> (!ob[i_max].act_sip) { <span class="comment">/* add first point */</span>
- <a name="l01412"></a>01412 ob[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01413"></a>01413 glob_info.tot_actf_sip++;
- <a name="l01414"></a>01414 }
- <a name="l01415"></a>01415 <span class="keywordflow">for</span> (j=2;j<=mesh_pts[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];j++) {
- <a name="l01416"></a>01416 offset++;
- <a name="l01417"></a>01417 <span class="keywordflow">if</span> (nobL==nob) fnow=ob[offset].val;
- <a name="l01418"></a>01418 <span class="keywordflow">else</span> fnow=fabs(ob[offset].val);
- <a name="l01419"></a>01419 <span class="keywordflow">if</span> (fnow>g_max) {
- <a name="l01420"></a>01420 i_max=offset;
- <a name="l01421"></a>01421 g_max=fnow;
- <a name="l01422"></a>01422 }
- <a name="l01423"></a>01423 }
- <a name="l01424"></a>01424 <span class="keywordflow">if</span> (!ob[i_max].act_sip) {
- <a name="l01425"></a>01425 ob[i_max].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01426"></a>01426 glob_info.tot_actf_sip++;
- <a name="l01427"></a>01427 }
- <a name="l01428"></a>01428 <span class="keywordflow">if</span> (!ob[offset].act_sip) { <span class="comment">/* add last point */</span>
- <a name="l01429"></a>01429 ob[offset].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01430"></a>01430 glob_info.tot_actf_sip++;
- <a name="l01431"></a>01431 }
- <a name="l01432"></a>01432 }
- <a name="l01433"></a>01433 }
- <a name="l01434"></a>01434
- <a name="l01435"></a>01435 <span class="comment">/* If necessary, append omega_bar */</span>
- <a name="l01436"></a>01436 <span class="keywordflow">if</span> (steps<1.e0 && viol->type==<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a312b1bb7bc37ad2b371ca636c9da2e39">OBJECT</a>) {
- <a name="l01437"></a>01437 i=viol->index;
- <a name="l01438"></a>01438 <span class="keywordflow">if</span> (!ob[i].act_sip) {
- <a name="l01439"></a>01439 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01440"></a>01440 glob_info.tot_actf_sip++;
- <a name="l01441"></a>01441 }
- <a name="l01442"></a>01442 }
- <a name="l01443"></a>01443 <span class="keywordflow">if</span> (glob_prnt.iprint>=2 && display)
- <a name="l01444"></a>01444 fprintf(glob_prnt.io,<span class="stringliteral">" |Omega_k| for f %26d\n"</span>,
- <a name="l01445"></a>01445 glob_info.tot_actf_sip);
- <a name="l01446"></a>01446 }
- <a name="l01447"></a>01447 viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>;
- <a name="l01448"></a>01448 viol->index=0;
- <a name="l01449"></a>01449 <span class="keywordflow">return</span>;
- <a name="l01450"></a>01450 }
- <a name="l01451"></a>01451
- <a name="l01452"></a>01452 <span class="comment">/*******************************************************************/</span>
- <a name="l01453"></a>01453 <span class="comment">/* CFSQP : Computation of the search direction */</span>
- <a name="l01454"></a>01454 <span class="comment">/*******************************************************************/</span>
- <a name="l01455"></a>01455
- <a name="l01456"></a>01456 <span class="keywordtype">void</span> cfsqp_Class::dir(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nn,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> feasb,<span class="keywordtype">double</span> *steps,<span class="keywordtype">double</span> epskt,<span class="keywordtype">double</span> epseqn,<span class="keywordtype">double</span> *sktnom,<span class="keywordtype">double</span> *scvneq,<span class="keywordtype">double</span> Ck,<span class="keywordtype">double</span> *d0nm,<span class="keywordtype">double</span> *grdftd,<span class="keywordtype">int</span> *indxob,<span class="keywordtype">int</span> *indxcn,<span class="keywordtype">int</span> *iact,<span class="keywordtype">int</span> *iskp,<span class="keywordtype">int</span> *iskip,<span class="keywordtype">int</span> *istore,<span class="keyword">struct</span> _parameter *param,<span class="keywordtype">double</span> *di,<span class="keywordtype">double</span> *d,<span class="keyword">struct</span> _constraint *cs,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> *fM,<span class="keywordtype">double</span> *fMp,<span class="keywordtype">double</span> *fmax,<span class="keywordtype">double</span> *psf,<span class="keywordtype">double</span> *grdpsf,<span class="keywordtype">double</span> *penp,<span class="keywordtype">double</span> **a,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *clamda,<span class="keywordtype">double</span> *cvec,<span class="keywordtype">double</span> **hess,<span class="keywordtype">double</span> **hess1,<span class="keywordtype">double</span> *backup,<span class="keywordtype">double</span> *signeq,<span class="keyword">struct</span> _violation *viol,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *))
- <a name="l01457"></a>01457 {
- <a name="l01458"></a>01458 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,k,kk,ncg,ncf,nqprm0,nclin0,nctot0,infoqp,nqprm1,ncl,
- <a name="l01459"></a>01459 nclin1,ncc,nff,nrowa0,nrowa1,ninq,nobb,nobbL,
- <a name="l01460"></a>01460 nncn,ltem1,ltem2,display,need_d1;
- <a name="l01461"></a>01461 <span class="keywordtype">double</span> fmxl,vv,dx,dmx,dnm1,dnm,v0,v1,vk,temp1,temp2,theta,
- <a name="l01462"></a>01462 rhol,rhog,rho,grdfd0,grdfd1,dummy,grdgd0,grdgd1,thrshd,
- <a name="l01463"></a>01463 sign,*adummy,dnmtil,*tempv;
- <a name="l01464"></a>01464
- <a name="l01465"></a>01465 <span class="preprocessor">#ifndef IGNORE_ADDITIONS_BY_MIKE</span>
- <a name="l01466"></a>01466 <span class="preprocessor"></span>
- <a name="l01467"></a>01467 k=0; <span class="comment">// added by mike </span>
- <a name="l01468"></a>01468 vk=0;
- <a name="l01469"></a>01469 nclin1=0;
- <a name="l01470"></a>01470
- <a name="l01471"></a>01471 <span class="preprocessor">#endif</span>
- <a name="l01472"></a>01472 <span class="preprocessor"></span>
- <a name="l01473"></a>01473 ncg=ncf=*iskp=0;
- <a name="l01474"></a>01474 ncl=glob_info.nnineq-nineqn;
- <a name="l01475"></a>01475 glob_log.local=glob_log.update=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01476"></a>01476 glob_log.rhol_is1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01477"></a>01477 thrshd=tolfea;
- <a name="l01478"></a>01478 adummy=make_dv(1);
- <a name="l01479"></a>01479 adummy[1]=0.e0;
- <a name="l01480"></a>01480 dummy=0.e0;
- <a name="l01481"></a>01481 temp1=temp2=0.e0;
- <a name="l01482"></a>01482 <span class="keywordflow">if</span> (glob_prnt.iter%glob_prnt.iter_mod) display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01483"></a>01483 <span class="keywordflow">else</span> display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01484"></a>01484 need_d1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01485"></a>01485
- <a name="l01486"></a>01486 <span class="keywordflow">if</span> (nobL<=1) {
- <a name="l01487"></a>01487 nqprm0=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>;
- <a name="l01488"></a>01488 nclin0=ncnstr;
- <a name="l01489"></a>01489 } <span class="keywordflow">else</span> {
- <a name="l01490"></a>01490 nqprm0=nparam+1;
- <a name="l01491"></a>01491 nclin0=ncnstr+nobL;
- <a name="l01492"></a>01492 }
- <a name="l01493"></a>01493 nctot0=nqprm0+nclin0;
- <a name="l01494"></a>01494 vv=0.e0;
- <a name="l01495"></a>01495 nrowa0=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nclin0,1);
- <a name="l01496"></a>01496 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++) {
- <a name="l01497"></a>01497 <span class="keywordflow">if</span> (feasb) {
- <a name="l01498"></a>01498 <span class="keywordflow">if</span> (i>nineqn && i<=glob_info.nnineq)
- <a name="l01499"></a>01499 iskip[glob_info.nnineq+2-<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01500"></a>01500 iw[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01501"></a>01501 } <span class="keywordflow">else</span> {
- <a name="l01502"></a>01502 <span class="keywordflow">if</span> (i<=ncl) iskip[ncl+2-<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=nineqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01503"></a>01503 <span class="keywordflow">if</span> (i<=ncl) iw[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=nineqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01504"></a>01504 <span class="keywordflow">if</span> (i>ncl) iw[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=nineqn+neqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01505"></a>01505 }
- <a name="l01506"></a>01506 }
- <a name="l01507"></a>01507 <span class="keywordflow">for</span> (i=1; i<=nob; i++)
- <a name="l01508"></a>01508 iw[ncnstr+i]=i;
- <a name="l01509"></a>01509 nullvc(nparam, cvec);
- <a name="l01510"></a>01510 glob_log.d0_is0=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01511"></a>01511 dqp(nparam,nqprm0,nob,nobL,nfsip,nineqn,neq,neqn,nn,ncsipl,ncsipn,
- <a name="l01512"></a>01512 ncnstr,nctot0,nrowa0,nineqn,&infoqp,param,di,feasb,ob,
- <a name="l01513"></a>01513 *fmax,grdpsf,cs,a,cvec,bl,bu,clamda,hess,hess1,di,vv,0);
- <a name="l01514"></a>01514 <span class="keywordflow">if</span> (infoqp!=0) {
- <a name="l01515"></a>01515 glob_prnt.info=5;
- <a name="l01516"></a>01516 <span class="keywordflow">if</span> (!feasb) glob_prnt.info=2;
- <a name="l01517"></a>01517 nstop=0;
- <a name="l01518"></a>01518 free_dv(adummy);
- <a name="l01519"></a>01519 <span class="keywordflow">return</span>;
- <a name="l01520"></a>01520 }
- <a name="l01521"></a>01521 <span class="comment">/*-------------------------------------------------------------*/</span>
- <a name="l01522"></a>01522 <span class="comment">/* Reorder indexes of constraints & objectives */</span>
- <a name="l01523"></a>01523 <span class="comment">/*-------------------------------------------------------------*/</span>
- <a name="l01524"></a>01524 <span class="keywordflow">if</span> (nn>1) {
- <a name="l01525"></a>01525 j=1;
- <a name="l01526"></a>01526 k=nn;
- <a name="l01527"></a>01527 <span class="keywordflow">for</span> (i=nn; i>=1; i--) {
- <a name="l01528"></a>01528 <span class="keywordflow">if</span> (fuscmp(cs[indxcn[i]].mult,thrshd)) {
- <a name="l01529"></a>01529 iact[j]=indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01530"></a>01530 j++;
- <a name="l01531"></a>01531 } <span class="keywordflow">else</span> {
- <a name="l01532"></a>01532 iact[k]=indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01533"></a>01533 k--;
- <a name="l01534"></a>01534 }
- <a name="l01535"></a>01535 }
- <a name="l01536"></a>01536 }
- <a name="l01537"></a>01537 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l01538"></a>01538 j=nn+1;
- <a name="l01539"></a>01539 k=nn+nob;
- <a name="l01540"></a>01540 <span class="keywordflow">for</span> (i=nob; i>=1; i--) {
- <a name="l01541"></a>01541 kk=nqprm0+ncnstr;
- <a name="l01542"></a>01542 ltem1=fuscmp(ob[i].mult,thrshd);
- <a name="l01543"></a>01543 ltem2=(nobL!=nob) && (fuscmp(ob[i].mult_L,thrshd));
- <a name="l01544"></a>01544 <span class="keywordflow">if</span> (ltem1 || ltem2) {
- <a name="l01545"></a>01545 iact[j]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01546"></a>01546 j++;
- <a name="l01547"></a>01547 } <span class="keywordflow">else</span> {
- <a name="l01548"></a>01548 iact[k]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l01549"></a>01549 k--;
- <a name="l01550"></a>01550 }
- <a name="l01551"></a>01551 }
- <a name="l01552"></a>01552 }
- <a name="l01553"></a>01553 <span class="keywordflow">if</span> (nob>0) vv=ob[iact[nn+1]].val;
- <a name="l01554"></a>01554 *d0nm=sqrt(scaprd(nparam,di,di));
- <a name="l01555"></a>01555 <span class="keywordflow">if</span> (glob_log.first && nclin0==0) {
- <a name="l01556"></a>01556 dx=sqrt(scaprd(nparam,param->x,param->x));
- <a name="l01557"></a>01557 dmx=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(dx,1.e0);
- <a name="l01558"></a>01558 <span class="keywordflow">if</span> (*d0nm>dmx) {
- <a name="l01559"></a>01559 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l01560"></a>01560 di[i]=di[i]*dmx/(*d0nm);
- <a name="l01561"></a>01561 *d0nm=dmx;
- <a name="l01562"></a>01562 }
- <a name="l01563"></a>01563 }
- <a name="l01564"></a>01564 matrvc(nparam,nparam,hess,di,w);
- <a name="l01565"></a>01565 <span class="keywordflow">if</span> (nn==0) *grdftd = -scaprd(nparam,w,di);
- <a name="l01566"></a>01566 *sktnom=sqrt(scaprd(nparam,w,w));
- <a name="l01567"></a>01567 <span class="keywordflow">if</span> (((*d0nm<=epskt)||((<a class="code" href="classcfsqp__Class.html#a68264800521bb6cfb55e9a45471f5685">gLgeps</a>>0.e0)&&(*sktnom<=<a class="code" href="classcfsqp__Class.html#a68264800521bb6cfb55e9a45471f5685">gLgeps</a>)))&&
- <a name="l01568"></a>01568 (neqn==0 || *scvneq<=epseqn)) {
- <a name="l01569"></a>01569 <span class="comment">/* We are finished! */</span>
- <a name="l01570"></a>01570 nstop=0;
- <a name="l01571"></a>01571 <span class="keywordflow">if</span> (feasb && glob_log.first && neqn!=0) {
- <a name="l01572"></a>01572 <span class="comment">/* Finished, but still need to estimate nonlinear equality</span>
- <a name="l01573"></a>01573 <span class="comment"> constraint multipliers */</span>
- <a name="l01574"></a>01574 glob_log.get_ne_mult = <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01575"></a>01575 glob_log.d0_is0 = <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01576"></a>01576 }
- <a name="l01577"></a>01577 <span class="keywordflow">if</span> (!feasb) glob_prnt.info=2;
- <a name="l01578"></a>01578 free_dv(adummy);
- <a name="l01579"></a>01579 <span class="keywordflow">if</span> (glob_prnt.iprint<3 || !display) <span class="keywordflow">return</span>;
- <a name="l01580"></a>01580 <span class="keywordflow">if</span> (nobL<=1) nff=1;
- <a name="l01581"></a>01581 <span class="keywordflow">if</span> (nobL>1) nff=2;
- <a name="l01582"></a>01582 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"multipliers for x "</span>,dummy,
- <a name="l01583"></a>01583 param->mult,2,2);
- <a name="l01584"></a>01584 <span class="keywordflow">if</span> (ncnstr!=0) {
- <a name="l01585"></a>01585 fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,
- <a name="l01586"></a>01586 <span class="stringliteral">" for g "</span>,cs[1].mult);
- <a name="l01587"></a>01587 <span class="keywordflow">for</span> (j=2; j<=ncnstr; j++)
- <a name="l01588"></a>01588 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t\t\t\t %22.14e\n"</span>,cs[j].mult);
- <a name="l01589"></a>01589 }
- <a name="l01590"></a>01590 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l01591"></a>01591 fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,
- <a name="l01592"></a>01592 <span class="stringliteral">" for f "</span>,ob[1].mult);
- <a name="l01593"></a>01593 <span class="keywordflow">for</span> (j=2; j<=nob; j++)
- <a name="l01594"></a>01594 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t\t\t\t %22.14e\n"</span>,ob[j].mult);
- <a name="l01595"></a>01595 }
- <a name="l01596"></a>01596 <span class="keywordflow">return</span>;
- <a name="l01597"></a>01597 }
- <a name="l01598"></a>01598 <span class="keywordflow">if</span> (glob_prnt.iprint>=3 && display) {
- <a name="l01599"></a>01599 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"d0 "</span>,dummy,di,2,2);
- <a name="l01600"></a>01600 sbout1(glob_prnt.io,0,<span class="stringliteral">"d0norm "</span>,*d0nm,adummy,1,2);
- <a name="l01601"></a>01601 sbout1(glob_prnt.io,0,<span class="stringliteral">"ktnorm "</span>,*sktnom,adummy,1,2);
- <a name="l01602"></a>01602 }
- <a name="l01603"></a>01603 <span class="keywordflow">if</span> (neqn!=0 && *d0nm<=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(0.5e0*epskt,(0.1e-1)*glob_grd.rteps)
- <a name="l01604"></a>01604 && *scvneq>epseqn) {
- <a name="l01605"></a>01605 <span class="comment">/* d0 is "zero", but equality constraints not satisfied */</span>
- <a name="l01606"></a>01606 glob_log.d0_is0 = <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01607"></a>01607 <span class="keywordflow">return</span>;
- <a name="l01608"></a>01608 }
- <a name="l01609"></a>01609 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01610"></a>01610 <span class="comment">/* Single objective without nonlinear constraints requires */</span>
- <a name="l01611"></a>01611 <span class="comment">/* no d1 and dtilde; multi-objectives without nonlinear */</span>
- <a name="l01612"></a>01612 <span class="comment">/* constraints requires no d1. */</span>
- <a name="l01613"></a>01613 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01614"></a>01614 <span class="keywordflow">if</span> (nn!=0) *grdftd=slope(nob,nobL,neqn,nparam,feasb,ob,grdpsf,
- <a name="l01615"></a>01615 di,d,*fmax,dummy,0,adummy,0);
- <a name="l01616"></a>01616
- <a name="l01617"></a>01617 <span class="keywordflow">if</span> (nn==0 && nobL<=1) {
- <a name="l01618"></a>01618 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01619"></a>01619 dnmtil=0.e0;
- <a name="l01620"></a>01620 free_dv(adummy);
- <a name="l01621"></a>01621 <span class="keywordflow">return</span>;
- <a name="l01622"></a>01622 }
- <a name="l01623"></a>01623 <span class="keywordflow">if</span> (nn==0) {
- <a name="l01624"></a>01624 dnm=*d0nm;
- <a name="l01625"></a>01625 rho=0.e0;
- <a name="l01626"></a>01626 rhog=0.e0;
- <a name="l01627"></a>01627 <span class="keywordflow">goto</span> L310;
- <a name="l01628"></a>01628 }
- <a name="l01629"></a>01629 <span class="comment">/*-------------------------------------------------------------*/</span>
- <a name="l01630"></a>01630 <span class="comment">/* compute modified first order direction d1 */</span>
- <a name="l01631"></a>01631 <span class="comment">/*-------------------------------------------------------------*/</span>
- <a name="l01632"></a>01632
- <a name="l01633"></a>01633 <span class="comment">/* First check that it is necessary */</span>
- <a name="l01634"></a>01634 <span class="keywordflow">if</span> (glob_info.mode==1) {
- <a name="l01635"></a>01635 vk=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(Ck*(*d0nm)*(*d0nm),*d0nm);
- <a name="l01636"></a>01636 need_d1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01637"></a>01637 <span class="keywordflow">for</span> (i=1; i<=nn; i++) {
- <a name="l01638"></a>01638 tempv=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].grad;
- <a name="l01639"></a>01639 grdgd0=scaprd(nparam,tempv,di);
- <a name="l01640"></a>01640 temp1=vk+cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].val+grdgd0;
- <a name="l01641"></a>01641 <span class="keywordflow">if</span> (temp1>0.e0) {
- <a name="l01642"></a>01642 need_d1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01643"></a>01643 <span class="keywordflow">break</span>;
- <a name="l01644"></a>01644 }
- <a name="l01645"></a>01645 }
- <a name="l01646"></a>01646 }
- <a name="l01647"></a>01647 <span class="keywordflow">if</span> (need_d1) {
- <a name="l01648"></a>01648 nqprm1=nparam+1;
- <a name="l01649"></a>01649 <span class="keywordflow">if</span> (glob_info.mode==0) nclin1=ncnstr+(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nobL,1);
- <a name="l01650"></a>01650 <span class="keywordflow">if</span> (glob_info.mode==1) nclin1=ncnstr;
- <a name="l01651"></a>01651 nrowa1=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nclin1,1);
- <a name="l01652"></a>01652 ninq=glob_info.nnineq;
- <a name="l01653"></a>01653 di1(nparam,nqprm1,nob,nobL,nfsip,nineqn,neq,neqn,ncnstr,
- <a name="l01654"></a>01654 ncsipl,ncsipn,nrowa1,&infoqp,glob_info.mode,
- <a name="l01655"></a>01655 param,di,ob,*fmax,grdpsf,cs,cvec,bl,bu,clamda,
- <a name="l01656"></a>01656 hess1,d,*steps);
- <a name="l01657"></a>01657 <span class="keywordflow">if</span> (infoqp!=0) {
- <a name="l01658"></a>01658 glob_prnt.info=6;
- <a name="l01659"></a>01659 <span class="keywordflow">if</span> (!feasb) glob_prnt.info=2;
- <a name="l01660"></a>01660 nstop=0;
- <a name="l01661"></a>01661 free_dv(adummy);
- <a name="l01662"></a>01662 <span class="keywordflow">return</span>;
- <a name="l01663"></a>01663 }
- <a name="l01664"></a>01664 dnm1=sqrt(scaprd(nparam,d,d));
- <a name="l01665"></a>01665 <span class="keywordflow">if</span> (glob_prnt.iprint>=3 && display) {
- <a name="l01666"></a>01666 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"d1 "</span>,dummy,d,2,2);
- <a name="l01667"></a>01667 sbout1(glob_prnt.io,0,<span class="stringliteral">"d1norm "</span>,dnm1,adummy,1,2);
- <a name="l01668"></a>01668 }
- <a name="l01669"></a>01669 } <span class="keywordflow">else</span> {
- <a name="l01670"></a>01670 dnm1=0.e0;
- <a name="l01671"></a>01671 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01672"></a>01672 }
- <a name="l01673"></a>01673 <span class="keywordflow">if</span> (glob_info.mode!=1) {
- <a name="l01674"></a>01674 v0=pow(*d0nm,2.1);
- <a name="l01675"></a>01675 v1=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(0.5e0,pow(dnm1,2.5));
- <a name="l01676"></a>01676 rho=v0/(v0+v1);
- <a name="l01677"></a>01677 rhog=rho;
- <a name="l01678"></a>01678 } <span class="keywordflow">else</span> {
- <a name="l01679"></a>01679 rhol=0.e0;
- <a name="l01680"></a>01680 <span class="keywordflow">if</span> (need_d1) {
- <a name="l01681"></a>01681 <span class="keywordflow">for</span> (i=1; i<=nn; i++) {
- <a name="l01682"></a>01682 tempv=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].grad;
- <a name="l01683"></a>01683 grdgd0=scaprd(nparam,tempv,di);
- <a name="l01684"></a>01684 grdgd1=scaprd(nparam,tempv,d);
- <a name="l01685"></a>01685 temp1=vk+cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].val+grdgd0;
- <a name="l01686"></a>01686 temp2=grdgd1-grdgd0;
- <a name="l01687"></a>01687 <span class="keywordflow">if</span> (temp1<=0.e0) <span class="keywordflow">continue</span>;
- <a name="l01688"></a>01688 <span class="keywordflow">if</span> (fabs(temp2)<glob_grd.epsmac) {
- <a name="l01689"></a>01689 rhol=1.e0;
- <a name="l01690"></a>01690 glob_log.rhol_is1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01691"></a>01691 <span class="keywordflow">break</span>;
- <a name="l01692"></a>01692 }
- <a name="l01693"></a>01693 rhol=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(rhol,-temp1/temp2);
- <a name="l01694"></a>01694 <span class="keywordflow">if</span> (temp2<0.e0 && rhol<1.e0) <span class="keywordflow">continue</span>;
- <a name="l01695"></a>01695 rhol=1.e0;
- <a name="l01696"></a>01696 glob_log.rhol_is1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01697"></a>01697 <span class="keywordflow">break</span>;
- <a name="l01698"></a>01698 }
- <a name="l01699"></a>01699 }
- <a name="l01700"></a>01700 theta=0.2e0;
- <a name="l01701"></a>01701 <span class="keywordflow">if</span> (rhol==0.e0) {
- <a name="l01702"></a>01702 rhog=rho=0.e0;
- <a name="l01703"></a>01703 dnm=*d0nm;
- <a name="l01704"></a>01704 <span class="keywordflow">goto</span> L310;
- <a name="l01705"></a>01705 }
- <a name="l01706"></a>01706 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l01707"></a>01707 rhog=slope(nob,nobL,neqn,nparam,feasb,ob,grdpsf,
- <a name="l01708"></a>01708 di,d,*fmax,theta,glob_info.mode,adummy,0);
- <a name="l01709"></a>01709 rhog=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(rhol,rhog);
- <a name="l01710"></a>01710 } <span class="keywordflow">else</span> {
- <a name="l01711"></a>01711 grdfd0= *grdftd;
- <a name="l01712"></a>01712 <span class="keywordflow">if</span> (nob==1) grdfd1=scaprd(nparam,ob[1].grad,d);
- <a name="l01713"></a>01713 <span class="keywordflow">else</span> grdfd1=0.e0;
- <a name="l01714"></a>01714 grdfd1=grdfd1-scaprd(nparam,grdpsf,d);
- <a name="l01715"></a>01715 temp1=grdfd1-grdfd0;
- <a name="l01716"></a>01716 temp2=(theta-1.e0)*grdfd0/temp1;
- <a name="l01717"></a>01717 <span class="keywordflow">if</span>(temp1<=0.e0) rhog=rhol;
- <a name="l01718"></a>01718 <span class="keywordflow">else</span> rhog=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(rhol,temp2);
- <a name="l01719"></a>01719 }
- <a name="l01720"></a>01720 rho=rhog;
- <a name="l01721"></a>01721 <span class="keywordflow">if</span> (*steps==1.e0 && rhol<0.5e0) rho=rhol;
- <a name="l01722"></a>01722 }
- <a name="l01723"></a>01723 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l01724"></a>01724 <span class="keywordflow">if</span> (rho!=rhog) cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=di[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01725"></a>01725 di[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=(1.e0-rho)*di[i]+rho*d[i];
- <a name="l01726"></a>01726 }
- <a name="l01727"></a>01727 dnm=sqrt(scaprd(nparam,di,di));
- <a name="l01728"></a>01728 <span class="keywordflow">if</span> (!(glob_prnt.iprint<3 || glob_info.mode==1 || nn==0)&&display) {
- <a name="l01729"></a>01729 sbout1(glob_prnt.io,0,<span class="stringliteral">"rho "</span>,rho,adummy,1,2);
- <a name="l01730"></a>01730 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"d "</span>,dummy,di,2,2);
- <a name="l01731"></a>01731 sbout1(glob_prnt.io,0,<span class="stringliteral">"dnorm "</span>,dnm,adummy,1,2);
- <a name="l01732"></a>01732 }
- <a name="l01733"></a>01733 L310:
- <a name="l01734"></a>01734 <span class="keywordflow">for</span> (i=1; i<=nob; i++) bl[i]=ob[i].val;
- <a name="l01735"></a>01735 <span class="keywordflow">if</span> (rho!=1.e0) {
- <a name="l01736"></a>01736 <span class="keywordflow">if</span> (!(glob_prnt.iprint!=3 || glob_info.mode==0 || nn==0)
- <a name="l01737"></a>01737 && display) {
- <a name="l01738"></a>01738 sbout1(glob_prnt.io,0,<span class="stringliteral">"Ck "</span>,Ck,adummy,1,2);
- <a name="l01739"></a>01739 sbout1(glob_prnt.io,0,<span class="stringliteral">"rhol "</span>,rho,adummy,1,2);
- <a name="l01740"></a>01740 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"dl "</span>,dummy,di,2,2);
- <a name="l01741"></a>01741 sbout1(glob_prnt.io,0,<span class="stringliteral">"dlnorm "</span>,dnm,adummy,1,2);
- <a name="l01742"></a>01742 }
- <a name="l01743"></a>01743 <span class="keywordflow">if</span> (glob_info.mode!=0) {
- <a name="l01744"></a>01744 glob_log.local=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01745"></a>01745 step1(nparam,nob,nobL,nfsip,nineqn,neq,neqn,nn,ncsipl,ncsipn,
- <a name="l01746"></a>01746 ncnstr,&ncg,&ncf,indxob,indxcn,iact,iskp,iskip,istore,
- <a name="l01747"></a>01747 feasb,*grdftd,ob,fM,fMp,fmax,psf,penp,steps,scvneq,bu,
- <a name="l01748"></a>01748 param->x,di,d,cs,backup,signeq,viol,obj,constr,param->cd);
- <a name="l01749"></a>01749 <span class="keywordflow">if</span> (!glob_log.update) nstop=1;
- <a name="l01750"></a>01750 <span class="keywordflow">else</span> {
- <a name="l01751"></a>01751 free_dv(adummy);
- <a name="l01752"></a>01752 <span class="keywordflow">return</span>;
- <a name="l01753"></a>01753 }
- <a name="l01754"></a>01754 glob_log.local=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l01755"></a>01755 <span class="keywordflow">if</span> (rho!=rhog && nn!=0)
- <a name="l01756"></a>01756 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l01757"></a>01757 di[i]=(1-rhog)*cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+rhog*d[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01758"></a>01758 dnm=sqrt(scaprd(nparam,di,di));
- <a name="l01759"></a>01759 }
- <a name="l01760"></a>01760 }
- <a name="l01761"></a>01761 <span class="keywordflow">if</span> (!(glob_prnt.iprint<3 || glob_info.mode==0 || nn==0) &&
- <a name="l01762"></a>01762 display) {
- <a name="l01763"></a>01763 sbout1(glob_prnt.io,0,<span class="stringliteral">"rhog "</span>,rhog,adummy,1,2);
- <a name="l01764"></a>01764 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"dg "</span>,dummy,di,2,2);
- <a name="l01765"></a>01765 sbout1(glob_prnt.io,0,<span class="stringliteral">"dgnorm "</span>,dnm,adummy,1,2);
- <a name="l01766"></a>01766 }
- <a name="l01767"></a>01767 <span class="keywordflow">if</span> (rho !=0.e0) *grdftd=slope(nob,nobL,neqn,nparam,feasb,ob,
- <a name="l01768"></a>01768 grdpsf,di,d,*fmax,theta,0,bl,1);
- <a name="l01769"></a>01769 <span class="keywordflow">if</span> (glob_info.mode!=1 || rho!=rhog)
- <a name="l01770"></a>01770 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l01771"></a>01771 bu[i]=param->x[i]+di[i];
- <a name="l01772"></a>01772 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l01773"></a>01773 if (rho!=rhog) ncg=0;
- <a name="l01774"></a>01774 ncc=ncg+1;
- <a name="l01775"></a>01775 fmxl=-bgbnd;
- <a name="l01776"></a>01776 ninq=nncn=ncg;
- <a name="l01777"></a>01777 j=0;
- <a name="l01778"></a>01778 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01779"></a>01779 <span class="comment">/* iskip[1]-iskip[iskp] store the indexes of linear inequality*/</span>
- <a name="l01780"></a>01780 <span class="comment">/* constraints that are not to be used to compute d~ */</span>
- <a name="l01781"></a>01781 <span class="comment">/* iskip[nnineq-nineqn+1]-iskip[nnineq-ncn+1-iskp] store */</span>
- <a name="l01782"></a>01782 <span class="comment">/* those that are to be used to compute d~ */</span>
- <a name="l01783"></a>01783 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01784"></a>01784 <span class="keywordflow">for</span> (i=ncc; i<=ncnstr; i++) {
- <a name="l01785"></a>01785 <span class="keywordflow">if</span> (i<=nn) kk=iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01786"></a>01786 <span class="keywordflow">else</span> kk=indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01787"></a>01787 <span class="keywordflow">if</span> (kk>nineqn && kk<=glob_info.nnineq) {
- <a name="l01788"></a>01788 iskip[ncl+1-j]=kk;
- <a name="l01789"></a>01789 j++;
- <a name="l01790"></a>01790 }
- <a name="l01791"></a>01791 <span class="keywordflow">if</span> (kk<=glob_info.nnineq) {
- <a name="l01792"></a>01792 tempv=cs[kk].grad;
- <a name="l01793"></a>01793 temp1=dnm*sqrt(scaprd(nparam,tempv,tempv));
- <a name="l01794"></a>01794 temp2=cs[kk].mult;
- <a name="l01795"></a>01795 }
- <a name="l01796"></a>01796 <span class="keywordflow">if</span> (temp2!=0.e0 || cs[kk].val >= (-0.2e0*temp1) ||
- <a name="l01797"></a>01797 kk>glob_info.nnineq) {
- <a name="l01798"></a>01798 ninq++;
- <a name="l01799"></a>01799 iw[ninq]=kk;
- <a name="l01800"></a>01800 <span class="keywordflow">if</span> (feasb && kk<=nineqn) istore[kk]=1;
- <a name="l01801"></a>01801 constr(nparam,kk,bu+1,&(cs[kk].val),param->cd);
- <a name="l01802"></a>01802 <span class="keywordflow">if</span> (!feasb || (feasb && (kk>glob_info.nnineq+neqn))) <span class="keywordflow">continue</span>;
- <a name="l01803"></a>01803 <span class="keywordflow">if</span> (kk<=nineqn) nncn=ninq;
- <a name="l01804"></a>01804 fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl,cs[kk].val);
- <a name="l01805"></a>01805 <span class="keywordflow">if</span> (feasb &&(kk<=nineqn || (kk>glob_info.nnineq
- <a name="l01806"></a>01806 && kk<=(glob_info.nnineq+neqn)))) glob_info.ncallg++;
- <a name="l01807"></a>01807 <span class="keywordflow">if</span> (fabs(fmxl)>bgbnd) {
- <a name="l01808"></a>01808 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01809"></a>01809 dnmtil=0.e0;
- <a name="l01810"></a>01810 nstop=1;
- <a name="l01811"></a>01811 free_dv(adummy);
- <a name="l01812"></a>01812 <span class="keywordflow">return</span>;
- <a name="l01813"></a>01813 }
- <a name="l01814"></a>01814 <span class="keywordflow">continue</span>;
- <a name="l01815"></a>01815 }
- <a name="l01816"></a>01816 <span class="keywordflow">if</span> (kk<=nineqn) <span class="keywordflow">continue</span>;
- <a name="l01817"></a>01817 (*iskp)++;
- <a name="l01818"></a>01818 iskip[*iskp]=kk;
- <a name="l01819"></a>01819 j--;
- <a name="l01820"></a>01820 }
- <a name="l01821"></a>01821 <span class="keywordflow">if</span> ((neqn!=0)&&(feasb))
- <a name="l01822"></a>01822 resign(nparam,neqn,psf,grdpsf,penp,cs,signeq,10,20);
- <a name="l01823"></a>01823 ninq-=neq;
- <a name="l01824"></a>01824 <span class="comment">/* if (!feasb) ninq+=neqn; BUG??? */</span>
- <a name="l01825"></a>01825 <span class="keywordflow">if</span> (ncg!=0) <span class="keywordflow">for</span> (i=1; i<=ncg; i++) {
- <a name="l01826"></a>01826 iw[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01827"></a>01827 <span class="keywordflow">if</span> (iact[i]<=nineqn) istore[iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]]=1;
- <a name="l01828"></a>01828 fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl,cs[iact[i]].val);
- <a name="l01829"></a>01829 <span class="keywordflow">if</span> (fabs(fmxl)>bgbnd) {
- <a name="l01830"></a>01830 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01831"></a>01831 dnmtil=0.e0;
- <a name="l01832"></a>01832 nstop=1;
- <a name="l01833"></a>01833 free_dv(adummy);
- <a name="l01834"></a>01834 <span class="keywordflow">return</span>;
- <a name="l01835"></a>01835 }
- <a name="l01836"></a>01836 }
- <a name="l01837"></a>01837 <span class="keywordflow">if</span> (nobL<=1) {
- <a name="l01838"></a>01838 iw[1+ninq+neq]=1;
- <a name="l01839"></a>01839 nobb=nob;
- <a name="l01840"></a>01840 <span class="keywordflow">goto</span> L1110;
- <a name="l01841"></a>01841 }
- <a name="l01842"></a>01842 <span class="keywordflow">if</span> (rho!=rhog) ncf=0;
- <a name="l01843"></a>01843 nff=ncf+1;
- <a name="l01844"></a>01844 nobb=ncf;
- <a name="l01845"></a>01845 sign=1.e0;
- <a name="l01846"></a>01846 fmxl=-bgbnd;
- <a name="l01847"></a>01847 <span class="keywordflow">if</span> (ob[iact[nn+1]].mult<0.e0) sign=-1.e0;
- <a name="l01848"></a>01848 <span class="keywordflow">for</span> (i=nff; i<=nob; i++) {
- <a name="l01849"></a>01849 kk=iact[nn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01850"></a>01850 <span class="keywordflow">if</span> (!feasb) kk=iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01851"></a>01851 <span class="keywordflow">if</span> (feasb) k=nn+1;
- <a name="l01852"></a>01852 <span class="keywordflow">if</span> (!feasb) k=1;
- <a name="l01853"></a>01853 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++)
- <a name="l01854"></a>01854 w[nparam+j]=sign*ob[iact[k]].grad[j]-ob[kk].grad[j];
- <a name="l01855"></a>01855 temp1=fabs(ob[kk].val-sign*vv);
- <a name="l01856"></a>01856 temp2=dnm*sqrt(scaprd(nparam,&w[nparam],&w[nparam]));
- <a name="l01857"></a>01857 <span class="keywordflow">if</span> (temp1!=0.e0 && temp2!=0.e0) {
- <a name="l01858"></a>01858 temp1=temp1/temp2;
- <a name="l01859"></a>01859 temp2=ob[kk].mult;
- <a name="l01860"></a>01860 <span class="keywordflow">if</span> (temp2==0.e0 && temp1>0.2e0) <span class="keywordflow">continue</span>;
- <a name="l01861"></a>01861 }
- <a name="l01862"></a>01862 nobb++;
- <a name="l01863"></a>01863 iw[nobb+ninq+neq]=kk;
- <a name="l01864"></a>01864 <span class="keywordflow">if</span> (feasb) istore[nineqn+kk]=1;
- <a name="l01865"></a>01865 <span class="keywordflow">else</span> istore[kk]=1;
- <a name="l01866"></a>01866 <span class="keywordflow">if</span> (!feasb) {
- <a name="l01867"></a>01867 constr(nparam,indxob[kk],bu+1,&(ob[kk].val),param->cd);
- <a name="l01868"></a>01868 glob_info.ncallg++;
- <a name="l01869"></a>01869 } <span class="keywordflow">else</span> {
- <a name="l01870"></a>01870 obj(nparam,kk,bu+1,&(ob[kk].val),param->cd);
- <a name="l01871"></a>01871 glob_info.ncallf++;
- <a name="l01872"></a>01872 <span class="keywordflow">if</span> (nobL!=nob) fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl, -ob[kk].val);
- <a name="l01873"></a>01873 }
- <a name="l01874"></a>01874 fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl,ob[kk].val);
- <a name="l01875"></a>01875 <span class="keywordflow">if</span> (fabs(fmxl)>bgbnd) {
- <a name="l01876"></a>01876 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01877"></a>01877 dnmtil=0.e0;
- <a name="l01878"></a>01878 nstop=1;
- <a name="l01879"></a>01879 free_dv(adummy);
- <a name="l01880"></a>01880 <span class="keywordflow">return</span>;
- <a name="l01881"></a>01881 }
- <a name="l01882"></a>01882 }
- <a name="l01883"></a>01883 <span class="keywordflow">if</span> (ncf != 0) {
- <a name="l01884"></a>01884 <span class="keywordflow">for</span> (i=1; i<=ncf; i++) {
- <a name="l01885"></a>01885 iw[ninq+neq+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=iact[i+nn];
- <a name="l01886"></a>01886 istore[nineqn+iact[i+nn]]=1;
- <a name="l01887"></a>01887 fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl,ob[iact[i+nn]].val);
- <a name="l01888"></a>01888 <span class="keywordflow">if</span> (nobL != nob) fmxl=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmxl,-ob[iact[i+nn]].val);
- <a name="l01889"></a>01889 <span class="keywordflow">if</span> (fabs(fmxl)>bgbnd) {
- <a name="l01890"></a>01890 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01891"></a>01891 dnmtil=0.e0;
- <a name="l01892"></a>01892 nstop=1;
- <a name="l01893"></a>01893 free_dv(adummy);
- <a name="l01894"></a>01894 <span class="keywordflow">return</span>;
- <a name="l01895"></a>01895 }
- <a name="l01896"></a>01896 }
- <a name="l01897"></a>01897 }
- <a name="l01898"></a>01898 L1110:
- <a name="l01899"></a>01899 matrvc(nparam,nparam,hess,di,cvec);
- <a name="l01900"></a>01900 vv=-<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(0.01e0*dnm,pow(dnm,2.5));
- <a name="l01901"></a>01901 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01902"></a>01902 <span class="comment">/* compute a correction dtilde to d=(1-rho)d0+rho*d1 */</span>
- <a name="l01903"></a>01903 <span class="comment">/*--------------------------------------------------------------*/</span>
- <a name="l01904"></a>01904 <span class="keywordflow">if</span> (nobL!=nob) nobbL=2*nobb;
- <a name="l01905"></a>01905 <span class="keywordflow">if</span> (nobL==nob) nobbL=nobb;
- <a name="l01906"></a>01906 <span class="keywordflow">if</span> (nobbL<=1) {
- <a name="l01907"></a>01907 nqprm0=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>;
- <a name="l01908"></a>01908 nclin0=ninq+neq;
- <a name="l01909"></a>01909 } <span class="keywordflow">else</span> {
- <a name="l01910"></a>01910 nqprm0=nparam+1;
- <a name="l01911"></a>01911 nclin0=ninq+neq+nobbL;
- <a name="l01912"></a>01912 }
- <a name="l01913"></a>01913 nctot0=nqprm0+nclin0;
- <a name="l01914"></a>01914 nrowa0=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nclin0,1);
- <a name="l01915"></a>01915 i=ninq+neq;
- <a name="l01916"></a>01916 nstop=1;
- <a name="l01917"></a>01917 dqp(nparam,nqprm0,nobb,nobbL,nfsip,nncn,neq,neqn,nn,ncsipl,ncsipn,i,
- <a name="l01918"></a>01918 nctot0,nrowa0,nineqn,&infoqp,param,di,feasb,ob,fmxl,
- <a name="l01919"></a>01919 grdpsf,cs,a,cvec,bl,bu,clamda,hess,hess1,d,vv,1);
- <a name="l01920"></a>01920 dnmtil=sqrt(scaprd(nparam,d,d));
- <a name="l01921"></a>01921 <span class="keywordflow">if</span> (infoqp!=0 || dnmtil>dnm) {
- <a name="l01922"></a>01922 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) d[i]=0.e0;
- <a name="l01923"></a>01923 dnmtil=0.e0;
- <a name="l01924"></a>01924 nstop=1;
- <a name="l01925"></a>01925 free_dv(adummy);
- <a name="l01926"></a>01926 <span class="keywordflow">return</span>;
- <a name="l01927"></a>01927 }
- <a name="l01928"></a>01928 <span class="keywordflow">if</span> (dnmtil!=0.e0)
- <a name="l01929"></a>01929 <span class="keywordflow">for</span> (i=1; i<=nineqn+nob; i++)
- <a name="l01930"></a>01930 istore[i]=0;
- <a name="l01931"></a>01931 <span class="keywordflow">if</span> (glob_prnt.iprint<3 || !display) {
- <a name="l01932"></a>01932 free_dv(adummy);
- <a name="l01933"></a>01933 <span class="keywordflow">return</span>;
- <a name="l01934"></a>01934 }
- <a name="l01935"></a>01935 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"dtilde "</span>,dummy,d,2,2);
- <a name="l01936"></a>01936 sbout1(glob_prnt.io,0,<span class="stringliteral">"dtnorm "</span>,dnmtil,adummy,1,2);
- <a name="l01937"></a>01937 free_dv(adummy);
- <a name="l01938"></a>01938 <span class="keywordflow">return</span>;
- <a name="l01939"></a>01939 }
- <a name="l01940"></a>01940
- <a name="l01941"></a>01941 <span class="comment">/*******************************************************************/</span>
- <a name="l01942"></a>01942 <span class="comment">/* job=0: compute d0 */</span>
- <a name="l01943"></a>01943 <span class="comment">/* job=1: compute d~ */</span>
- <a name="l01944"></a>01944 <span class="comment">/*******************************************************************/</span>
- <a name="l01945"></a>01945
- <a name="l01946"></a>01946 <span class="keywordtype">void</span> cfsqp_Class::dqp(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nqpram,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nn,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> nctotl,<span class="keywordtype">int</span> nrowa,<span class="keywordtype">int</span> nineqn_tot,<span class="keywordtype">int</span> *infoqp,<span class="keyword">struct</span> _parameter *param,<span class="keywordtype">double</span> *di,<span class="keywordtype">int</span> feasb,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> fmax,<span class="keywordtype">double</span> *grdpsf,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> **a,<span class="keywordtype">double</span> *cvec,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *clamda,<span class="keywordtype">double</span> **hess,<span class="keywordtype">double</span> **hess1,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> vv,<span class="keywordtype">int</span> job)
- <a name="l01947"></a>01947 {
- <a name="l01948"></a>01948 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,ii,j,jj,ij,k,iout,mnn,nqnp,zero,temp1,temp2,ncnstr_used,
- <a name="l01949"></a>01949 numf_used;
- <a name="l01950"></a>01950 <span class="keywordtype">int</span> *iw_hold;
- <a name="l01951"></a>01951 <span class="keywordtype">double</span> x0i,xdi,*bj,*htemp,*atemp;
- <a name="l01952"></a>01952
- <a name="l01953"></a>01953 <span class="preprocessor">#ifndef IGNORE_ADDITIONS_BY_MIKE</span>
- <a name="l01954"></a>01954 <span class="preprocessor"></span>
- <a name="l01955"></a>01955 xdi=0.0; <span class="comment">// added by mike</span>
- <a name="l01956"></a>01956 numf_used=0; <span class="comment">// added by mike</span>
- <a name="l01957"></a>01957
- <a name="l01958"></a>01958 <span class="preprocessor">#endif</span>
- <a name="l01959"></a>01959 <span class="preprocessor"></span>
- <a name="l01960"></a>01960 iout=6;
- <a name="l01961"></a>01961 bj=make_dv(nrowa);
- <a name="l01962"></a>01962 iw_hold=make_iv(nrowa);
- <a name="l01963"></a>01963 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l01964"></a>01964 x0i=param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01965"></a>01965 <span class="keywordflow">if</span> (job==1) xdi=di[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01966"></a>01966 <span class="keywordflow">if</span> (job==0) xdi=0.e0;
- <a name="l01967"></a>01967 bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i-xdi;
- <a name="l01968"></a>01968 bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i-xdi;
- <a name="l01969"></a>01969 cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-grdpsf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01970"></a>01970 }
- <a name="l01971"></a>01971 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l01972"></a>01972 bl[nqpram]=-bgbnd;
- <a name="l01973"></a>01973 bu[nqpram]=bgbnd;
- <a name="l01974"></a>01974 }
- <a name="l01975"></a>01975 ii=ncnstr-nn;
- <a name="l01976"></a>01976 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l01977"></a>01977 <span class="comment">/* constraints are assigned to a in reverse order */</span>
- <a name="l01978"></a>01978 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l01979"></a>01979 k=0;
- <a name="l01980"></a>01980 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++) {
- <a name="l01981"></a>01981 jj=iw[ncnstr+1-<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l01982"></a>01982 <span class="keywordflow">if</span> ((jj>glob_info.nnineq)||(jj<=nineqn_tot-ncsipn)||
- <a name="l01983"></a>01983 ((jj>nineqn_tot)&&(jj<=glob_info.nnineq-ncsipl))||
- <a name="l01984"></a>01984 cs[jj].act_sip) {
- <a name="l01985"></a>01985 k++;
- <a name="l01986"></a>01986 x0i=vv;
- <a name="l01987"></a>01987 <span class="keywordflow">if</span> (i<=(neq-neqn) || (i>neq && i<=(ncnstr-nineqn)))
- <a name="l01988"></a>01988 x0i=0.e0;
- <a name="l01989"></a>01989 <span class="keywordflow">if</span> (!feasb) x0i=0.e0;
- <a name="l01990"></a>01990 bj[k]=x0i-cs[jj].val;
- <a name="l01991"></a>01991 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++)
- <a name="l01992"></a>01992 a[k][j]=-cs[jj].grad[j];
- <a name="l01993"></a>01993 <span class="keywordflow">if</span> (nobL>1) a[k][nqpram]=0.e0;
- <a name="l01994"></a>01994 iw_hold[k]=jj;
- <a name="l01995"></a>01995 }
- <a name="l01996"></a>01996 }
- <a name="l01997"></a>01997 ncnstr_used=k;
- <a name="l01998"></a>01998 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l01999"></a>01999 <span class="comment">/* Assign objectives for QP */</span>
- <a name="l02000"></a>02000 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l02001"></a>02001 <span class="keywordflow">if</span> (nobL==1) {
- <a name="l02002"></a>02002 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02003"></a>02003 cvec[i]=cvec[i]+ob[1].grad[i];
- <a name="l02004"></a>02004 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (nobL>1) {
- <a name="l02005"></a>02005 numf_used=nob-nfsip+glob_info.tot_actf_sip;
- <a name="l02006"></a>02006 <span class="keywordflow">if</span> (job&&nfsip) { <span class="comment">/* compute # objectives used for dtilde */</span>
- <a name="l02007"></a>02007 numf_used=0;
- <a name="l02008"></a>02008 <span class="keywordflow">for</span> (i=1; i<=nob; i++)
- <a name="l02009"></a>02009 <span class="keywordflow">if</span> (ob[iw[ncnstr+i]].act_sip) numf_used++;
- <a name="l02010"></a>02010 }
- <a name="l02011"></a>02011 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l02012"></a>02012 ij=ncnstr+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02013"></a>02013 <span class="keywordflow">if</span> ((i<=nob-nfsip) || ob[iw[ij]].act_sip) {
- <a name="l02014"></a>02014 k++;
- <a name="l02015"></a>02015 iw_hold[k]=iw[ij]; <span class="comment">/* record which are used */</span>
- <a name="l02016"></a>02016 bj[k]=fmax-ob[iw[ij]].val;
- <a name="l02017"></a>02017 <span class="keywordflow">if</span> (nobL>nob) bj[k+numf_used]=fmax+ob[iw[ij]].val;
- <a name="l02018"></a>02018 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++) {
- <a name="l02019"></a>02019 a[k][j]=-ob[iw[ij]].grad[j];
- <a name="l02020"></a>02020 <span class="keywordflow">if</span> (nobL>nob) a[k+numf_used][j]=ob[iw[ij]].grad[j];
- <a name="l02021"></a>02021 }
- <a name="l02022"></a>02022 a[k][nqpram]=1.e0;
- <a name="l02023"></a>02023 <span class="keywordflow">if</span> (nobL>nob) a[k+numf_used][nqpram]=1.e0;
- <a name="l02024"></a>02024 }
- <a name="l02025"></a>02025 }
- <a name="l02026"></a>02026 cvec[nqpram]=1.e0;
- <a name="l02027"></a>02027 <span class="keywordflow">if</span> (nobL>nob) k=k+numf_used; <span class="comment">/* k=# rows for a */</span>
- <a name="l02028"></a>02028 } <span class="comment">/* =# constraints for QP */</span>
- <a name="l02029"></a>02029 matrcp(nparam,hess,nparam+1,hess1);
- <a name="l02030"></a>02030 nullvc(nqpram,x);
- <a name="l02031"></a>02031
- <a name="l02032"></a>02032 iw[1]=1;
- <a name="l02033"></a>02033 zero=0;
- <a name="l02034"></a>02034 temp1=neq-neqn;
- <a name="l02035"></a>02035 temp2=nparam+1;
- <a name="l02036"></a>02036 mnn=k+2*nqpram;
- <a name="l02037"></a>02037 htemp=convert(hess1,nparam+1,nparam+1);
- <a name="l02038"></a>02038 atemp=convert(a,nrowa,nqpram);
- <a name="l02039"></a>02039
- <a name="l02040"></a>02040 <a class="code" href="classql0001__Class.html#a9f498f43f382cd4fe177a6c5be11d20c">ql0001_</a>(&k,&temp1,&nrowa,&nqpram,&temp2,&mnn,(htemp+1),
- <a name="l02041"></a>02041 (cvec+1),(atemp+1),(bj+1),(bl+1),(bu+1),(x+1),
- <a name="l02042"></a>02042 (clamda+1),&iout,infoqp,&zero,(w+1),&lenw,(iw+1),&leniw,
- <a name="l02043"></a>02043 &glob_grd.epsmac);
- <a name="l02044"></a>02044
- <a name="l02045"></a>02045 free_dv(htemp);
- <a name="l02046"></a>02046 free_dv(atemp);
- <a name="l02047"></a>02047 <span class="keywordflow">if</span> (*infoqp!=0 || job==1) {
- <a name="l02048"></a>02048 free_iv(iw_hold);
- <a name="l02049"></a>02049 free_dv(bj);
- <a name="l02050"></a>02050 <span class="keywordflow">return</span>;
- <a name="l02051"></a>02051 }
- <a name="l02052"></a>02052
- <a name="l02053"></a>02053 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l02054"></a>02054 <span class="comment">/* Save multipliers from the computation of d0 */</span>
- <a name="l02055"></a>02055 <span class="comment">/*---------------------------------------------------------------*/</span>
- <a name="l02056"></a>02056 nullvc(nqpram,param->mult);
- <a name="l02057"></a>02057 <span class="keywordflow">if</span> (ncsipl+ncsipn)
- <a name="l02058"></a>02058 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++)
- <a name="l02059"></a>02059 cs[i].mult=0.e0;
- <a name="l02060"></a>02060 <span class="keywordflow">if</span> (nfsip)
- <a name="l02061"></a>02061 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l02062"></a>02062 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].mult=0.e0;
- <a name="l02063"></a>02063 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].mult_L=0.e0;
- <a name="l02064"></a>02064 }
- <a name="l02065"></a>02065 <span class="keywordflow">for</span> (i=1; i<=nqpram; i++) {
- <a name="l02066"></a>02066 ii=k+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02067"></a>02067 <span class="keywordflow">if</span> (clamda[ii]==0.e0 && clamda[ii+nqpram]==0.e0) <span class="keywordflow">continue</span>;
- <a name="l02068"></a>02068 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (clamda[ii]!=0.e0) clamda[ii]=-clamda[ii];
- <a name="l02069"></a>02069 <span class="keywordflow">else</span> clamda[ii]=clamda[ii+nqpram];
- <a name="l02070"></a>02070 }
- <a name="l02071"></a>02071 nqnp=nqpram+ncnstr;
- <a name="l02072"></a>02072 <span class="keywordflow">for</span> (i=1; i<=nqpram; i++) <span class="comment">/* Simple bounds */</span>
- <a name="l02073"></a>02073 param->mult[i]=clamda[k+i];
- <a name="l02074"></a>02074 if (nctotl>nqnp) { <span class="comment">/* Objectives */</span>
- <a name="l02075"></a>02075 <span class="keywordflow">for</span> (i=1; i<=numf_used; i++) {
- <a name="l02076"></a>02076 ij=ncnstr_used+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02077"></a>02077 <span class="keywordflow">if</span> (nobL!=nob) {
- <a name="l02078"></a>02078 ii=k-2*numf_used+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02079"></a>02079 ob[iw_hold[ij]].mult=clamda[ii]-clamda[ii+numf_used];
- <a name="l02080"></a>02080 ob[iw_hold[ij]].mult_L=clamda[ii+numf_used];
- <a name="l02081"></a>02081 } <span class="keywordflow">else</span> {
- <a name="l02082"></a>02082 ii=k-numf_used+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02083"></a>02083 ob[iw_hold[ij]].mult=clamda[ii];
- <a name="l02084"></a>02084 }
- <a name="l02085"></a>02085 }
- <a name="l02086"></a>02086 }
- <a name="l02087"></a>02087 <span class="keywordflow">for</span> (i=1; i<=ncnstr_used; i++) <span class="comment">/* Constraints */</span>
- <a name="l02088"></a>02088 cs[iw_hold[i]].mult=clamda[i];
- <a name="l02089"></a>02089 free_iv(iw_hold);
- <a name="l02090"></a>02090 free_dv(bj);
- <a name="l02091"></a>02091 <span class="keywordflow">return</span>;
- <a name="l02092"></a>02092 }
- <a name="l02093"></a>02093
- <a name="l02094"></a>02094 <span class="comment">/****************************************************************/</span>
- <a name="l02095"></a>02095 <span class="comment">/* Computation of first order direction d1 */</span>
- <a name="l02096"></a>02096 <span class="comment">/****************************************************************/</span>
- <a name="l02097"></a>02097
- <a name="l02098"></a>02098 <span class="keywordtype">void</span> cfsqp_Class::di1(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nqpram,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> nrowa,<span class="keywordtype">int</span> *infoqp,<span class="keywordtype">int</span> mode,<span class="keyword">struct</span> _parameter *param,<span class="keywordtype">double</span> *d0,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> fmax,<span class="keywordtype">double</span> *grdpsf,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> *cvec,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *clamda,<span class="keywordtype">double</span> **hess1,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> steps)
- <a name="l02099"></a>02099 {
- <a name="l02100"></a>02100 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,k,ii,jj,iout,j,mnn,zero,temp1,temp3,ncnstr_used,numf_used;
- <a name="l02101"></a>02101 <span class="keywordtype">int</span> *iw_hold;
- <a name="l02102"></a>02102 <span class="keywordtype">double</span> x0i,eta,*atemp,*htemp,**a,*bj;
- <a name="l02103"></a>02103
- <a name="l02104"></a>02104 <span class="preprocessor">#ifndef IGNORE_ADDITIONS_BY_MIKE</span>
- <a name="l02105"></a>02105 <span class="preprocessor"></span>
- <a name="l02106"></a>02106 numf_used=0; <span class="comment">// added by mike</span>
- <a name="l02107"></a>02107
- <a name="l02108"></a>02108 <span class="preprocessor">#endif</span>
- <a name="l02109"></a>02109 <span class="preprocessor"></span>
- <a name="l02110"></a>02110 <span class="keywordflow">if</span> ((ncsipl+ncsipn)!=0)
- <a name="l02111"></a>02111 nrowa=nrowa-(ncsipl+ncsipn)+glob_info.tot_actg_sip;
- <a name="l02112"></a>02112 if (nfsip) {
- <a name="l02113"></a>02113 <span class="keywordflow">if</span> (nobL>nob) nrowa=nrowa-2*nfsip+2*glob_info.tot_actf_sip;
- <a name="l02114"></a>02114 <span class="keywordflow">else</span> nrowa=nrowa-nfsip+glob_info.tot_actf_sip;
- <a name="l02115"></a>02115 }
- <a name="l02116"></a>02116 nrowa=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nrowa,1);
- <a name="l02117"></a>02117 a=make_dm(nrowa,nqpram);
- <a name="l02118"></a>02118 bj=make_dv(nrowa);
- <a name="l02119"></a>02119 iw_hold=make_iv(nrowa);
- <a name="l02120"></a>02120 iout=6;
- <a name="l02121"></a>02121 <span class="keywordflow">if</span> (mode==0) eta=0.1e0;
- <a name="l02122"></a>02122 <span class="keywordflow">if</span> (mode==1) eta=3.e0;
- <a name="l02123"></a>02123 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02124"></a>02124 x0i=param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02125"></a>02125 bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i;
- <a name="l02126"></a>02126 bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-x0i;
- <a name="l02127"></a>02127 <span class="keywordflow">if</span> (mode==0) cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=-eta*d0[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02128"></a>02128 <span class="keywordflow">if</span> (mode==1) cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l02129"></a>02129 }
- <a name="l02130"></a>02130 bl[nqpram]=-bgbnd;
- <a name="l02131"></a>02131 bu[nqpram]=bgbnd;
- <a name="l02132"></a>02132 cvec[nqpram]=1.e0;
- <a name="l02133"></a>02133 ii=ncnstr-nineqn;
- <a name="l02134"></a>02134 k=0;
- <a name="l02135"></a>02135 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++) {
- <a name="l02136"></a>02136 jj=ncnstr+1-<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02137"></a>02137 <span class="keywordflow">if</span> ((jj>glob_info.nnineq)||(jj<=nineqn-ncsipn)||
- <a name="l02138"></a>02138 ((jj>nineqn)&&(jj<=glob_info.nnineq-ncsipl))||
- <a name="l02139"></a>02139 cs[jj].act_sip) {
- <a name="l02140"></a>02140 k++;
- <a name="l02141"></a>02141 bj[k]=-cs[jj].val;
- <a name="l02142"></a>02142 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++)
- <a name="l02143"></a>02143 a[k][j]=-cs[jj].grad[j];
- <a name="l02144"></a>02144 a[k][nqpram]=0.e0;
- <a name="l02145"></a>02145 <span class="keywordflow">if</span> ((i>(neq-neqn) && i<=neq) || i>ii) a[k][nqpram]=1.e0;
- <a name="l02146"></a>02146 iw_hold[k]=jj;
- <a name="l02147"></a>02147 }
- <a name="l02148"></a>02148 }
- <a name="l02149"></a>02149 ncnstr_used=k;
- <a name="l02150"></a>02150
- <a name="l02151"></a>02151 <span class="keywordflow">if</span> (mode!=1) {
- <a name="l02152"></a>02152 numf_used=nob-nfsip+glob_info.tot_actf_sip;
- <a name="l02153"></a>02153 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l02154"></a>02154 <span class="keywordflow">if</span> ((i<=nob-nfsip) || ob[i].act_sip) {
- <a name="l02155"></a>02155 k++;
- <a name="l02156"></a>02156 bj[k]=fmax-ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l02157"></a>02157 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++) {
- <a name="l02158"></a>02158 a[k][j]=-ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad[j]+grdpsf[j];
- <a name="l02159"></a>02159 <span class="keywordflow">if</span> (nobL>nob) a[k+numf_used][j]=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad[j]+grdpsf[j];
- <a name="l02160"></a>02160 }
- <a name="l02161"></a>02161 a[k][nqpram]=1.e0;
- <a name="l02162"></a>02162 <span class="keywordflow">if</span> (nobL>nob) a[k+numf_used][nqpram]=1.e0;
- <a name="l02163"></a>02163 }
- <a name="l02164"></a>02164 }
- <a name="l02165"></a>02165 <span class="keywordflow">if</span> (nob==0) {
- <a name="l02166"></a>02166 k++;
- <a name="l02167"></a>02167 bj[k]=fmax;
- <a name="l02168"></a>02168 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++)
- <a name="l02169"></a>02169 a[k][j]=grdpsf[j];
- <a name="l02170"></a>02170 a[k][nqpram]=1.e0;
- <a name="l02171"></a>02171 }
- <a name="l02172"></a>02172 }
- <a name="l02173"></a>02173 diagnl(nqpram,eta,hess1);
- <a name="l02174"></a>02174 nullvc(nqpram,x);
- <a name="l02175"></a>02175 hess1[nqpram][nqpram]=0.e0;
- <a name="l02176"></a>02176
- <a name="l02177"></a>02177 iw[1]=1;
- <a name="l02178"></a>02178 zero=0;
- <a name="l02179"></a>02179 temp1=neq-neqn;
- <a name="l02180"></a>02180 <span class="keywordflow">if</span> (nobL>nob) temp3=k+numf_used;
- <a name="l02181"></a>02181 <span class="keywordflow">else</span> temp3=k;
- <a name="l02182"></a>02182 mnn=temp3+2*nqpram;
- <a name="l02183"></a>02183 htemp=convert(hess1,nparam+1,nparam+1);
- <a name="l02184"></a>02184 atemp=convert(a,nrowa,nqpram);
- <a name="l02185"></a>02185
- <a name="l02186"></a>02186 <a class="code" href="classql0001__Class.html#a9f498f43f382cd4fe177a6c5be11d20c">ql0001_</a>(&temp3,&temp1,&nrowa,&nqpram,&nqpram,&mnn,(htemp+1),
- <a name="l02187"></a>02187 (cvec+1),(atemp+1),(bj+1),(bl+1),(bu+1),(x+1),
- <a name="l02188"></a>02188 (clamda+1),&iout,infoqp,&zero,(w+1),&lenw,(iw+1),&leniw,
- <a name="l02189"></a>02189 &glob_grd.epsmac);
- <a name="l02190"></a>02190
- <a name="l02191"></a>02191 free_dv(htemp);
- <a name="l02192"></a>02192 free_dv(atemp);
- <a name="l02193"></a>02193 free_dm(a,nrowa);
- <a name="l02194"></a>02194 free_dv(bj);
- <a name="l02195"></a>02195 <span class="comment">/* Determine binding constraints */</span>
- <a name="l02196"></a>02196 <span class="keywordflow">if</span> (ncsipl+ncsipn) {
- <a name="l02197"></a>02197 <span class="keywordflow">for</span> (i=1; i<=ncnstr_used; i++)
- <a name="l02198"></a>02198 <span class="keywordflow">if</span> (clamda[i]>0.e0) cs[iw_hold[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].d1bind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02199"></a>02199 }
- <a name="l02200"></a>02200 free_iv(iw_hold);
- <a name="l02201"></a>02201 <span class="keywordflow">return</span>;
- <a name="l02202"></a>02202 }
- <a name="l02203"></a>02203
- <a name="l02204"></a>02204 <span class="comment">/*****************************************************************/</span>
- <a name="l02205"></a>02205 <span class="comment">/* CFSQP : Armijo or nonmonotone line search, with some */</span>
- <a name="l02206"></a>02206 <span class="comment">/* ad hoc strategies to decrease the number of */</span>
- <a name="l02207"></a>02207 <span class="comment">/* function evaluations as much as possible. */</span>
- <a name="l02208"></a>02208 <span class="comment">/*****************************************************************/</span>
- <a name="l02209"></a>02209
- <a name="l02210"></a>02210 <span class="keywordtype">void</span> cfsqp_Class::step1(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nn,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> *ncg,<span class="keywordtype">int</span> *ncf,<span class="keywordtype">int</span> *indxob,<span class="keywordtype">int</span> *indxcn,<span class="keywordtype">int</span> *iact,<span class="keywordtype">int</span> *iskp,<span class="keywordtype">int</span> *iskip,<span class="keywordtype">int</span> *istore,<span class="keywordtype">int</span> feasb,<span class="keywordtype">double</span> grdftd,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> *fM,<span class="keywordtype">double</span> *fMp,<span class="keywordtype">double</span> *fmax,<span class="keywordtype">double</span> *psf,<span class="keywordtype">double</span> *penp,<span class="keywordtype">double</span> *steps,<span class="keywordtype">double</span> *scvneq,<span class="keywordtype">double</span> *xnew,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *di,<span class="keywordtype">double</span> *d,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> *backup,<span class="keywordtype">double</span> *signeq,<span class="keyword">struct</span> _violation *sip_viol,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
- <a name="l02211"></a>02211 {
- <a name="l02212"></a>02212 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,ii,ij,jj,itry,ikeep,j,job,nlin,mnm,ltem1,ltem2,reform,
- <a name="l02213"></a>02213 fbind,cdone,fdone,eqdone,display,sipldone;
- <a name="l02214"></a>02214 <span class="keywordtype">double</span> prod1,prod,dummy,fmax1,tolfe,ostep,temp,**adummy,fii;
- <a name="l02215"></a>02215
- <a name="l02216"></a>02216 <span class="preprocessor">#ifndef IGNORE_ADDITIONS_BY_MIKE</span>
- <a name="l02217"></a>02217 <span class="preprocessor"></span>
- <a name="l02218"></a>02218 fmax1=0.0; <span class="comment">// added by mike</span>
- <a name="l02219"></a>02219 mnm=0; <span class="comment">// added by mike</span>
- <a name="l02220"></a>02220
- <a name="l02221"></a>02221 <span class="preprocessor">#endif</span>
- <a name="l02222"></a>02222 <span class="preprocessor"></span>
- <a name="l02223"></a>02223 nlin=glob_info.nnineq-nineqn;
- <a name="l02224"></a>02224 itry=ii=jj=1;
- <a name="l02225"></a>02225 ostep=*steps=1.e0;
- <a name="l02226"></a>02226 fbind=cdone=fdone=eqdone=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02227"></a>02227 dummy=0.e0;
- <a name="l02228"></a>02228 sipldone=(ncsipl==0);
- <a name="l02229"></a>02229 <span class="keywordflow">if</span> (glob_log.local) glob_log.dlfeas=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02230"></a>02230 ikeep=nlin-*iskp;
- <a name="l02231"></a>02231 prod1=(0.1e0)*grdftd; <span class="comment">/* alpha = 0.1e0 */</span>
- <a name="l02232"></a>02232 tolfe=0.e0; <span class="comment">/* feasibility tolerance */</span>
- <a name="l02233"></a>02233 adummy=make_dm(1,1);
- <a name="l02234"></a>02234 adummy[1][1]=0.e0;
- <a name="l02235"></a>02235 <span class="keywordflow">if</span> (glob_prnt.iter%glob_prnt.iter_mod) display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02236"></a>02236 <span class="keywordflow">else</span> display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02237"></a>02237 <span class="keywordflow">if</span> (glob_prnt.iprint >= 3 && display)
- <a name="l02238"></a>02238 sbout1(glob_prnt.io,0,<span class="stringliteral">"directional deriv "</span>,grdftd,*(adummy+1),
- <a name="l02239"></a>02239 1,2);
- <a name="l02240"></a>02240 w[1]=*fM;
- <a name="l02241"></a>02241 <span class="keywordflow">for</span> (;;) {
- <a name="l02242"></a>02242 reform=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02243"></a>02243 <span class="keywordflow">if</span> (glob_prnt.iprint >= 3 && display)
- <a name="l02244"></a>02244 fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t trial number %22d\n"</span>,
- <a name="l02245"></a>02245 itry);
- <a name="l02246"></a>02246 prod=prod1*(*steps);
- <a name="l02247"></a>02247 <span class="keywordflow">if</span> (!feasb || (nobL > 1)) prod=prod+tolfe;
- <a name="l02248"></a>02248 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02249"></a>02249 <span class="keywordflow">if</span> (glob_log.local) xnew[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+(*steps)*di[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02250"></a>02250 <span class="keywordflow">else</span> xnew[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+(*steps)*di[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+d[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]*(*steps)*(*steps);
- <a name="l02251"></a>02251 }
- <a name="l02252"></a>02252 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02253"></a>02253 <span class="keywordflow">if</span> (glob_prnt.iprint >= 3 && display) {
- <a name="l02254"></a>02254 sbout1(glob_prnt.io,0,<span class="stringliteral">"trial step "</span>,*steps,
- <a name="l02255"></a>02255 *(adummy+1),1,2);
- <a name="l02256"></a>02256 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"trial point "</span>,
- <a name="l02257"></a>02257 dummy,xnew,2,2);
- <a name="l02258"></a>02258 }
- <a name="l02259"></a>02259
- <a name="l02260"></a>02260 <span class="comment">/* Generate an upper bound step size using the linear constraints</span>
- <a name="l02261"></a>02261 <span class="comment"> not used in the computation of dtilde */</span>
- <a name="l02262"></a>02262 <span class="keywordflow">if</span> (*iskp != 0) {
- <a name="l02263"></a>02263 ostep=*steps;
- <a name="l02264"></a>02264 <span class="keywordflow">for</span> (i=ii; i<=*iskp; i++) {
- <a name="l02265"></a>02265 ij=iskip[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02266"></a>02266 constr(nparam,ij,xnew+1,&(cs[ij].val),cd);
- <a name="l02267"></a>02267 <span class="keywordflow">if</span> (glob_prnt.iprint >= 3 && display) {
- <a name="l02268"></a>02268 <span class="keywordflow">if</span> (i==1) fprintf(glob_prnt.io,
- <a name="l02269"></a>02269 <span class="stringliteral">"\t\t\t trial constraints %d \t %22.14e\n"</span>,ij,
- <a name="l02270"></a>02270 cs[ij].val);
- <a name="l02271"></a>02271 <span class="keywordflow">if</span> (i!=1) fprintf(glob_prnt.io,
- <a name="l02272"></a>02272 <span class="stringliteral">"\t\t\t\t\t %d \t %22.14e\n"</span>,ij,cs[ij].val);
- <a name="l02273"></a>02273 }
- <a name="l02274"></a>02274 <span class="keywordflow">if</span> (cs[ij].val<=tolfe) <span class="keywordflow">continue</span>;
- <a name="l02275"></a>02275 ii=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02276"></a>02276 <span class="keywordflow">if</span> (ncsipl && ii>glob_info.nnineq-ncsipl) {
- <a name="l02277"></a>02277 sip_viol->type = <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a>;
- <a name="l02278"></a>02278 sip_viol->index = ij;
- <a name="l02279"></a>02279 } <span class="keywordflow">else</span> {
- <a name="l02280"></a>02280 sip_viol->type = <a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>; <span class="comment">/* non-SIP constraint violated */</span>
- <a name="l02281"></a>02281 sip_viol->index = 0;
- <a name="l02282"></a>02282 }
- <a name="l02283"></a>02283 <span class="keywordflow">goto</span> L1120;
- <a name="l02284"></a>02284 }
- <a name="l02285"></a>02285 *iskp=0;
- <a name="l02286"></a>02286 }
- <a name="l02287"></a>02287
- <a name="l02288"></a>02288 <span class="comment">/* Refine the upper bound using the linear SI constraints not</span>
- <a name="l02289"></a>02289 <span class="comment"> in Omega_k */</span>
- <a name="l02290"></a>02290 <span class="keywordflow">if</span> (!sipldone) {
- <a name="l02291"></a>02291 <span class="keywordflow">for</span> (i=jj; i<=ncsipl; i++) {
- <a name="l02292"></a>02292 ij=glob_info.nnineq-ncsipl+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02293"></a>02293 <span class="keywordflow">if</span> (cs[ij].act_sip||<a class="code" href="classelement.html">element</a>(iskip,nlin-ikeep,ij))
- <a name="l02294"></a>02294 <span class="keywordflow">continue</span>;
- <a name="l02295"></a>02295 constr(nparam,ij,xnew+1,&(cs[ij].val),cd);
- <a name="l02296"></a>02296 <span class="keywordflow">if</span> (glob_prnt.iprint >= 3 && display) {
- <a name="l02297"></a>02297 <span class="keywordflow">if</span> (i==1) fprintf(glob_prnt.io,
- <a name="l02298"></a>02298 <span class="stringliteral">"\t\t\t trial constraints %d \t %22.14e\n"</span>,ij,
- <a name="l02299"></a>02299 cs[ij].val);
- <a name="l02300"></a>02300 <span class="keywordflow">if</span> (i!=1) fprintf(glob_prnt.io,
- <a name="l02301"></a>02301 <span class="stringliteral">"\t\t\t\t\t %d \t %22.14e\n"</span>,ij,cs[ij].val);
- <a name="l02302"></a>02302 }
- <a name="l02303"></a>02303 <span class="keywordflow">if</span> (cs[ij].val<=tolfe) <span class="keywordflow">continue</span>;
- <a name="l02304"></a>02304 jj=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02305"></a>02305 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a>;
- <a name="l02306"></a>02306 sip_viol->index=ij;
- <a name="l02307"></a>02307 <span class="keywordflow">goto</span> L1120;
- <a name="l02308"></a>02308 }
- <a name="l02309"></a>02309 sipldone=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02310"></a>02310 }
- <a name="l02311"></a>02311 <span class="keywordflow">if</span> (nn==0) <span class="keywordflow">goto</span> L310;
- <a name="l02312"></a>02312
- <a name="l02313"></a>02313 <span class="comment">/* Check nonlinear constraints */</span>
- <a name="l02314"></a>02314 <span class="keywordflow">if</span> (!glob_log.local && fbind) <span class="keywordflow">goto</span> L315;
- <a name="l02315"></a>02315 <span class="keywordflow">do</span> {
- <a name="l02316"></a>02316 <span class="keywordflow">for</span> (i=1; i<=nn; i++) {
- <a name="l02317"></a>02317 *ncg=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02318"></a>02318 ii=iact[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02319"></a>02319 ij=glob_info.nnineq+neqn;
- <a name="l02320"></a>02320 <span class="keywordflow">if</span> (!((ii<=nineqn && istore[ii]==1)||
- <a name="l02321"></a>02321 (ii>glob_info.nnineq && ii<=ij && eqdone))) {
- <a name="l02322"></a>02322 temp=1.e0;
- <a name="l02323"></a>02323 <span class="keywordflow">if</span>(ii>glob_info.nnineq && ii<=ij)
- <a name="l02324"></a>02324 temp=signeq[ii-glob_info.nnineq];
- <a name="l02325"></a>02325 constr(nparam,ii,xnew+1,&(cs[ii].val),cd);
- <a name="l02326"></a>02326 cs[ii].val *= temp;
- <a name="l02327"></a>02327 glob_info.ncallg++;
- <a name="l02328"></a>02328 }
- <a name="l02329"></a>02329 <span class="keywordflow">if</span> (glob_prnt.iprint>=3 && display) {
- <a name="l02330"></a>02330 <span class="keywordflow">if</span> (i==1 && ikeep==nlin) fprintf(glob_prnt.io,
- <a name="l02331"></a>02331 <span class="stringliteral">"\t\t\t trial constraints %d \t %22.14e\n"</span>,ii,
- <a name="l02332"></a>02332 cs[ii].val);
- <a name="l02333"></a>02333 <span class="keywordflow">if</span> (i!=1 || ikeep!=nlin) fprintf(glob_prnt.io,
- <a name="l02334"></a>02334 <span class="stringliteral">"\t\t\t\t\t %d \t %22.14e\n"</span>,ii,cs[ii].val);
- <a name="l02335"></a>02335 }
- <a name="l02336"></a>02336 <span class="keywordflow">if</span> (!(glob_log.local || cs[ii].val<=tolfe)) {
- <a name="l02337"></a>02337 shift(nn,ii,iact);
- <a name="l02338"></a>02338 <span class="keywordflow">if</span> (ncsipn && ii>nineqn-ncsipn) {
- <a name="l02339"></a>02339 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a>;
- <a name="l02340"></a>02340 sip_viol->index=ii;
- <a name="l02341"></a>02341 } <span class="keywordflow">else</span> {
- <a name="l02342"></a>02342 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>; <span class="comment">/* non-SIP constraint violated */</span>
- <a name="l02343"></a>02343 sip_viol->index=0;
- <a name="l02344"></a>02344 }
- <a name="l02345"></a>02345 <span class="keywordflow">goto</span> L1110;
- <a name="l02346"></a>02346 }
- <a name="l02347"></a>02347 <span class="keywordflow">if</span> (glob_log.local && cs[ii].val>tolfe) {
- <a name="l02348"></a>02348 <span class="keywordflow">if</span> (ncsipn && ii>nineqn-ncsipn) {
- <a name="l02349"></a>02349 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a>;
- <a name="l02350"></a>02350 sip_viol->index=ii;
- <a name="l02351"></a>02351 } <span class="keywordflow">else</span> {
- <a name="l02352"></a>02352 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>; <span class="comment">/* non-SIP constraint violated */</span>
- <a name="l02353"></a>02353 sip_viol->index=0;
- <a name="l02354"></a>02354 }
- <a name="l02355"></a>02355 <span class="keywordflow">goto</span> L1500;
- <a name="l02356"></a>02356 }
- <a name="l02357"></a>02357 }
- <a name="l02358"></a>02358 L310: cdone=eqdone=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02359"></a>02359 <span class="keywordflow">if</span> (glob_log.local) glob_log.dlfeas=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>; <span class="comment">/* dl is feasible */</span>
- <a name="l02360"></a>02360 L315: <span class="keywordflow">if</span> (fdone) <span class="keywordflow">break</span>;
- <a name="l02361"></a>02361 <span class="keywordflow">if</span> (nob>0) fmax1=-bgbnd;
- <a name="l02362"></a>02362 <span class="keywordflow">else</span> fmax1=0.e0;
- <a name="l02363"></a>02363 <span class="keywordflow">for</span> (i=0; i<=nob; i++) {
- <a name="l02364"></a>02364 <span class="keywordflow">if</span> (nob!=0 && i==0) <span class="keywordflow">continue</span>;
- <a name="l02365"></a>02365 *ncf=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02366"></a>02366 ii=iact[nn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02367"></a>02367 <span class="keywordflow">if</span> (feasb) {
- <a name="l02368"></a>02368 <span class="keywordflow">if</span> (!(eqdone || neqn==0)) {
- <a name="l02369"></a>02369 <span class="keywordflow">for</span> (j=1; j<=neqn; j++)
- <a name="l02370"></a>02370 constr(nparam,glob_info.nnineq+j,xnew+1,
- <a name="l02371"></a>02371 &(cs[glob_info.nnineq+j].val),cd);
- <a name="l02372"></a>02372 glob_info.ncallg+=neqn;
- <a name="l02373"></a>02373 }
- <a name="l02374"></a>02374 <span class="keywordflow">if</span> (neqn != 0) {
- <a name="l02375"></a>02375 <span class="keywordflow">if</span> (eqdone) job=20;
- <a name="l02376"></a>02376 <span class="keywordflow">if</span> (!eqdone) job=10;
- <a name="l02377"></a>02377 resign(nparam,neqn,psf,*(adummy+1),penp,cs,signeq,
- <a name="l02378"></a>02378 job,10);
- <a name="l02379"></a>02379 }
- <a name="l02380"></a>02380 <span class="keywordflow">if</span> (istore[nineqn+ii]!=1 && i!=0) {
- <a name="l02381"></a>02381 obj(nparam,ii,xnew+1,&(ob[ii].val),cd);
- <a name="l02382"></a>02382 glob_info.ncallf++;
- <a name="l02383"></a>02383 }
- <a name="l02384"></a>02384 <span class="keywordflow">if</span> (i==0) fii=0.e0;
- <a name="l02385"></a>02385 <span class="keywordflow">else</span> fii=ob[ii].val;
- <a name="l02386"></a>02386 <span class="keywordflow">if</span> (i==0 && glob_prnt.iprint>=3 && display)
- <a name="l02387"></a>02387 fprintf(glob_prnt.io,
- <a name="l02388"></a>02388 <span class="stringliteral">"\t\t\t trial penalty term \t %22.14e\n"</span>,-*psf);
- <a name="l02389"></a>02389 <span class="keywordflow">if</span> (i==1 && glob_prnt.iprint>=3 && display)
- <a name="l02390"></a>02390 fprintf(glob_prnt.io,
- <a name="l02391"></a>02391 <span class="stringliteral">"\t\t\t trial objectives %d \t %22.14e\n"</span>,
- <a name="l02392"></a>02392 ii,fii-*psf);
- <a name="l02393"></a>02393 <span class="keywordflow">if</span> (i>1 && glob_prnt.iprint>=3 && display)
- <a name="l02394"></a>02394 fprintf(glob_prnt.io,
- <a name="l02395"></a>02395 <span class="stringliteral">"\t\t\t\t\t %d \t %22.14e\n"</span>,ii,fii-*psf);
- <a name="l02396"></a>02396 } <span class="keywordflow">else</span> {
- <a name="l02397"></a>02397 <span class="keywordflow">if</span> (istore[ii]!=1) {
- <a name="l02398"></a>02398 constr(nparam,indxob[ii],xnew+1,&(ob[ii].val),cd);
- <a name="l02399"></a>02399 glob_info.ncallg++;
- <a name="l02400"></a>02400 }
- <a name="l02401"></a>02401 <span class="keywordflow">if</span> (ob[ii].val>tolfe) reform=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02402"></a>02402 <span class="keywordflow">if</span> (i==1 && glob_prnt.iprint>2 && display)
- <a name="l02403"></a>02403 fprintf(glob_prnt.io,
- <a name="l02404"></a>02404 <span class="stringliteral">"\t\t\t trial objectives %d \t %22.14e\n"</span>,
- <a name="l02405"></a>02405 indxob[ii],ob[ii].val);
- <a name="l02406"></a>02406 <span class="keywordflow">if</span> (i!=1 && glob_prnt.iprint>2 && display)
- <a name="l02407"></a>02407 fprintf(glob_prnt.io,
- <a name="l02408"></a>02408 <span class="stringliteral">"\t\t\t\t\t %d \t %22.14e\n"</span>,indxob[ii],
- <a name="l02409"></a>02409 ob[ii].val);
- <a name="l02410"></a>02410 fii=ob[ii].val;
- <a name="l02411"></a>02411 }
- <a name="l02412"></a>02412 fmax1=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmax1,fii);
- <a name="l02413"></a>02413 <span class="keywordflow">if</span> (nobL!=nob) fmax1=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(fmax1,-fii);
- <a name="l02414"></a>02414 <span class="keywordflow">if</span> (!feasb && reform) <span class="keywordflow">continue</span>;
- <a name="l02415"></a>02415 <span class="keywordflow">if</span> (!glob_log.local) {
- <a name="l02416"></a>02416 <span class="keywordflow">if</span> ((fii-*psf)>(*fMp+prod)) {
- <a name="l02417"></a>02417 fbind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02418"></a>02418 shift(nob,ii,&iact[nn]);
- <a name="l02419"></a>02419 <span class="keywordflow">if</span> (nfsip && ii>nob-nfsip) {
- <a name="l02420"></a>02420 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a312b1bb7bc37ad2b371ca636c9da2e39">OBJECT</a>;
- <a name="l02421"></a>02421 sip_viol->index=ii;
- <a name="l02422"></a>02422 } <span class="keywordflow">else</span> {
- <a name="l02423"></a>02423 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>;
- <a name="l02424"></a>02424 sip_viol->index=0;
- <a name="l02425"></a>02425 }
- <a name="l02426"></a>02426 <span class="keywordflow">goto</span> L1110;
- <a name="l02427"></a>02427 }
- <a name="l02428"></a>02428 <span class="keywordflow">if</span> (nobL==nob || (-fii-*psf)<=(*fMp+prod))
- <a name="l02429"></a>02429 <span class="keywordflow">continue</span>;
- <a name="l02430"></a>02430 fbind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02431"></a>02431 shift(nob,ii,&iact[nn]);
- <a name="l02432"></a>02432 <span class="keywordflow">if</span> (nfsip && ii>nob-nfsip) {
- <a name="l02433"></a>02433 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a312b1bb7bc37ad2b371ca636c9da2e39">OBJECT</a>;
- <a name="l02434"></a>02434 sip_viol->index=ii;
- <a name="l02435"></a>02435 } <span class="keywordflow">else</span> {
- <a name="l02436"></a>02436 sip_viol->type=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a655c84af1b0034986ff56e12e84f983d">NONE</a>;
- <a name="l02437"></a>02437 sip_viol->index=0;
- <a name="l02438"></a>02438 }
- <a name="l02439"></a>02439 <span class="keywordflow">goto</span> L1110;
- <a name="l02440"></a>02440 }
- <a name="l02441"></a>02441 ltem1=(fii-*psf)>(*fMp+prod);
- <a name="l02442"></a>02442 ltem2=(nobL!=nob)&&((-fii-*psf)>(*fMp+prod));
- <a name="l02443"></a>02443 <span class="keywordflow">if</span> (ltem1 || ltem2) <span class="keywordflow">goto</span> L1500;
- <a name="l02444"></a>02444 }
- <a name="l02445"></a>02445 fbind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02446"></a>02446 fdone=eqdone=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02447"></a>02447 } <span class="keywordflow">while</span> (!cdone);
- <a name="l02448"></a>02448 <span class="keywordflow">if</span> (ostep==*steps) mnm=ikeep+neq-neqn;
- <a name="l02449"></a>02449 <span class="keywordflow">if</span> (ostep!=*steps) mnm=ncnstr-nn;
- <a name="l02450"></a>02450 <span class="keywordflow">for</span> (i=1; i<=mnm; i++) {
- <a name="l02451"></a>02451 ii=indxcn[i+nn];
- <a name="l02452"></a>02452 <span class="keywordflow">if</span> (ikeep!=nlin && ostep==*steps) {
- <a name="l02453"></a>02453 <span class="keywordflow">if</span> (i<= ikeep) ii=iskip[nlin+2-<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02454"></a>02454 <span class="keywordflow">else</span> ii=indxcn[nn+i-ikeep+nlin];
- <a name="l02455"></a>02455 }
- <a name="l02456"></a>02456 constr(nparam,ii,xnew+1,&(cs[ii].val),cd);
- <a name="l02457"></a>02457 }
- <a name="l02458"></a>02458 *scvneq=0.e0;
- <a name="l02459"></a>02459 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++) {
- <a name="l02460"></a>02460 <span class="keywordflow">if</span> (i>glob_info.nnineq && i<=(glob_info.nnineq+neqn))
- <a name="l02461"></a>02461 *scvneq=*scvneq-cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l02462"></a>02462 backup[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l02463"></a>02463 }
- <a name="l02464"></a>02464 <span class="keywordflow">for</span> (i=1; i<=nob; i++)
- <a name="l02465"></a>02465 backup[i+ncnstr]=ob[i].val;
- <a name="l02466"></a>02466 <span class="keywordflow">if</span> (!feasb && reform) {
- <a name="l02467"></a>02467 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02468"></a>02468 x[i]=xnew[i];
- <a name="l02469"></a>02469 nstop=0;
- <a name="l02470"></a>02470 <span class="keywordflow">goto</span> L1500;
- <a name="l02471"></a>02471 }
- <a name="l02472"></a>02472 <span class="keywordflow">if</span> (glob_log.local) *ncg=ncnstr;
- <a name="l02473"></a>02473 <span class="keywordflow">if</span> (glob_log.local) glob_log.update=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02474"></a>02474 *fM=fmax1;
- <a name="l02475"></a>02475 *fMp=fmax1-*psf;
- <a name="l02476"></a>02476 *fmax=fmax1;
- <a name="l02477"></a>02477 <span class="keywordflow">for</span> (i=1; i<=nn; i++)
- <a name="l02478"></a>02478 iact[i]=indxcn[i];
- <a name="l02479"></a>02479 <span class="keywordflow">for</span> (i=1; i<=nob; i++)
- <a name="l02480"></a>02480 iact[nn+i]=i;
- <a name="l02481"></a>02481 <span class="keywordflow">goto</span> L1500;
- <a name="l02482"></a>02482 L1110:
- <a name="l02483"></a>02483 cdone=fdone=eqdone=reform=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02484"></a>02484 L1120:
- <a name="l02485"></a>02485 itry++;
- <a name="l02486"></a>02486 <span class="keywordflow">if</span> (glob_info.modec==2) fbind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02487"></a>02487 <span class="keywordflow">if</span> (*steps >= 1.e0)
- <a name="l02488"></a>02488 <span class="keywordflow">for</span> (i=1; i<=nob+nineqn; i++)
- <a name="l02489"></a>02489 istore[i]=0;
- <a name="l02490"></a>02490 *steps=*steps*0.5e0;
- <a name="l02491"></a>02491 <span class="keywordflow">if</span> (*steps<glob_grd.epsmac) <span class="keywordflow">break</span>;
- <a name="l02492"></a>02492 }
- <a name="l02493"></a>02493 glob_prnt.info=4;
- <a name="l02494"></a>02494 nstop=0;
- <a name="l02495"></a>02495 L1500:
- <a name="l02496"></a>02496 free_dm(adummy,1);
- <a name="l02497"></a>02497 <span class="keywordflow">if</span> (*steps<1.e0) <span class="keywordflow">return</span>;
- <a name="l02498"></a>02498 <span class="keywordflow">for</span> (i=1; i<=nob+nineqn; i++)
- <a name="l02499"></a>02499 istore[i]=0;
- <a name="l02500"></a>02500 <span class="keywordflow">return</span>;
- <a name="l02501"></a>02501 }
- <a name="l02502"></a>02502
- <a name="l02503"></a>02503 <span class="comment">/******************************************************************/</span>
- <a name="l02504"></a>02504 <span class="comment">/* CFSQP : Update the Hessian matrix using BFGS formula with */</span>
- <a name="l02505"></a>02505 <span class="comment">/* Powell's modification. */</span>
- <a name="l02506"></a>02506 <span class="comment">/******************************************************************/</span>
- <a name="l02507"></a>02507
- <a name="l02508"></a>02508 <span class="keywordtype">void</span> cfsqp_Class::hessian(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nn,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> nfs,<span class="keywordtype">int</span> *nstart,<span class="keywordtype">int</span> feasb,<span class="keywordtype">double</span> *xnew,<span class="keyword">struct</span> _parameter *param,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> fmax,<span class="keywordtype">double</span> *fM,<span class="keywordtype">double</span> *fMp,<span class="keywordtype">double</span> *psf,<span class="keywordtype">double</span> *grdpsf,<span class="keywordtype">double</span> *penp,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> *gm,<span class="keywordtype">int</span> *indxob,<span class="keywordtype">int</span> *indxcn,<span class="keywordtype">double</span> *delta,<span class="keywordtype">double</span> *eta,<span class="keywordtype">double</span> *gamma,<span class="keywordtype">double</span> **hess,<span class="keywordtype">double</span> *hd,<span class="keywordtype">double</span> steps,<span class="keywordtype">int</span> *nrst,<span class="keywordtype">double</span> *signeq,<span class="keywordtype">double</span> *span,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">double</span> **phess,<span class="keywordtype">double</span> *psb,<span class="keywordtype">double</span> *psmu,<span class="keyword">struct</span> _violation *sip_viol)
- <a name="l02509"></a>02509 {
- <a name="l02510"></a>02510 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,k,ifail,np,mnm,done,display;
- <a name="l02511"></a>02511 <span class="keywordtype">double</span> dhd,gammd,etad,dummy,theta,signgj,psfnew,delta_s;
- <a name="l02512"></a>02512 <span class="keywordtype">double</span> *tempv;
- <a name="l02513"></a>02513
- <a name="l02514"></a>02514 signgj=1.0; <span class="comment">// added by mike to suppress spurious warning messages</span>
- <a name="l02515"></a>02515
- <a name="l02516"></a>02516 <span class="comment">/* Check to see whether user-accessible stopping criterion</span>
- <a name="l02517"></a>02517 <span class="comment"> is satisfied. The check of gLgeps is made just after</span>
- <a name="l02518"></a>02518 <span class="comment"> computing d0 */</span>
- <a name="l02519"></a>02519
- <a name="l02520"></a>02520 <span class="keywordflow">if</span> (!glob_log.get_ne_mult) {
- <a name="l02521"></a>02521 <span class="keywordflow">if</span> (feasb && nstop && !neqn)
- <a name="l02522"></a>02522 <span class="keywordflow">if</span> ((fabs(w[1]-fmax) <= <a class="code" href="classcfsqp__Class.html#a41db0425d0e8473f0a9f6872d784a788">objeps</a>) ||
- <a name="l02523"></a>02523 (fabs(w[1]-fmax) <= <a class="code" href="classcfsqp__Class.html#ac30621d0f9eef4a3e21e00710b32244e">objrep</a>*fabs(w[1]))) nstop=0;
- <a name="l02524"></a>02524 <span class="keywordflow">if</span> (!nstop) {
- <a name="l02525"></a>02525 <span class="keywordflow">for</span> (i=1; i<= <a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02526"></a>02526 param->x[i]=xnew[i];
- <a name="l02527"></a>02527 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02528"></a>02528 <span class="keywordflow">return</span>;
- <a name="l02529"></a>02529 }
- <a name="l02530"></a>02530 }
- <a name="l02531"></a>02531
- <a name="l02532"></a>02532 delta_s=glob_grd.rteps; <span class="comment">/* SIP */</span>
- <a name="l02533"></a>02533 <span class="keywordflow">if</span> (glob_prnt.iter%glob_prnt.iter_mod) display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02534"></a>02534 <span class="keywordflow">else</span> display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02535"></a>02535 psfnew=0.e0;
- <a name="l02536"></a>02536 glob_prnt.ipd=0;
- <a name="l02537"></a>02537 done=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l02538"></a>02538 dummy=0.e0;
- <a name="l02539"></a>02539 nullvc(nparam,delta);
- <a name="l02540"></a>02540 nullvc(nparam,eta);
- <a name="l02541"></a>02541 <span class="keywordflow">for</span> (j=1; j<=2; j++) {
- <a name="l02542"></a>02542 nullvc(nparam, gamma);
- <a name="l02543"></a>02543 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l02544"></a>02544 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02545"></a>02545 hd[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l02546"></a>02546 <span class="keywordflow">for</span> (k=1; k<=nob; k++)
- <a name="l02547"></a>02547 hd[i]=hd[i]+ob[k].grad[i]*ob[k].mult;
- <a name="l02548"></a>02548 }
- <a name="l02549"></a>02549 }
- <a name="l02550"></a>02550 <span class="keywordflow">if</span> (feasb) {
- <a name="l02551"></a>02551 <span class="keywordflow">if</span> (nineqn != 0) {
- <a name="l02552"></a>02552 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02553"></a>02553 gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l02554"></a>02554 <span class="keywordflow">for</span> (k=1; k<=nineqn; k++)
- <a name="l02555"></a>02555 gamma[i]=gamma[i]+cs[k].grad[i]*cs[k].mult;
- <a name="l02556"></a>02556 }
- <a name="l02557"></a>02557 }
- <a name="l02558"></a>02558 <span class="keywordflow">if</span> (neqn != 0) {
- <a name="l02559"></a>02559 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02560"></a>02560 eta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l02561"></a>02561 <span class="keywordflow">for</span> (k=1; k<=neqn; k++)
- <a name="l02562"></a>02562 eta[i]=eta[i]+cs[glob_info.nnineq+k].grad[i]*
- <a name="l02563"></a>02563 cs[glob_info.nnineq+k].mult;
- <a name="l02564"></a>02564 }
- <a name="l02565"></a>02565 }
- <a name="l02566"></a>02566 }
- <a name="l02567"></a>02567 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02568"></a>02568 <span class="keywordflow">if</span> (nobL>1) {
- <a name="l02569"></a>02569 <span class="keywordflow">if</span> (done) psb[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=hd[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+param->mult[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02570"></a>02570 gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+hd[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-grdpsf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+eta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02571"></a>02571 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (nobL==1) {
- <a name="l02572"></a>02572 <span class="keywordflow">if</span> (done) psb[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=ob[1].grad[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+param->mult[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02573"></a>02573 gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+ob[1].grad[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-grdpsf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+eta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02574"></a>02574 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (nobL==0) {
- <a name="l02575"></a>02575 <span class="keywordflow">if</span> (done) psb[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=param->mult[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02576"></a>02576 gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-grdpsf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+eta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02577"></a>02577 }
- <a name="l02578"></a>02578 <span class="keywordflow">if</span> (!done) delta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02579"></a>02579 }
- <a name="l02580"></a>02580 <span class="keywordflow">if</span> (!done && !glob_log.d0_is0) {
- <a name="l02581"></a>02581 <span class="keywordflow">if</span> (nn != 0) {
- <a name="l02582"></a>02582 <span class="keywordflow">for</span> (i=1; i<=nn; i++) {
- <a name="l02583"></a>02583 <span class="keywordflow">if</span> ((feasb) && (i>nineqn)) signgj=signeq[i-nineqn];
- <a name="l02584"></a>02584 <span class="keywordflow">if</span> ((!feasb) || (i<=nineqn)) signgj=1.e0;
- <a name="l02585"></a>02585 <span class="keywordflow">if</span> ((feasb) && (ncsipn) && (i>nineqn-ncsipn) &&
- <a name="l02586"></a>02586 (cs[indxcn[i]].mult==0.e0)) <span class="keywordflow">continue</span>;
- <a name="l02587"></a>02587 glob_grd.valnom=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].val*signgj;
- <a name="l02588"></a>02588 gradcn(nparam,indxcn[i],xnew+1,cs[indxcn[i]].grad+1,
- <a name="l02589"></a>02589 constr,param->cd);
- <a name="l02590"></a>02590 }
- <a name="l02591"></a>02591 resign(nparam,neqn,psf,grdpsf,penp,cs,signeq,11,11);
- <a name="l02592"></a>02592 }
- <a name="l02593"></a>02593 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l02594"></a>02594 glob_grd.valnom=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l02595"></a>02595 <span class="keywordflow">if</span> ((i<=nob-nfsip)||(i>nob-nfsip &&
- <a name="l02596"></a>02596 ((ob[i].mult !=0.e0)||(ob[i].mult_L !=0.e0)))) {
- <a name="l02597"></a>02597 <span class="keywordflow">if</span> (feasb)
- <a name="l02598"></a>02598 gradob(nparam,i,xnew+1,ob[i].grad+1,obj,param->cd);
- <a name="l02599"></a>02599 <span class="keywordflow">else</span> gradcn(nparam,indxob[i],xnew+1,ob[i].grad+1,
- <a name="l02600"></a>02600 constr,param->cd);
- <a name="l02601"></a>02601 }
- <a name="l02602"></a>02602 }
- <a name="l02603"></a>02603 done=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02604"></a>02604 }
- <a name="l02605"></a>02605 <span class="keywordflow">if</span> (glob_log.d0_is0) done=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02606"></a>02606 }
- <a name="l02607"></a>02607 <span class="keywordflow">if</span> (!glob_log.d0_is0) {
- <a name="l02608"></a>02608 <span class="keywordflow">if</span> (!(feasb && steps<delta_s && ((sip_viol->type==<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#a312b1bb7bc37ad2b371ca636c9da2e39">OBJECT</a> &&
- <a name="l02609"></a>02609 !ob[sip_viol->index].act_sip)||(sip_viol->type==<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#ad0469b33534f4b07edfa23e78e3cf462">CONSTR</a> &&
- <a name="l02610"></a>02610 !cs[sip_viol->index].act_sip)))) {
- <a name="l02611"></a>02611 <span class="keywordflow">if</span> (*nrst<(5*nparam) || steps>0.1e0) {
- <a name="l02612"></a>02612 (*nrst)++;
- <a name="l02613"></a>02613 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02614"></a>02614 gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-delta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02615"></a>02615 delta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=xnew[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-param->x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02616"></a>02616 }
- <a name="l02617"></a>02617 matrvc(nparam,nparam,hess,delta,hd);
- <a name="l02618"></a>02618 dhd=scaprd(nparam,delta,hd);
- <a name="l02619"></a>02619 <span class="keywordflow">if</span> (sqrt(scaprd(nparam,delta,delta)) <= glob_grd.epsmac) {
- <a name="l02620"></a>02620 <span class="comment">/* xnew too close to x!! */</span>
- <a name="l02621"></a>02621 nstop=0;
- <a name="l02622"></a>02622 glob_prnt.info=8;
- <a name="l02623"></a>02623 <span class="keywordflow">return</span>;
- <a name="l02624"></a>02624 }
- <a name="l02625"></a>02625 gammd=scaprd(nparam,delta,gamma);
- <a name="l02626"></a>02626 <span class="keywordflow">if</span> (gammd >= (0.2e0*dhd)) theta=1.e0;
- <a name="l02627"></a>02627 <span class="keywordflow">else</span> theta=0.8e0*dhd/(dhd-gammd);
- <a name="l02628"></a>02628 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02629"></a>02629 eta[i]=hd[i]*(1.e0-theta)+theta*gamma[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02630"></a>02630 etad=theta*gammd+(1.e0-theta)*dhd;
- <a name="l02631"></a>02631 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02632"></a>02632 <span class="keywordflow">for</span> (j=i; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++) {
- <a name="l02633"></a>02633 hess[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j]=hess[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j] - hd[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]*hd[j]/dhd +
- <a name="l02634"></a>02634 eta[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]*eta[j]/etad;
- <a name="l02635"></a>02635 hess[j][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=hess[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j];
- <a name="l02636"></a>02636 }
- <a name="l02637"></a>02637 }
- <a name="l02638"></a>02638 } <span class="keywordflow">else</span> {
- <a name="l02639"></a>02639 *nrst=0;
- <a name="l02640"></a>02640 diagnl(nparam,1.e0,hess);
- <a name="l02641"></a>02641 }
- <a name="l02642"></a>02642 }
- <a name="l02643"></a>02643 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02644"></a>02644 param->x[i]=xnew[i];
- <a name="l02645"></a>02645 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02646"></a>02646 }
- <a name="l02647"></a>02647 <span class="keywordflow">if</span> (neqn!=0 && (feasb)) {
- <a name="l02648"></a>02648 i=glob_info.nnineq-nineqn;
- <a name="l02649"></a>02649 <span class="keywordflow">if</span> (i!=0) {
- <a name="l02650"></a>02650 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++) {
- <a name="l02651"></a>02651 gamma[j]=0.e0;
- <a name="l02652"></a>02652 <span class="keywordflow">for</span> (k=1; k<=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>; k++)
- <a name="l02653"></a>02653 gamma[j]=gamma[j]+cs[k+nineqn].grad[j]*
- <a name="l02654"></a>02654 cs[nineqn+k].mult;
- <a name="l02655"></a>02655 }
- <a name="l02656"></a>02656 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02657"></a>02657 psb[i]=psb[i]+gamma[i];
- <a name="l02658"></a>02658 }
- <a name="l02659"></a>02659 i=neq-neqn;
- <a name="l02660"></a>02660 <span class="keywordflow">if</span> (i!=0) {
- <a name="l02661"></a>02661 <span class="keywordflow">for</span> (j=1; j<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; j++) {
- <a name="l02662"></a>02662 gamma[j]=0.e0;
- <a name="l02663"></a>02663 <span class="keywordflow">for</span> (k=1; k<=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>; k++)
- <a name="l02664"></a>02664 gamma[j]=gamma[j]+cs[k+neqn+glob_info.nnineq].grad[j]*
- <a name="l02665"></a>02665 cs[glob_info.nnineq+neqn+k].mult;
- <a name="l02666"></a>02666 }
- <a name="l02667"></a>02667 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l02668"></a>02668 psb[i]=psb[i]+gamma[i];
- <a name="l02669"></a>02669 }
- <a name="l02670"></a>02670 <span class="comment">/* Update penalty parameters for nonlinear equality constraints */</span>
- <a name="l02671"></a>02671 estlam(nparam,neqn,&ifail,bgbnd,phess,delta,eta,
- <a name="l02672"></a>02672 gamma,cs,psb,hd,xnew,psmu);
- <a name="l02673"></a>02673 <span class="keywordflow">if</span> (glob_log.get_ne_mult) <span class="keywordflow">return</span>;
- <a name="l02674"></a>02674 <span class="keywordflow">for</span> (i=1; i<=neqn; i++) {
- <a name="l02675"></a>02675 <span class="keywordflow">if</span> (ifail != 0 || glob_log.d0_is0) penp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=2.e0*penp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02676"></a>02676 <span class="keywordflow">else</span> {
- <a name="l02677"></a>02677 etad=psmu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+penp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l02678"></a>02678 <span class="keywordflow">if</span> (etad < 1.e0)
- <a name="l02679"></a>02679 penp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>((1.e0-psmu[i]),(2.e0*penp[i]));
- <a name="l02680"></a>02680 }
- <a name="l02681"></a>02681 <span class="keywordflow">if</span> (penp[i] > bgbnd) {
- <a name="l02682"></a>02682 nstop=0;
- <a name="l02683"></a>02683 glob_prnt.info=9;
- <a name="l02684"></a>02684 <span class="keywordflow">return</span>;
- <a name="l02685"></a>02685 }
- <a name="l02686"></a>02686 }
- <a name="l02687"></a>02687 resign(nparam,neqn,psf,grdpsf,penp,cs,signeq,20,12);
- <a name="l02688"></a>02688 *fMp=*fM-*psf;
- <a name="l02689"></a>02689 }
- <a name="l02690"></a>02690 <span class="keywordflow">if</span> (nfs != 0) {
- <a name="l02691"></a>02691 (*nstart)++;
- <a name="l02692"></a>02692 np=indexs(*nstart,nfs);
- <a name="l02693"></a>02693 span[np]=fmax;
- <a name="l02694"></a>02694 <span class="keywordflow">for</span> (i=1; i<=neqn; i++)
- <a name="l02695"></a>02695 gm[(np-1)*neqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=cs[glob_info.nnineq+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
- <a name="l02696"></a>02696 <span class="keywordflow">if</span> (neqn != 0) {
- <a name="l02697"></a>02697 psfnew=0.e0;
- <a name="l02698"></a>02698 <span class="keywordflow">for</span> (i=1; i<=neqn; i++)
- <a name="l02699"></a>02699 psfnew=psfnew+gm[i]*penp[i];
- <a name="l02700"></a>02700 }
- <a name="l02701"></a>02701 *fM=span[1];
- <a name="l02702"></a>02702 *fMp=span[1]-psfnew;
- <a name="l02703"></a>02703 mnm=(int)<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(*nstart,nfs);
- <a name="l02704"></a>02704 <span class="keywordflow">for</span> (i=2; i<=mnm; i++) {
- <a name="l02705"></a>02705 <span class="keywordflow">if</span> (neqn != 0) {
- <a name="l02706"></a>02706 psfnew=0.e0;
- <a name="l02707"></a>02707 <span class="keywordflow">for</span> (j=1; j<=neqn; j++)
- <a name="l02708"></a>02708 psfnew=psfnew+gm[(i-1)*neqn +j]*penp[j];
- <a name="l02709"></a>02709 }
- <a name="l02710"></a>02710 *fM=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(*fM, span[i]);
- <a name="l02711"></a>02711 *fMp=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(*fMp,span[i]-psfnew);
- <a name="l02712"></a>02712 }
- <a name="l02713"></a>02713 }
- <a name="l02714"></a>02714 <span class="keywordflow">if</span> (glob_prnt.iprint < 3 || !display) <span class="keywordflow">return</span>;
- <a name="l02715"></a>02715 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l02716"></a>02716 <span class="keywordflow">if</span> (!feasb) {
- <a name="l02717"></a>02717 sbout2(glob_prnt.io,nparam,indxob[i],<span class="stringliteral">"gradg(j,"</span>,
- <a name="l02718"></a>02718 <span class="stringliteral">")"</span>,ob[i].grad);
- <a name="l02719"></a>02719 <span class="keywordflow">continue</span>;
- <a name="l02720"></a>02720 }
- <a name="l02721"></a>02721 <span class="keywordflow">if</span> (nob>1) sbout2(glob_prnt.io,nparam,i,<span class="stringliteral">"gradf(j,"</span>,<span class="stringliteral">")"</span>,
- <a name="l02722"></a>02722 ob[i].grad);
- <a name="l02723"></a>02723 <span class="keywordflow">if</span> (nob==1) sbout1(glob_prnt.io,nparam,<span class="stringliteral">"gradf(j) "</span>,
- <a name="l02724"></a>02724 dummy,ob[1].grad,2,2);
- <a name="l02725"></a>02725 }
- <a name="l02726"></a>02726 <span class="keywordflow">if</span> (ncnstr != 0) {
- <a name="l02727"></a>02727 <span class="keywordflow">for</span> (i=1; i<=ncnstr; i++) {
- <a name="l02728"></a>02728 tempv=cs[indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]].grad;
- <a name="l02729"></a>02729 sbout2(glob_prnt.io,nparam,indxcn[i],<span class="stringliteral">"gradg(j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l02730"></a>02730 }
- <a name="l02731"></a>02731 <span class="keywordflow">if</span> (neqn != 0) {
- <a name="l02732"></a>02732 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"grdpsf(j) "</span>,
- <a name="l02733"></a>02733 dummy,grdpsf,2,2);
- <a name="l02734"></a>02734 sbout1(glob_prnt.io,neqn,<span class="stringliteral">"P "</span>,dummy,
- <a name="l02735"></a>02735 penp,2,2);
- <a name="l02736"></a>02736 sbout1(glob_prnt.io,neqn,<span class="stringliteral">"psmu "</span>,dummy,
- <a name="l02737"></a>02737 psmu,2,2);
- <a name="l02738"></a>02738 }
- <a name="l02739"></a>02739 }
- <a name="l02740"></a>02740 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"multipliers for x "</span>,dummy,
- <a name="l02741"></a>02741 param->mult,2,2);
- <a name="l02742"></a>02742 <span class="keywordflow">if</span> (ncnstr != 0) {
- <a name="l02743"></a>02743 fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,
- <a name="l02744"></a>02744 <span class="stringliteral">" for g "</span>,cs[1].mult);
- <a name="l02745"></a>02745 <span class="keywordflow">for</span> (j=2; j<=ncnstr; j++)
- <a name="l02746"></a>02746 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t\t\t\t %22.14e\n"</span>,cs[j].mult);
- <a name="l02747"></a>02747 }
- <a name="l02748"></a>02748 <span class="keywordflow">if</span> (nobL > 1) {
- <a name="l02749"></a>02749 fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,
- <a name="l02750"></a>02750 <span class="stringliteral">" for f "</span>,ob[1].mult);
- <a name="l02751"></a>02751 <span class="keywordflow">for</span> (j=2; j<=nob; j++)
- <a name="l02752"></a>02752 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t\t\t\t %22.14e\n"</span>,ob[j].mult);
- <a name="l02753"></a>02753 }
- <a name="l02754"></a>02754 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
- <a name="l02755"></a>02755 tempv=colvec(hess,i,nparam);
- <a name="l02756"></a>02756 sbout2(glob_prnt.io,nparam,i,<span class="stringliteral">"hess (j,"</span>,<span class="stringliteral">")"</span>,tempv);
- <a name="l02757"></a>02757 free_dv(tempv);
- <a name="l02758"></a>02758 }
- <a name="l02759"></a>02759 <span class="keywordflow">return</span>;
- <a name="l02760"></a>02760 }
- <a name="l02761"></a>02761
- <a name="l02762"></a>02762 <span class="comment">/**************************************************************/</span>
- <a name="l02763"></a>02763 <span class="comment">/* CFSQP : Output */</span>
- <a name="l02764"></a>02764 <span class="comment">/**************************************************************/</span>
- <a name="l02765"></a>02765
- <a name="l02766"></a>02766 <span class="keywordtype">void</span> cfsqp_Class::out(<span class="keywordtype">int</span> miter,<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> nfsip,<span class="keywordtype">int</span> ncn,<span class="keywordtype">int</span> nn,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> ncnstr,<span class="keywordtype">int</span> ncsipl,<span class="keywordtype">int</span> ncsipn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">double</span> *x,<span class="keyword">struct</span> _constraint *cs,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> fM,<span class="keywordtype">double</span> fmax,<span class="keywordtype">double</span> steps,<span class="keywordtype">double</span> sktnom,<span class="keywordtype">double</span> d0norm,<span class="keywordtype">int</span> feasb)
- <a name="l02767"></a>02767 {
- <a name="l02768"></a>02768 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,index,display,offset;
- <a name="l02769"></a>02769 <span class="keywordtype">double</span> SNECV,dummy,*adummy,gmax;
- <a name="l02770"></a>02770
- <a name="l02771"></a>02771 adummy=make_dv(1);
- <a name="l02772"></a>02772 adummy[1]=0.e0;
- <a name="l02773"></a>02773 dummy=0.e0;
- <a name="l02774"></a>02774 <span class="keywordflow">if</span> (glob_prnt.iter>=miter && nstop != 0) {
- <a name="l02775"></a>02775 glob_prnt.info=3;
- <a name="l02776"></a>02776 nstop=0;
- <a name="l02777"></a>02777 <span class="keywordflow">if</span> (glob_prnt.iprint==0) <span class="keywordflow">goto</span> L9000;
- <a name="l02778"></a>02778 }
- <a name="l02779"></a>02779 <span class="keywordflow">if</span> (glob_prnt.iprint==0 && glob_prnt.iter<miter) {
- <a name="l02780"></a>02780 glob_prnt.iter++;
- <a name="l02781"></a>02781 <span class="keywordflow">goto</span> L9000;
- <a name="l02782"></a>02782 }
- <a name="l02783"></a>02783 <span class="keywordflow">if</span> ((glob_prnt.info>0 && glob_prnt.info<3) || glob_prnt.info==7)
- <a name="l02784"></a>02784 <span class="keywordflow">goto</span> L120;
- <a name="l02785"></a>02785 <span class="keywordflow">if</span> (glob_prnt.iprint==1 && nstop!=0) {
- <a name="l02786"></a>02786 glob_prnt.iter++;
- <a name="l02787"></a>02787 <span class="keywordflow">if</span> (glob_prnt.initvl==0) <span class="keywordflow">goto</span> L9000;
- <a name="l02788"></a>02788 <span class="keywordflow">if</span> (feasb && nob>0) {
- <a name="l02789"></a>02789 fprintf(glob_prnt.io,<span class="stringliteral">" objectives\n"</span>);
- <a name="l02790"></a>02790 <span class="keywordflow">for</span> (i=1; i<=nob-nfsip; i++) {
- <a name="l02791"></a>02791 <span class="keywordflow">if</span> (nob==nobL)
- <a name="l02792"></a>02792 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,ob[i].val);
- <a name="l02793"></a>02793 <span class="keywordflow">else</span>
- <a name="l02794"></a>02794 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,fabs(ob[i].val));
- <a name="l02795"></a>02795 }
- <a name="l02796"></a>02796 <span class="keywordflow">if</span> (nfsip) {
- <a name="l02797"></a>02797 offset=nob-nfsip;
- <a name="l02798"></a>02798 <span class="keywordflow">for</span> (i=1; i<=glob_info.nfsip; i++) {
- <a name="l02799"></a>02799 <span class="keywordflow">if</span> (nob==nobL) gmax=ob[++offset].val;
- <a name="l02800"></a>02800 <span class="keywordflow">else</span> gmax=fabs(ob[++offset].val);
- <a name="l02801"></a>02801 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l02802"></a>02802 offset++;
- <a name="l02803"></a>02803 <span class="keywordflow">if</span> (nob==nobL && ob[offset].val>gmax)
- <a name="l02804"></a>02804 gmax=ob[offset].val;
- <a name="l02805"></a>02805 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (nob!=nobL && fabs(ob[offset].val)>gmax)
- <a name="l02806"></a>02806 gmax=fabs(ob[offset].val);
- <a name="l02807"></a>02807 }
- <a name="l02808"></a>02808 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02809"></a>02809 }
- <a name="l02810"></a>02810 }
- <a name="l02811"></a>02811 }
- <a name="l02812"></a>02812 <span class="keywordflow">if</span> (glob_info.mode==1 && glob_prnt.iter>1 && feasb)
- <a name="l02813"></a>02813 sbout1(glob_prnt.io,0,<span class="stringliteral">"objective max4 "</span>,fM,adummy,1,1);
- <a name="l02814"></a>02814 <span class="keywordflow">if</span> (nob>1)
- <a name="l02815"></a>02815 sbout1(glob_prnt.io,0,<span class="stringliteral">"objmax "</span>,fmax,adummy,1,1);
- <a name="l02816"></a>02816 <span class="keywordflow">if</span> (ncnstr==0) fprintf(glob_prnt.io,<span class="stringliteral">"\n"</span>);
- <a name="l02817"></a>02817 <span class="keywordflow">else</span> {
- <a name="l02818"></a>02818 fprintf(glob_prnt.io,<span class="stringliteral">" constraints\n"</span>);
- <a name="l02819"></a>02819 <span class="keywordflow">for</span> (i=1; i<=nineqn-ncsipn; i++)
- <a name="l02820"></a>02820 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02821"></a>02821 <span class="keywordflow">if</span> (ncsipn) {
- <a name="l02822"></a>02822 offset=nineqn-ncsipn;
- <a name="l02823"></a>02823 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipn; i++) {
- <a name="l02824"></a>02824 gmax=cs[++offset].val;
- <a name="l02825"></a>02825 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[glob_info.nfsip+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l02826"></a>02826 offset++;
- <a name="l02827"></a>02827 <span class="keywordflow">if</span> (cs[offset].val>gmax) gmax=cs[offset].val;
- <a name="l02828"></a>02828 }
- <a name="l02829"></a>02829 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02830"></a>02830 }
- <a name="l02831"></a>02831 }
- <a name="l02832"></a>02832 <span class="keywordflow">for</span> (i=nineqn+1; i<=glob_info.nnineq-ncsipl; i++)
- <a name="l02833"></a>02833 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02834"></a>02834 <span class="keywordflow">if</span> (ncsipl) {
- <a name="l02835"></a>02835 offset=glob_info.nnineq-ncsipl;
- <a name="l02836"></a>02836 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipl; i++) {
- <a name="l02837"></a>02837 gmax=cs[++offset].val;
- <a name="l02838"></a>02838 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip+glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02839"></a>02839 <span class="keywordflow">else</span> index=glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02840"></a>02840 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[index]; j++) {
- <a name="l02841"></a>02841 offset++;
- <a name="l02842"></a>02842 <span class="keywordflow">if</span> (cs[offset].val>gmax) gmax=cs[offset].val;
- <a name="l02843"></a>02843 }
- <a name="l02844"></a>02844 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02845"></a>02845 }
- <a name="l02846"></a>02846 }
- <a name="l02847"></a>02847 <span class="keywordflow">for</span> (i=glob_info.nnineq+1; i<=ncnstr; i++)
- <a name="l02848"></a>02848 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02849"></a>02849 }
- <a name="l02850"></a>02850 <span class="keywordflow">if</span> (ncnstr!=0) fprintf(glob_prnt.io,<span class="stringliteral">"\n"</span>);
- <a name="l02851"></a>02851 <span class="keywordflow">goto</span> L9000;
- <a name="l02852"></a>02852 }
- <a name="l02853"></a>02853 <span class="keywordflow">if</span> (glob_prnt.iprint==1 && nstop==0)
- <a name="l02854"></a>02854 fprintf(glob_prnt.io,<span class="stringliteral">" iteration %26d\n"</span>,
- <a name="l02855"></a>02855 glob_prnt.iter);
- <a name="l02856"></a>02856 <span class="keywordflow">if</span> (glob_prnt.iprint<=2 && nstop==0)
- <a name="l02857"></a>02857 fprintf(glob_prnt.io,<span class="stringliteral">" inform %26d\n"</span>,
- <a name="l02858"></a>02858 glob_prnt.info);
- <a name="l02859"></a>02859 <span class="keywordflow">if</span> (glob_prnt.iprint==1 && nstop==0 && (ncsipl+ncsipn)!=0)
- <a name="l02860"></a>02860 fprintf(glob_prnt.io,<span class="stringliteral">" |Xi_k| %26d\n"</span>,
- <a name="l02861"></a>02861 glob_info.tot_actg_sip);
- <a name="l02862"></a>02862 <span class="keywordflow">if</span> (glob_prnt.iprint==1 && nstop==0 && nfsip!=0)
- <a name="l02863"></a>02863 fprintf(glob_prnt.io,<span class="stringliteral">" |Omega_k| %26d\n"</span>,
- <a name="l02864"></a>02864 glob_info.tot_actf_sip);
- <a name="l02865"></a>02865 glob_prnt.iter++;
- <a name="l02866"></a>02866 <span class="keywordflow">if</span> (!((glob_prnt.iter)%glob_prnt.iter_mod)) display=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l02867"></a>02867 <span class="keywordflow">else</span> display=(nstop==0);
- <a name="l02868"></a>02868 <span class="keywordflow">if</span> (glob_prnt.iter_mod!=1 && display)
- <a name="l02869"></a>02869 fprintf(glob_prnt.io,<span class="stringliteral">"\n iteration %26d\n"</span>,
- <a name="l02870"></a>02870 glob_prnt.iter-1);
- <a name="l02871"></a>02871 <span class="keywordflow">if</span> (glob_prnt.initvl==0 && display)
- <a name="l02872"></a>02872 sbout1(glob_prnt.io,nparam,<span class="stringliteral">"x "</span>,dummy,x,2,1);
- <a name="l02873"></a>02873 <span class="keywordflow">if</span> (display) {
- <a name="l02874"></a>02874 <span class="keywordflow">if</span> (nob>0) {
- <a name="l02875"></a>02875 fprintf(glob_prnt.io,<span class="stringliteral">" objectives\n"</span>);
- <a name="l02876"></a>02876 <span class="keywordflow">for</span> (i=1; i<=nob-nfsip; i++) {
- <a name="l02877"></a>02877 <span class="keywordflow">if</span> (nob==nobL)
- <a name="l02878"></a>02878 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,ob[i].val);
- <a name="l02879"></a>02879 <span class="keywordflow">else</span>
- <a name="l02880"></a>02880 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,
- <a name="l02881"></a>02881 fabs(ob[i].val));
- <a name="l02882"></a>02882 }
- <a name="l02883"></a>02883 }
- <a name="l02884"></a>02884 <span class="keywordflow">if</span> (nfsip) {
- <a name="l02885"></a>02885 offset=nob-nfsip;
- <a name="l02886"></a>02886 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip;
- <a name="l02887"></a>02887 <span class="keywordflow">else</span> index=glob_info.ncsipn;
- <a name="l02888"></a>02888 <span class="keywordflow">for</span> (i=1; i<=index; i++) {
- <a name="l02889"></a>02889 <span class="keywordflow">if</span> (nob==nobL) gmax=ob[++offset].val;
- <a name="l02890"></a>02890 <span class="keywordflow">else</span> gmax=fabs(ob[++offset].val);
- <a name="l02891"></a>02891 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l02892"></a>02892 offset++;
- <a name="l02893"></a>02893 <span class="keywordflow">if</span> (nob==nobL && ob[offset].val>gmax)
- <a name="l02894"></a>02894 gmax=ob[offset].val;
- <a name="l02895"></a>02895 <span class="keywordflow">else</span> <span class="keywordflow">if</span> (nob!=nobL && fabs(ob[offset].val)>gmax)
- <a name="l02896"></a>02896 gmax=fabs(ob[offset].val);
- <a name="l02897"></a>02897 }
- <a name="l02898"></a>02898 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02899"></a>02899 }
- <a name="l02900"></a>02900 }
- <a name="l02901"></a>02901 }
- <a name="l02902"></a>02902 <span class="keywordflow">if</span> (glob_info.mode==1 && glob_prnt.iter>1 && display)
- <a name="l02903"></a>02903 sbout1(glob_prnt.io,0,<span class="stringliteral">"objective max4 "</span>,fM,adummy,1,1);
- <a name="l02904"></a>02904 <span class="keywordflow">if</span> (nob>1 && display)
- <a name="l02905"></a>02905 sbout1(glob_prnt.io,0,<span class="stringliteral">"objmax "</span>,fmax,adummy,1,1);
- <a name="l02906"></a>02906 <span class="keywordflow">if</span> (ncnstr != 0 && display ) {
- <a name="l02907"></a>02907 fprintf(glob_prnt.io,<span class="stringliteral">" constraints\n"</span>);
- <a name="l02908"></a>02908 <span class="keywordflow">for</span> (i=1; i<=nineqn-ncsipn; i++)
- <a name="l02909"></a>02909 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02910"></a>02910 <span class="keywordflow">if</span> (ncsipn) {
- <a name="l02911"></a>02911 offset=nineqn-ncsipn;
- <a name="l02912"></a>02912 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipn; i++) {
- <a name="l02913"></a>02913 gmax=cs[++offset].val;
- <a name="l02914"></a>02914 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[glob_info.nfsip+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]; j++) {
- <a name="l02915"></a>02915 offset++;
- <a name="l02916"></a>02916 <span class="keywordflow">if</span> (cs[offset].val>gmax) gmax=cs[offset].val;
- <a name="l02917"></a>02917 }
- <a name="l02918"></a>02918 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02919"></a>02919 }
- <a name="l02920"></a>02920 }
- <a name="l02921"></a>02921 <span class="keywordflow">for</span> (i=nineqn+1; i<=glob_info.nnineq-ncsipl; i++)
- <a name="l02922"></a>02922 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02923"></a>02923 <span class="keywordflow">if</span> (ncsipl) {
- <a name="l02924"></a>02924 offset=glob_info.nnineq-ncsipl;
- <a name="l02925"></a>02925 <span class="keywordflow">for</span> (i=1; i<=glob_info.ncsipl; i++) {
- <a name="l02926"></a>02926 gmax=cs[++offset].val;
- <a name="l02927"></a>02927 <span class="keywordflow">if</span> (feasb) index=glob_info.nfsip+glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02928"></a>02928 <span class="keywordflow">else</span> index=glob_info.ncsipn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l02929"></a>02929 <span class="keywordflow">for</span> (j=2; j<=mesh_pts[index];
- <a name="l02930"></a>02930 j++) {
- <a name="l02931"></a>02931 offset++;
- <a name="l02932"></a>02932 <span class="keywordflow">if</span> (cs[offset].val>gmax) gmax=cs[offset].val;
- <a name="l02933"></a>02933 }
- <a name="l02934"></a>02934 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,gmax);
- <a name="l02935"></a>02935 }
- <a name="l02936"></a>02936 }
- <a name="l02937"></a>02937 <span class="keywordflow">for</span> (i=glob_info.nnineq+1; i<=ncnstr; i++)
- <a name="l02938"></a>02938 fprintf(glob_prnt.io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,cs[i].val);
- <a name="l02939"></a>02939 <span class="keywordflow">if</span> (feasb) {
- <a name="l02940"></a>02940 SNECV=0.e0;
- <a name="l02941"></a>02941 <span class="keywordflow">for</span> (i=glob_info.nnineq+1; i<=glob_info.nnineq+nn-nineqn; i++)
- <a name="l02942"></a>02942 SNECV=SNECV+fabs(cs[i].val);
- <a name="l02943"></a>02943 <span class="keywordflow">if</span> (glob_prnt.initvl==0 && (nn-nineqn)!=0)
- <a name="l02944"></a>02944 sbout1(glob_prnt.io,0,<span class="stringliteral">"SNECV "</span>,
- <a name="l02945"></a>02945 SNECV,adummy,1,1);
- <a name="l02946"></a>02946 }
- <a name="l02947"></a>02947 }
- <a name="l02948"></a>02948 <span class="keywordflow">if</span> (glob_prnt.iter<=1 && display) {
- <a name="l02949"></a>02949 fprintf(glob_prnt.io,<span class="stringliteral">" \n"</span>);
- <a name="l02950"></a>02950 fprintf(glob_prnt.io,<span class="stringliteral">" iteration %26d\n"</span>,
- <a name="l02951"></a>02951 glob_prnt.iter);
- <a name="l02952"></a>02952 <span class="keywordflow">goto</span> L9000;
- <a name="l02953"></a>02953 }
- <a name="l02954"></a>02954 <span class="keywordflow">if</span> (glob_prnt.iprint>=2 && glob_prnt.initvl==0 && display)
- <a name="l02955"></a>02955 sbout1(glob_prnt.io,0,<span class="stringliteral">"step "</span>,steps,adummy,1,1);
- <a name="l02956"></a>02956 <span class="keywordflow">if</span> (glob_prnt.initvl==0 && display &&
- <a name="l02957"></a>02957 (nstop==0 || glob_prnt.info!=0 || glob_prnt.iprint==2)) {
- <a name="l02958"></a>02958 sbout1(glob_prnt.io,0,<span class="stringliteral">"d0norm "</span>,d0norm,adummy,1,1);
- <a name="l02959"></a>02959 sbout1(glob_prnt.io,0,<span class="stringliteral">"ktnorm "</span>,sktnom,adummy,1,1);
- <a name="l02960"></a>02960 }
- <a name="l02961"></a>02961 <span class="keywordflow">if</span> (glob_prnt.initvl==0 && feasb && display)
- <a name="l02962"></a>02962 fprintf(glob_prnt.io,<span class="stringliteral">" ncallf %26d\n"</span>,
- <a name="l02963"></a>02963 glob_info.ncallf);
- <a name="l02964"></a>02964 <span class="keywordflow">if</span> (glob_prnt.initvl==0 && (nn!=0 || !feasb) && display)
- <a name="l02965"></a>02965 fprintf(glob_prnt.io,<span class="stringliteral">" ncallg %26d\n"</span>,
- <a name="l02966"></a>02966 glob_info.ncallg);
- <a name="l02967"></a>02967 <span class="keywordflow">if</span> (glob_prnt.iprint>=3 && glob_prnt.iter_mod!=1 && nstop!=0
- <a name="l02968"></a>02968 && !(glob_prnt.iter%glob_prnt.iter_mod))
- <a name="l02969"></a>02969 fprintf(glob_prnt.io,
- <a name="l02970"></a>02970 <span class="stringliteral">"\n The following was calculated during iteration %5d:\n"</span>,
- <a name="l02971"></a>02971 glob_prnt.iter);
- <a name="l02972"></a>02972 <span class="keywordflow">if</span> (nstop != 0 && (glob_prnt.iter_mod==1))
- <a name="l02973"></a>02973 fprintf(glob_prnt.io,<span class="stringliteral">"\n iteration %26d\n"</span>,
- <a name="l02974"></a>02974 glob_prnt.iter);
- <a name="l02975"></a>02975 L120:
- <a name="l02976"></a>02976 <span class="keywordflow">if</span> (nstop!=0 || glob_prnt.iprint==0) <span class="keywordflow">goto</span> L9000;
- <a name="l02977"></a>02977 fprintf(glob_prnt.io,<span class="stringliteral">"\n"</span>);
- <a name="l02978"></a>02978 <span class="keywordflow">if</span> (glob_prnt.iprint>=3)
- <a name="l02979"></a>02979 fprintf(glob_prnt.io,<span class="stringliteral">" inform %26d\n"</span>,
- <a name="l02980"></a>02980 glob_prnt.info);
- <a name="l02981"></a>02981 <span class="keywordflow">if</span> (glob_prnt.info==0) fprintf(glob_prnt.io,
- <a name="l02982"></a>02982 <span class="stringliteral">"\nNormal termination: You have obtained a solution !!\n"</span>);
- <a name="l02983"></a>02983 <span class="keywordflow">if</span> (glob_prnt.info==0 && sktnom>0.1e0) fprintf(glob_prnt.io,
- <a name="l02984"></a>02984 <span class="stringliteral">"Warning: Norm of Kuhn-Tucker vector is large !!\n"</span>);
- <a name="l02985"></a>02985 <span class="keywordflow">if</span> (glob_prnt.info==3) {
- <a name="l02986"></a>02986 fprintf(glob_prnt.io,
- <a name="l02987"></a>02987 <span class="stringliteral">"\nWarning: Maximum iterations have been reached before\n"</span>);
- <a name="l02988"></a>02988 fprintf(glob_prnt.io,<span class="stringliteral">"obtaining a solution !!\n\n"</span>);
- <a name="l02989"></a>02989 }
- <a name="l02990"></a>02990 <span class="keywordflow">if</span> (glob_prnt.info==4) {
- <a name="l02991"></a>02991 fprintf(glob_prnt.io,
- <a name="l02992"></a>02992 <span class="stringliteral">"\nError : Step size has been smaller than the computed\n"</span>);
- <a name="l02993"></a>02993 fprintf(glob_prnt.io,<span class="stringliteral">"machine precision !!\n\n"</span>);
- <a name="l02994"></a>02994 }
- <a name="l02995"></a>02995 <span class="keywordflow">if</span> (glob_prnt.info==5) fprintf(glob_prnt.io,
- <a name="l02996"></a>02996 <span class="stringliteral">"\nError: Failure in constructing d0 !!\n\n"</span>);
- <a name="l02997"></a>02997 <span class="keywordflow">if</span> (glob_prnt.info==6) fprintf(glob_prnt.io,
- <a name="l02998"></a>02998 <span class="stringliteral">"\nError: Failure in constructing d1 !!\n\n"</span>);
- <a name="l02999"></a>02999 <span class="keywordflow">if</span> (glob_prnt.info==8) {
- <a name="l03000"></a>03000 fprintf(glob_prnt.io,
- <a name="l03001"></a>03001 <span class="stringliteral">"\nError: The new iterate is numerically equivalent to the\n"</span>);
- <a name="l03002"></a>03002 fprintf(glob_prnt.io,
- <a name="l03003"></a>03003 <span class="stringliteral">"previous iterate, though the stopping criterion is not \n"</span>);
- <a name="l03004"></a>03004 fprintf(glob_prnt.io,<span class="stringliteral">"satisfied\n"</span>);
- <a name="l03005"></a>03005 }
- <a name="l03006"></a>03006 <span class="keywordflow">if</span> (glob_prnt.info==9) {
- <a name="l03007"></a>03007 fprintf(glob_prnt.io,
- <a name="l03008"></a>03008 <span class="stringliteral">"\nError: Could not satisfy nonlinear equality constraints -\n"</span>);
- <a name="l03009"></a>03009 fprintf(glob_prnt.io,<span class="stringliteral">" Penalty parameter too large\n"</span>);
- <a name="l03010"></a>03010 }
- <a name="l03011"></a>03011 fprintf(glob_prnt.io,<span class="stringliteral">"\n"</span>);
- <a name="l03012"></a>03012 L9000:
- <a name="l03013"></a>03013 free_dv(adummy);
- <a name="l03014"></a>03014 glob_prnt.initvl=0;
- <a name="l03015"></a>03015 <span class="keywordflow">return</span>;
- <a name="l03016"></a>03016 }
- <a name="l03017"></a>03017 <span class="comment">/*************************************************************/</span>
- <a name="l03018"></a>03018 <span class="comment">/* CFSQP : Computation of gradients of objective */</span>
- <a name="l03019"></a>03019 <span class="comment">/* functions by forward finite differences */</span>
- <a name="l03020"></a>03020 <span class="comment">/*************************************************************/</span>
- <a name="l03021"></a>03021
- <a name="l03022"></a><a class="code" href="classcfsqp__Class.html#a5efaa1ad954cc6231d9cdc32092a1cad">03022</a> <span class="keywordtype">void</span> <a class="code" href="classcfsqp__Class.html#a5efaa1ad954cc6231d9cdc32092a1cad">cfsqp_Class::grobfd</a>(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> j,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *gradf,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
- <a name="l03023"></a>03023 {
- <a name="l03024"></a>03024 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03025"></a>03025 <span class="keywordtype">double</span> xi,delta;
- <a name="l03026"></a>03026
- <a name="l03027"></a>03027 <span class="keywordflow">for</span> (i=0; i<=nparam-1; i++) {
- <a name="l03028"></a>03028 xi=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l03029"></a>03029 delta=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(glob_grd.udelta,
- <a name="l03030"></a>03030 glob_grd.rteps*<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(1.e0,fabs(xi)));
- <a name="l03031"></a>03031 <span class="keywordflow">if</span> (xi<0.e0) delta=-delta;
- <a name="l03032"></a>03032 <span class="keywordflow">if</span> (!(glob_prnt.ipd==1 || j != 1 || glob_prnt.iprint<3)) {
- <a name="l03033"></a>03033 <span class="comment">/* formats are not set yet... */</span>
- <a name="l03034"></a>03034 <span class="keywordflow">if</span> (i==0) fprintf(glob_prnt.io,<span class="stringliteral">"\tdelta(i)\t %22.14f\n"</span>,delta);
- <a name="l03035"></a>03035 <span class="keywordflow">if</span> (i!=0) fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %22.14f\n"</span>,delta);
- <a name="l03036"></a>03036 }
- <a name="l03037"></a>03037 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=xi+delta;
- <a name="l03038"></a>03038 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03039"></a>03039 (*obj)(<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>,j,x,&gradf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>],cd);
- <a name="l03040"></a>03040 gradf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=(gradf[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-glob_grd.valnom)/delta;
- <a name="l03041"></a>03041 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=xi;
- <a name="l03042"></a>03042 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03043"></a>03043 }
- <a name="l03044"></a>03044 <span class="keywordflow">return</span>;
- <a name="l03045"></a>03045 }
- <a name="l03046"></a>03046
- <a name="l03047"></a>03047 <span class="comment">/***********************************************************/</span>
- <a name="l03048"></a>03048 <span class="comment">/* CFSQP : Computation of gradients of constraint */</span>
- <a name="l03049"></a>03049 <span class="comment">/* functions by forward finite differences */</span>
- <a name="l03050"></a>03050 <span class="comment">/***********************************************************/</span>
- <a name="l03051"></a>03051
- <a name="l03052"></a><a class="code" href="classcfsqp__Class.html#a0bfc2e210d6b1c6003b7442b4381504f">03052</a> <span class="keywordtype">void</span> <a class="code" href="classcfsqp__Class.html#a0bfc2e210d6b1c6003b7442b4381504f">cfsqp_Class::grcnfd</a>(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> j,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *gradg,<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
- <a name="l03053"></a>03053 {
- <a name="l03054"></a>03054 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03055"></a>03055 <span class="keywordtype">double</span> xi,delta;
- <a name="l03056"></a>03056
- <a name="l03057"></a>03057 <span class="keywordflow">for</span> (i=0; i<=nparam-1; i++) {
- <a name="l03058"></a>03058 xi=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l03059"></a>03059 delta=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(glob_grd.udelta,
- <a name="l03060"></a>03060 glob_grd.rteps*<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(1.e0,fabs(xi)));
- <a name="l03061"></a>03061 <span class="keywordflow">if</span> (xi<0.e0) delta=-delta;
- <a name="l03062"></a>03062 <span class="keywordflow">if</span> (!(j != 1 || glob_prnt.iprint<3)) {
- <a name="l03063"></a>03063 <span class="comment">/* formats are not set yet... */</span>
- <a name="l03064"></a>03064 <span class="keywordflow">if</span> (i==0) fprintf(glob_prnt.io,<span class="stringliteral">"\tdelta(i)\t %22.14f\n"</span>,delta);
- <a name="l03065"></a>03065 <span class="keywordflow">if</span> (i!=0) fprintf(glob_prnt.io,<span class="stringliteral">"\t\t\t %22.14f\n"</span>,delta);
- <a name="l03066"></a>03066 glob_prnt.ipd=1;
- <a name="l03067"></a>03067 }
- <a name="l03068"></a>03068 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=xi+delta;
- <a name="l03069"></a>03069 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03070"></a>03070 (*constr)(<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>,j,x,&gradg[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>],cd);
- <a name="l03071"></a>03071 gradg[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=(gradg[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]-glob_grd.valnom)/delta;
- <a name="l03072"></a>03072 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=xi;
- <a name="l03073"></a>03073 <a class="code" href="classcfsqp__Class.html#ad5005ab5354b96f44e108a07ea8f9d67">x_is_new</a>=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03074"></a>03074 }
- <a name="l03075"></a>03075 <span class="keywordflow">return</span>;
- <a name="l03076"></a>03076 }
- <a name="l03077"></a>03077 <span class="comment">/************************************************************/</span>
- <a name="l03078"></a>03078 <span class="comment">/* Utility functions used by CFSQP - */</span>
- <a name="l03079"></a>03079 <span class="comment">/* Available functions: */</span>
- <a name="l03080"></a>03080 <span class="comment">/* diagnl error estlam */</span>
- <a name="l03081"></a>03081 <span class="comment">/* colvec scaprd small */</span>
- <a name="l03082"></a>03082 <span class="comment">/* fool matrvc matrcp */</span>
- <a name="l03083"></a>03083 <span class="comment">/* nullvc resign sbout1 */</span>
- <a name="l03084"></a>03084 <span class="comment">/* sbout2 shift slope */</span>
- <a name="l03085"></a>03085 <span class="comment">/* fuscmp indexs element */</span>
- <a name="l03086"></a>03086 <span class="comment">/************************************************************/</span>
- <a name="l03087"></a>03087
- <a name="l03088"></a>03088 <span class="comment">/************************************************************/</span>
- <a name="l03089"></a>03089 <span class="comment">/* Set a=diag*I, a diagonal matrix */</span>
- <a name="l03090"></a>03090 <span class="comment">/************************************************************/</span>
- <a name="l03091"></a>03091
- <a name="l03092"></a>03092 <span class="keywordtype">void</span> cfsqp_Class::diagnl(<span class="keywordtype">int</span> nrowa,<span class="keywordtype">double</span> diag,<span class="keywordtype">double</span> **a)
- <a name="l03093"></a>03093 {
- <a name="l03094"></a>03094 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j;
- <a name="l03095"></a>03095
- <a name="l03096"></a>03096 <span class="keywordflow">for</span> (i=1; i<=nrowa; i++) {
- <a name="l03097"></a>03097 <span class="keywordflow">for</span> (j=i; j<=nrowa; j++) {
- <a name="l03098"></a>03098 a[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j]=0.e0;
- <a name="l03099"></a>03099 a[j][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l03100"></a>03100 }
- <a name="l03101"></a>03101 a[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=diag;
- <a name="l03102"></a>03102 }
- <a name="l03103"></a>03103 <span class="keywordflow">return</span>;
- <a name="l03104"></a>03104 }
- <a name="l03105"></a>03105
- <a name="l03106"></a>03106 <span class="comment">/***********************************************************/</span>
- <a name="l03107"></a>03107 <span class="comment">/* Display error messages */</span>
- <a name="l03108"></a>03108 <span class="comment">/***********************************************************/</span>
- <a name="l03109"></a>03109
- <a name="l03110"></a>03110 <span class="keywordtype">void</span> cfsqp_Class::error(<span class="keyword">const</span> <span class="keywordtype">char</span> <span class="keywordtype">string</span>[],<span class="keywordtype">int</span> *inform)
- <a name="l03111"></a>03111 {
- <a name="l03112"></a>03112 <span class="keywordflow">if</span> (glob_prnt.iprint>0)
- <a name="l03113"></a>03113 fprintf(stderr,<span class="stringliteral">"%s\n"</span>,<span class="keywordtype">string</span>);
- <a name="l03114"></a>03114 *inform=7;
- <a name="l03115"></a>03115 <span class="keywordflow">return</span>;
- <a name="l03116"></a>03116 }
- <a name="l03117"></a>03117
- <a name="l03118"></a>03118 <span class="comment">/***********************************************************/</span>
- <a name="l03119"></a>03119 <span class="comment">/* Compute an estimate of multipliers for updating */</span>
- <a name="l03120"></a>03120 <span class="comment">/* penalty parameter (nonlinear equality constraints) */</span>
- <a name="l03121"></a>03121 <span class="comment">/***********************************************************/</span>
- <a name="l03122"></a>03122
- <a name="l03123"></a>03123 <span class="keywordtype">void</span> cfsqp_Class::estlam(<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> *ifail,<span class="keywordtype">double</span> bigbnd,<span class="keywordtype">double</span> **hess,<span class="keywordtype">double</span> *cvec,<span class="keywordtype">double</span> *a,<span class="keywordtype">double</span> *b,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> *psb,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *x)
- <a name="l03124"></a>03124 {
- <a name="l03125"></a>03125 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,zero,one,lwar2,mnn,iout;
- <a name="l03126"></a>03126 <span class="keywordtype">double</span> *ctemp;
- <a name="l03127"></a>03127
- <a name="l03128"></a>03128 <span class="keywordflow">for</span> (i=1; i<=neqn; i++) {
- <a name="l03129"></a>03129 bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]= (-bigbnd);
- <a name="l03130"></a>03130 bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]= bigbnd;
- <a name="l03131"></a>03131 cvec[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=scaprd(nparam,cs[i+glob_info.nnineq].grad,psb);
- <a name="l03132"></a>03132 x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]= 0.e0;
- <a name="l03133"></a>03133 <span class="keywordflow">for</span> (j=i; j<=neqn; j++) {
- <a name="l03134"></a>03134 hess[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j]=scaprd(nparam,cs[i+glob_info.nnineq].grad,
- <a name="l03135"></a>03135 cs[j+glob_info.nnineq].grad);
- <a name="l03136"></a>03136 hess[j][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=hess[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][j];
- <a name="l03137"></a>03137 }
- <a name="l03138"></a>03138 }
- <a name="l03139"></a>03139 zero=0;
- <a name="l03140"></a>03140 one=1;
- <a name="l03141"></a>03141 iw[1]=1;
- <a name="l03142"></a>03142 mnn=2*neqn;
- <a name="l03143"></a>03143 ctemp=convert(hess,neqn,neqn);
- <a name="l03144"></a>03144 lwar2=lenw-1;
- <a name="l03145"></a>03145 iout=6;
- <a name="l03146"></a>03146
- <a name="l03147"></a>03147 <a class="code" href="classql0001__Class.html#a9f498f43f382cd4fe177a6c5be11d20c">ql0001_</a>(&zero,&zero,&one,&neqn,&neqn,&mnn,(ctemp+1),(cvec+1),
- <a name="l03148"></a>03148 (a+1),(b+1),(bl+1),(bu+1),(x+1),(w+1),&iout,ifail,
- <a name="l03149"></a>03149 &zero,(w+3),&lwar2,(iw+1),&leniw,&glob_grd.epsmac);
- <a name="l03150"></a>03150
- <a name="l03151"></a>03151 free_dv(ctemp);
- <a name="l03152"></a>03152 <span class="keywordflow">return</span>;
- <a name="l03153"></a>03153 }
- <a name="l03154"></a>03154
- <a name="l03155"></a>03155 <span class="comment">/**************************************************************/</span>
- <a name="l03156"></a>03156 <span class="comment">/* Extract a column vector from a matrix */</span>
- <a name="l03157"></a>03157 <span class="comment">/**************************************************************/</span>
- <a name="l03158"></a>03158
- <a name="l03159"></a>03159 <span class="keywordtype">double</span> *cfsqp_Class::colvec(<span class="keywordtype">double</span> **a,<span class="keywordtype">int</span> col,<span class="keywordtype">int</span> nrows)
- <a name="l03160"></a>03160 {
- <a name="l03161"></a>03161 <span class="keywordtype">double</span> *temp;
- <a name="l03162"></a>03162 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03163"></a>03163
- <a name="l03164"></a>03164 temp=make_dv(nrows);
- <a name="l03165"></a>03165 <span class="keywordflow">for</span> (i=1;i<=nrows;i++)
- <a name="l03166"></a>03166 temp[i]=a[i][col];
- <a name="l03167"></a>03167 <span class="keywordflow">return</span> temp;
- <a name="l03168"></a>03168 }
- <a name="l03169"></a>03169
- <a name="l03170"></a>03170 <span class="comment">/************************************************************/</span>
- <a name="l03171"></a>03171 <span class="comment">/* Compute the scalar product z=x'y */</span>
- <a name="l03172"></a>03172 <span class="comment">/************************************************************/</span>
- <a name="l03173"></a>03173
- <a name="l03174"></a>03174 <span class="keywordtype">double</span> cfsqp_Class::scaprd(<span class="keywordtype">int</span> n,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *y)
- <a name="l03175"></a>03175 {
- <a name="l03176"></a>03176 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03177"></a>03177 <span class="keywordtype">double</span> z;
- <a name="l03178"></a>03178
- <a name="l03179"></a>03179 z=0.e0;
- <a name="l03180"></a>03180 <span class="keywordflow">for</span> (i=1;i<=n;i++)
- <a name="l03181"></a>03181 z=z+x[i]*y[i];
- <a name="l03182"></a>03182 <span class="keywordflow">return</span> z;
- <a name="l03183"></a>03183 }
- <a name="l03184"></a>03184
- <a name="l03185"></a>03185 <span class="comment">/***********************************************************/</span>
- <a name="l03186"></a>03186 <span class="comment">/* Used by small() */</span>
- <a name="l03187"></a>03187 <span class="comment">/***********************************************************/</span>
- <a name="l03188"></a>03188
- <a name="l03189"></a>03189 <span class="keywordtype">void</span> cfsqp_Class::fool(<span class="keywordtype">double</span> x,<span class="keywordtype">double</span> y,<span class="keywordtype">double</span> *z)
- <a name="l03190"></a>03190 {
- <a name="l03191"></a>03191 *z=x*y+y;
- <a name="l03192"></a>03192 <span class="keywordflow">return</span>;
- <a name="l03193"></a>03193 }
- <a name="l03194"></a>03194
- <a name="l03195"></a>03195 <span class="comment">/**********************************************************/</span>
- <a name="l03196"></a>03196 <span class="comment">/* Computes the machine precision */</span>
- <a name="l03197"></a>03197 <span class="comment">/**********************************************************/</span>
- <a name="l03198"></a>03198
- <a name="l03199"></a>03199 <span class="keywordtype">double</span> cfsqp_Class::small()
- <a name="l03200"></a>03200 {
- <a name="l03201"></a>03201 <span class="keywordtype">double</span> one,two,z,tsmall;
- <a name="l03202"></a>03202
- <a name="l03203"></a>03203 one=1.e0;
- <a name="l03204"></a>03204 two=2.e0;
- <a name="l03205"></a>03205 tsmall=one;
- <a name="l03206"></a>03206 <span class="keywordflow">do</span> {
- <a name="l03207"></a>03207 tsmall=tsmall/two;
- <a name="l03208"></a>03208 fool(tsmall,one,&z);
- <a name="l03209"></a>03209 } <span class="keywordflow">while</span> (z>1.e0);
- <a name="l03210"></a>03210 <span class="keywordflow">return</span> tsmall*two*two;
- <a name="l03211"></a>03211 }
- <a name="l03212"></a>03212
- <a name="l03213"></a>03213 <span class="comment">/**********************************************************/</span>
- <a name="l03214"></a>03214 <span class="comment">/* Compares value with threshold to see if exceeds */</span>
- <a name="l03215"></a>03215 <span class="comment">/**********************************************************/</span>
- <a name="l03216"></a>03216
- <a name="l03217"></a>03217 <span class="keywordtype">int</span> cfsqp_Class::fuscmp(<span class="keywordtype">double</span> val,<span class="keywordtype">double</span> thrshd)
- <a name="l03218"></a>03218 {
- <a name="l03219"></a>03219 <span class="keywordtype">int</span> temp;
- <a name="l03220"></a>03220
- <a name="l03221"></a>03221 <span class="keywordflow">if</span> (fabs(val)<=thrshd) temp=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l03222"></a>03222 <span class="keywordflow">else</span> temp=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03223"></a>03223 <span class="keywordflow">return</span> temp;
- <a name="l03224"></a>03224 }
- <a name="l03225"></a>03225
- <a name="l03226"></a>03226 <span class="comment">/**********************************************************/</span>
- <a name="l03227"></a>03227 <span class="comment">/* Find the residue of i with respect to nfs */</span>
- <a name="l03228"></a>03228 <span class="comment">/**********************************************************/</span>
- <a name="l03229"></a>03229
- <a name="l03230"></a>03230 <span class="keywordtype">int</span> cfsqp_Class::indexs(<span class="keywordtype">int</span> i,<span class="keywordtype">int</span> nfs)
- <a name="l03231"></a>03231 {
- <a name="l03232"></a>03232 <span class="keywordtype">int</span> mm=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03233"></a>03233
- <a name="l03234"></a>03234 <span class="keywordflow">while</span> (mm>nfs) mm -= nfs;
- <a name="l03235"></a>03235 <span class="keywordflow">return</span> mm;
- <a name="l03236"></a>03236 }
- <a name="l03237"></a>03237
- <a name="l03238"></a>03238 <span class="comment">/*********************************************************/</span>
- <a name="l03239"></a>03239 <span class="comment">/* Copies matrix a to matrix b */</span>
- <a name="l03240"></a>03240 <span class="comment">/*********************************************************/</span>
- <a name="l03241"></a>03241
- <a name="l03242"></a>03242 <span class="keywordtype">void</span> cfsqp_Class::matrcp(<span class="keywordtype">int</span> ndima,<span class="keywordtype">double</span> **a,<span class="keywordtype">int</span> ndimb,<span class="keywordtype">double</span> **b)
- <a name="l03243"></a>03243 {
- <a name="l03244"></a>03244 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j;
- <a name="l03245"></a>03245
- <a name="l03246"></a>03246 <span class="keywordflow">for</span> (i=1; i<=ndima; i++)
- <a name="l03247"></a>03247 <span class="keywordflow">for</span> (j=1; j<=ndima; j++)
- <a name="l03248"></a>03248 b[i][j]=a[i][j];
- <a name="l03249"></a>03249 <span class="keywordflow">if</span> (ndimb<=ndima) <span class="keywordflow">return</span>;
- <a name="l03250"></a>03250 <span class="keywordflow">for</span> (i=1; i<=ndimb; i++) {
- <a name="l03251"></a>03251 b[ndimb][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=0.e0;
- <a name="l03252"></a>03252 b[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>][ndimb]=0.e0;
- <a name="l03253"></a>03253 }
- <a name="l03254"></a>03254 <span class="keywordflow">return</span>;
- <a name="l03255"></a>03255 }
- <a name="l03256"></a>03256
- <a name="l03257"></a>03257 <span class="comment">/*******************************************************/</span>
- <a name="l03258"></a>03258 <span class="comment">/* Computes y=ax */</span>
- <a name="l03259"></a>03259 <span class="comment">/*******************************************************/</span>
- <a name="l03260"></a>03260
- <a name="l03261"></a>03261 <span class="keywordtype">void</span> cfsqp_Class::matrvc(<span class="keywordtype">int</span> la,<span class="keywordtype">int</span> na,<span class="keywordtype">double</span> **a,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *y)
- <a name="l03262"></a>03262 {
- <a name="l03263"></a>03263 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j;
- <a name="l03264"></a>03264 <span class="keywordtype">double</span> yi;
- <a name="l03265"></a>03265
- <a name="l03266"></a>03266 <span class="keywordflow">for</span> (i=1; i<=la; i++) {
- <a name="l03267"></a>03267 yi=0.e0;
- <a name="l03268"></a>03268 <span class="keywordflow">for</span> (j=1; j<=na; j++)
- <a name="l03269"></a>03269 yi=yi + a[i][j]*x[j];
- <a name="l03270"></a>03270 y[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=yi;
- <a name="l03271"></a>03271 }
- <a name="l03272"></a>03272 <span class="keywordflow">return</span>;
- <a name="l03273"></a>03273 }
- <a name="l03274"></a>03274
- <a name="l03275"></a>03275 <span class="comment">/******************************************************/</span>
- <a name="l03276"></a>03276 <span class="comment">/* Set x=0 */</span>
- <a name="l03277"></a>03277 <span class="comment">/******************************************************/</span>
- <a name="l03278"></a>03278
- <a name="l03279"></a>03279 <span class="keywordtype">void</span> cfsqp_Class::nullvc(<span class="keywordtype">int</span> nparam,<span class="keywordtype">double</span> *x)
- <a name="l03280"></a>03280 {
- <a name="l03281"></a>03281 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03282"></a>03282
- <a name="l03283"></a>03283 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++)
- <a name="l03284"></a>03284 x[i]=0.e0;
- <a name="l03285"></a>03285 <span class="keywordflow">return</span>;
- <a name="l03286"></a>03286 }
- <a name="l03287"></a>03287
- <a name="l03288"></a>03288 <span class="comment">/*********************************************************/</span>
- <a name="l03289"></a>03289 <span class="comment">/* job1=10: g*signeq, job1=11: gradg*signeq, */</span>
- <a name="l03290"></a>03290 <span class="comment">/* job1=12: job1=10&11 */</span>
- <a name="l03291"></a>03291 <span class="comment">/* job1=20: do not change sign */</span>
- <a name="l03292"></a>03292 <span class="comment">/* job2=10: psf, job2=11: grdpsf, */</span>
- <a name="l03293"></a>03293 <span class="comment">/* job2=12: job2=10&11 */</span>
- <a name="l03294"></a>03294 <span class="comment">/* job2=20: do not change sign */</span>
- <a name="l03295"></a>03295 <span class="comment">/*********************************************************/</span>
- <a name="l03296"></a>03296
- <a name="l03297"></a>03297 <span class="keywordtype">void</span> cfsqp_Class::resign(<span class="keywordtype">int</span> n,<span class="keywordtype">int</span> neqn,<span class="keywordtype">double</span> *psf,<span class="keywordtype">double</span> *grdpsf,<span class="keywordtype">double</span> *penp,<span class="keyword">struct</span> _constraint *cs,<span class="keywordtype">double</span> *signeq,<span class="keywordtype">int</span> job1,<span class="keywordtype">int</span> job2)
- <a name="l03298"></a>03298 {
- <a name="l03299"></a>03299 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j,nineq;
- <a name="l03300"></a>03300
- <a name="l03301"></a>03301 nineq=glob_info.nnineq;
- <a name="l03302"></a>03302 <span class="keywordflow">if</span> (job2==10 || job2==12) *psf=0.e0;
- <a name="l03303"></a>03303 <span class="keywordflow">for</span> (i=1; i<=neqn; i++) {
- <a name="l03304"></a>03304 <span class="keywordflow">if</span> (job1==10 || job1==12) cs[i+nineq].val=
- <a name="l03305"></a>03305 signeq[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]*cs[i+nineq].val;
- <a name="l03306"></a>03306 <span class="keywordflow">if</span> (job2==10 || job2==12) *psf=*psf+cs[i+nineq].val*penp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l03307"></a>03307 <span class="keywordflow">if</span> (job1==10 || job1==20) <span class="keywordflow">continue</span>;
- <a name="l03308"></a>03308 <span class="keywordflow">for</span> (j=1; j<=n; j++)
- <a name="l03309"></a>03309 cs[i+nineq].grad[j]=cs[i+nineq].grad[j]*signeq[i];
- <a name="l03310"></a>03310 }
- <a name="l03311"></a>03311 <span class="keywordflow">if</span> (job2==10 || job2==20) <span class="keywordflow">return</span>;
- <a name="l03312"></a>03312 nullvc(n,grdpsf);
- <a name="l03313"></a>03313 <span class="keywordflow">for</span> (i=1; i<=n; i++)
- <a name="l03314"></a>03314 <span class="keywordflow">for</span> (j=1; j<=neqn; j++)
- <a name="l03315"></a>03315 grdpsf[i]=grdpsf[i]+cs[j+nineq].grad[i]*penp[j];
- <a name="l03316"></a>03316 <span class="keywordflow">return</span>;
- <a name="l03317"></a>03317 }
- <a name="l03318"></a>03318
- <a name="l03319"></a>03319 <span class="comment">/**********************************************************/</span>
- <a name="l03320"></a>03320 <span class="comment">/* Write output to file */</span>
- <a name="l03321"></a>03321 <span class="comment">/**********************************************************/</span>
- <a name="l03322"></a>03322
- <a name="l03323"></a>03323 <span class="keywordtype">void</span> cfsqp_Class::sbout1(FILE *io,<span class="keywordtype">int</span> n,<span class="keyword">const</span> <span class="keywordtype">char</span> *s1,<span class="keywordtype">double</span> z,<span class="keywordtype">double</span> *z1,<span class="keywordtype">int</span> job,<span class="keywordtype">int</span> level)
- <a name="l03324"></a>03324 {
- <a name="l03325"></a>03325 <span class="keywordtype">int</span> j;
- <a name="l03326"></a>03326
- <a name="l03327"></a>03327 <span class="keywordflow">if</span> (job != 2) {
- <a name="l03328"></a>03328 <span class="keywordflow">if</span> (level == 1) fprintf(io,<span class="stringliteral">" %s\t %22.14e\n"</span>,s1,z);
- <a name="l03329"></a>03329 <span class="keywordflow">if</span> (level == 2) fprintf(io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,s1,z);
- <a name="l03330"></a>03330 <span class="keywordflow">return</span>;
- <a name="l03331"></a>03331 }
- <a name="l03332"></a>03332 <span class="keywordflow">if</span> (n==0) <span class="keywordflow">return</span>;
- <a name="l03333"></a>03333 <span class="keywordflow">if</span> (level == 1) fprintf(io,<span class="stringliteral">" %s\t %22.14e\n"</span>,s1,z1[1]);
- <a name="l03334"></a>03334 <span class="keywordflow">if</span> (level == 2) fprintf(io,<span class="stringliteral">"\t\t\t %s\t %22.14e\n"</span>,s1,z1[1]);
- <a name="l03335"></a>03335 <span class="keywordflow">for</span> (j=2; j<=n; j++) {
- <a name="l03336"></a>03336 <span class="keywordflow">if</span> (level == 1) fprintf(io,<span class="stringliteral">" \t\t\t %22.14e\n"</span>,z1[j]);
- <a name="l03337"></a>03337 <span class="keywordflow">if</span> (level == 2) fprintf(io,<span class="stringliteral">" \t\t\t\t\t\t %22.14e\n"</span>,z1[j]);
- <a name="l03338"></a>03338 }
- <a name="l03339"></a>03339 <span class="keywordflow">return</span>;
- <a name="l03340"></a>03340 }
- <a name="l03341"></a>03341
- <a name="l03342"></a>03342 <span class="comment">/*********************************************************/</span>
- <a name="l03343"></a>03343 <span class="comment">/* Write output to file */</span>
- <a name="l03344"></a>03344 <span class="comment">/*********************************************************/</span>
- <a name="l03345"></a>03345
- <a name="l03346"></a>03346 <span class="keywordtype">void</span> cfsqp_Class::sbout2(FILE *io,<span class="keywordtype">int</span> n,<span class="keywordtype">int</span> i,<span class="keyword">const</span> <span class="keywordtype">char</span> *s1,<span class="keyword">const</span> <span class="keywordtype">char</span> *s2,<span class="keywordtype">double</span> *z)
- <a name="l03347"></a>03347 {
- <a name="l03348"></a>03348 <span class="keywordtype">int</span> j;
- <a name="l03349"></a>03349
- <a name="l03350"></a>03350 fprintf(io,<span class="stringliteral">"\t\t\t %8s %5d %1s\t %22.14e\n"</span>,s1,i,s2,z[1]);
- <a name="l03351"></a>03351 <span class="keywordflow">for</span> (j=2; j<=n; j++)
- <a name="l03352"></a>03352 fprintf(io,<span class="stringliteral">"\t\t\t\t\t\t %22.14e\n"</span>,z[j]);
- <a name="l03353"></a>03353 <span class="keywordflow">return</span>;
- <a name="l03354"></a>03354 }
- <a name="l03355"></a>03355
- <a name="l03356"></a>03356 <span class="comment">/*********************************************************/</span>
- <a name="l03357"></a>03357 <span class="comment">/* Extract ii from iact and push in front */</span>
- <a name="l03358"></a>03358 <span class="comment">/*********************************************************/</span>
- <a name="l03359"></a>03359
- <a name="l03360"></a>03360 <span class="keywordtype">void</span> cfsqp_Class::shift(<span class="keywordtype">int</span> n,<span class="keywordtype">int</span> ii,<span class="keywordtype">int</span> *iact)
- <a name="l03361"></a>03361 {
- <a name="l03362"></a>03362 <span class="keywordtype">int</span> j,k;
- <a name="l03363"></a>03363
- <a name="l03364"></a>03364 <span class="keywordflow">if</span> (ii == iact[1]) <span class="keywordflow">return</span>;
- <a name="l03365"></a>03365 <span class="keywordflow">for</span> (j=1; j<=n; j++) {
- <a name="l03366"></a>03366 <span class="keywordflow">if</span> (ii != iact[j]) <span class="keywordflow">continue</span>;
- <a name="l03367"></a>03367 <span class="keywordflow">for</span> (k=j; k>=2; k--)
- <a name="l03368"></a>03368 iact[k]=iact[k-1];
- <a name="l03369"></a>03369 <span class="keywordflow">break</span>;
- <a name="l03370"></a>03370 }
- <a name="l03371"></a>03371 <span class="keywordflow">if</span> (n!=0) iact[1]=ii;
- <a name="l03372"></a>03372 <span class="keywordflow">return</span>;
- <a name="l03373"></a>03373 }
- <a name="l03374"></a>03374
- <a name="l03375"></a>03375 <span class="comment">/****************************************************************/</span>
- <a name="l03376"></a>03376 <span class="comment">/* job=0 : Compute the generalized gradient of the minimax */</span>
- <a name="l03377"></a>03377 <span class="comment">/* job=1 : Compute rhog in mode = 1 */</span>
- <a name="l03378"></a>03378 <span class="comment">/****************************************************************/</span>
- <a name="l03379"></a>03379
- <a name="l03380"></a>03380 <span class="keywordtype">double</span> cfsqp_Class::slope(<span class="keywordtype">int</span> nob,<span class="keywordtype">int</span> nobL,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> nparam,<span class="keywordtype">int</span> feasb,<span class="keyword">struct</span> _objective *ob,<span class="keywordtype">double</span> *grdpsf,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *y,<span class="keywordtype">double</span> fmax,<span class="keywordtype">double</span> theta,<span class="keywordtype">int</span> job,<span class="keywordtype">double</span> *prev,<span class="keywordtype">int</span> old)
- <a name="l03381"></a>03381 {
- <a name="l03382"></a>03382 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03383"></a>03383 <span class="keywordtype">double</span> slope1,rhs,rhog,grdftx,grdfty,diff,grpstx,grpsty;
- <a name="l03384"></a>03384 <span class="keywordtype">double</span> tslope;
- <a name="l03385"></a>03385
- <a name="l03386"></a>03386 tslope=-bgbnd;
- <a name="l03387"></a>03387 <span class="keywordflow">if</span> (feasb && nob==0) tslope=0.e0;
- <a name="l03388"></a>03388 <span class="keywordflow">if</span> (neqn==0 || !feasb) {
- <a name="l03389"></a>03389 grpstx=0.e0;
- <a name="l03390"></a>03390 grpsty=0.e0;
- <a name="l03391"></a>03391 } <span class="keywordflow">else</span> {
- <a name="l03392"></a>03392 grpstx=scaprd(nparam,grdpsf,x);
- <a name="l03393"></a>03393 grpsty=scaprd(nparam,grdpsf,y);
- <a name="l03394"></a>03394 }
- <a name="l03395"></a>03395 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l03396"></a>03396 <span class="keywordflow">if</span> (old) slope1=prev[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]+scaprd(nparam,ob[i].grad,x);
- <a name="l03397"></a>03397 <span class="keywordflow">else</span> slope1=ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val+scaprd(nparam,ob[i].grad,x);
- <a name="l03398"></a>03398 tslope=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(tslope,slope1);
- <a name="l03399"></a>03399 <span class="keywordflow">if</span> (nobL != nob) tslope=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(tslope,-slope1);
- <a name="l03400"></a>03400 }
- <a name="l03401"></a>03401 tslope=tslope-fmax-grpstx;
- <a name="l03402"></a>03402 <span class="keywordflow">if</span> (job == 0) <span class="keywordflow">return</span> tslope;
- <a name="l03403"></a>03403 rhs=theta*tslope+fmax;
- <a name="l03404"></a>03404 rhog=1.e0;
- <a name="l03405"></a>03405 <span class="keywordflow">for</span> (i=1; i<=nob; i++) {
- <a name="l03406"></a>03406 grdftx=scaprd(nparam,ob[i].grad,x)-grpstx;
- <a name="l03407"></a>03407 grdfty=scaprd(nparam,ob[i].grad,y)-grpsty;
- <a name="l03408"></a>03408 diff=grdfty-grdftx;
- <a name="l03409"></a>03409 <span class="keywordflow">if</span> (diff <= 0.e0) <span class="keywordflow">continue</span>;
- <a name="l03410"></a>03410 rhog=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(rhog,(rhs-ob[i].val-grdftx)/diff);
- <a name="l03411"></a>03411 <span class="keywordflow">if</span> (nobL != nob) rhog=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#a5b223a5bb8b9398af51bc8318d974364">DMIN1</a>(rhog,-(rhs+ob[i].val+grdftx)/diff);
- <a name="l03412"></a>03412 }
- <a name="l03413"></a>03413 tslope=rhog;
- <a name="l03414"></a>03414 <span class="keywordflow">return</span> tslope;
- <a name="l03415"></a>03415 }
- <a name="l03416"></a>03416
- <a name="l03417"></a>03417 <span class="comment">/************************************************************/</span>
- <a name="l03418"></a>03418 <span class="comment">/* Determine whether index is in set */</span>
- <a name="l03419"></a>03419 <span class="comment">/************************************************************/</span>
- <a name="l03420"></a>03420
- <a name="l03421"></a>03421 <span class="keywordtype">int</span> cfsqp_Class::element(<span class="keywordtype">int</span> *<span class="keyword">set</span>,<span class="keywordtype">int</span> <a class="code" href="rotationMath_8cpp.html#a5c585f7f82a9507ad212639d44663ac2">length</a>,<span class="keywordtype">int</span> index)
- <a name="l03422"></a>03422 {
- <a name="l03423"></a>03423 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,temp;
- <a name="l03424"></a>03424
- <a name="l03425"></a>03425 temp=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
- <a name="l03426"></a>03426 <span class="keywordflow">for</span> (i=1; i<=<a class="code" href="rotationMath_8cpp.html#a5c585f7f82a9507ad212639d44663ac2">length</a>; i++) {
- <a name="l03427"></a>03427 <span class="keywordflow">if</span> (<span class="keyword">set</span>[i]==0) <span class="keywordflow">break</span>;
- <a name="l03428"></a>03428 <span class="keywordflow">if</span> (<span class="keyword">set</span>[i]==index) {
- <a name="l03429"></a>03429 temp=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
- <a name="l03430"></a>03430 <span class="keywordflow">return</span> temp;
- <a name="l03431"></a>03431 }
- <a name="l03432"></a>03432 }
- <a name="l03433"></a>03433 <span class="keywordflow">return</span> temp;
- <a name="l03434"></a>03434 }
- <a name="l03435"></a>03435
- <a name="l03436"></a>03436 <span class="comment">/*************************************************************/</span>
- <a name="l03437"></a>03437 <span class="comment">/* Memory allocation utilities for CFSQP */</span>
- <a name="l03438"></a>03438 <span class="comment">/* */</span>
- <a name="l03439"></a>03439 <span class="comment">/* All vectors and matrices are intended to */</span>
- <a name="l03440"></a>03440 <span class="comment">/* be subscripted from 1 to n, NOT 0 to n-1. */</span>
- <a name="l03441"></a>03441 <span class="comment">/* The addreses returned assume this convention. */</span>
- <a name="l03442"></a>03442 <span class="comment">/*************************************************************/</span>
- <a name="l03443"></a>03443
- <a name="l03444"></a>03444 <span class="comment">/*************************************************************/</span>
- <a name="l03445"></a>03445 <span class="comment">/* Create double precision vector */</span>
- <a name="l03446"></a>03446 <span class="comment">/*************************************************************/</span>
- <a name="l03447"></a>03447
- <a name="l03448"></a>03448 <span class="keywordtype">double</span>* cfsqp_Class::make_dv(<span class="keywordtype">int</span> len)
- <a name="l03449"></a>03449 {
- <a name="l03450"></a>03450 <span class="keywordtype">double</span> *v;
- <a name="l03451"></a>03451
- <a name="l03452"></a>03452 <span class="keywordflow">if</span> (!len) len=1;
- <a name="l03453"></a>03453 v=(<span class="keywordtype">double</span> *)calloc(len,<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
- <a name="l03454"></a>03454 <span class="keywordflow">if</span> (!v) {
- <a name="l03455"></a>03455 fprintf(stderr,<span class="stringliteral">"Run-time error in make_dv"</span>);
- <a name="l03456"></a>03456 exit(1);
- <a name="l03457"></a>03457 }
- <a name="l03458"></a>03458 <span class="keywordflow">return</span> --v;
- <a name="l03459"></a>03459 }
- <a name="l03460"></a>03460
- <a name="l03461"></a>03461 <span class="comment">/*************************************************************/</span>
- <a name="l03462"></a>03462 <span class="comment">/* Create integer vector */</span>
- <a name="l03463"></a>03463 <span class="comment">/*************************************************************/</span>
- <a name="l03464"></a>03464
- <a name="l03465"></a>03465 <span class="keywordtype">int</span>* cfsqp_Class::make_iv(<span class="keywordtype">int</span> len)
- <a name="l03466"></a>03466 {
- <a name="l03467"></a>03467 <span class="keywordtype">int</span> *v;
- <a name="l03468"></a>03468
- <a name="l03469"></a>03469 <span class="keywordflow">if</span> (!len) len=1;
- <a name="l03470"></a>03470 v=(<span class="keywordtype">int</span> *)calloc(len,<span class="keyword">sizeof</span>(<span class="keywordtype">int</span>));
- <a name="l03471"></a>03471 <span class="keywordflow">if</span> (!v) {
- <a name="l03472"></a>03472 fprintf(stderr,<span class="stringliteral">"Run-time error in make_iv"</span>);
- <a name="l03473"></a>03473 exit(1);
- <a name="l03474"></a>03474 }
- <a name="l03475"></a>03475 <span class="keywordflow">return</span> --v;
- <a name="l03476"></a>03476 }
- <a name="l03477"></a>03477
- <a name="l03478"></a>03478 <span class="comment">/*************************************************************/</span>
- <a name="l03479"></a>03479 <span class="comment">/* Create a double precision matrix */</span>
- <a name="l03480"></a>03480 <span class="comment">/*************************************************************/</span>
- <a name="l03481"></a>03481
- <a name="l03482"></a>03482 <span class="keywordtype">double</span>** cfsqp_Class::make_dm(<span class="keywordtype">int</span> rows, <span class="keywordtype">int</span> cols)
- <a name="l03483"></a>03483 {
- <a name="l03484"></a>03484 <span class="keywordtype">double</span> **temp;
- <a name="l03485"></a>03485 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03486"></a>03486
- <a name="l03487"></a>03487 <span class="keywordflow">if</span> (rows == 0) rows=1;
- <a name="l03488"></a>03488 <span class="keywordflow">if</span> (cols == 0) cols=1;
- <a name="l03489"></a>03489 temp=(<span class="keywordtype">double</span> **)calloc(rows,<span class="keyword">sizeof</span>(<span class="keywordtype">double</span> *));
- <a name="l03490"></a>03490 <span class="keywordflow">if</span> (!temp) {
- <a name="l03491"></a>03491 fprintf(stderr,<span class="stringliteral">"Run-time error in make_dm"</span>);
- <a name="l03492"></a>03492 exit(1);
- <a name="l03493"></a>03493 }
- <a name="l03494"></a>03494 temp--;
- <a name="l03495"></a>03495 <span class="keywordflow">for</span> (i=1; i<=rows; i++) {
- <a name="l03496"></a>03496 temp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=(<span class="keywordtype">double</span> *)calloc(cols,<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
- <a name="l03497"></a>03497 <span class="keywordflow">if</span> (!temp[i]) {
- <a name="l03498"></a>03498 fprintf(stderr,<span class="stringliteral">"Run-time error in make_dm"</span>);
- <a name="l03499"></a>03499 exit(1);
- <a name="l03500"></a>03500 }
- <a name="l03501"></a>03501 temp[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]--;
- <a name="l03502"></a>03502 }
- <a name="l03503"></a>03503 <span class="keywordflow">return</span> temp;
- <a name="l03504"></a>03504 }
- <a name="l03505"></a>03505
- <a name="l03506"></a>03506 <span class="comment">/*************************************************************/</span>
- <a name="l03507"></a>03507 <span class="comment">/* Free a double precision vector */</span>
- <a name="l03508"></a>03508 <span class="comment">/*************************************************************/</span>
- <a name="l03509"></a>03509
- <a name="l03510"></a>03510 <span class="keywordtype">void</span> cfsqp_Class::free_dv(<span class="keywordtype">double</span> *v)
- <a name="l03511"></a>03511 {
- <a name="l03512"></a>03512 free((<span class="keywordtype">char</span> *) (v+1));
- <a name="l03513"></a>03513 }
- <a name="l03514"></a>03514
- <a name="l03515"></a>03515 <span class="comment">/*************************************************************/</span>
- <a name="l03516"></a>03516 <span class="comment">/* Free an integer vector */</span>
- <a name="l03517"></a>03517 <span class="comment">/*************************************************************/</span>
- <a name="l03518"></a>03518
- <a name="l03519"></a>03519 <span class="keywordtype">void</span> cfsqp_Class::free_iv(<span class="keywordtype">int</span> *v)
- <a name="l03520"></a>03520 {
- <a name="l03521"></a>03521 free((<span class="keywordtype">char</span> *) (v+1));
- <a name="l03522"></a>03522 }
- <a name="l03523"></a>03523
- <a name="l03524"></a>03524 <span class="comment">/*************************************************************/</span>
- <a name="l03525"></a>03525 <span class="comment">/* Free a double precision matrix */</span>
- <a name="l03526"></a>03526 <span class="comment">/*************************************************************/</span>
- <a name="l03527"></a>03527
- <a name="l03528"></a>03528 <span class="keywordtype">void</span> cfsqp_Class::free_dm(<span class="keywordtype">double</span> **m,<span class="keywordtype">int</span> rows)
- <a name="l03529"></a>03529 {
- <a name="l03530"></a>03530 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
- <a name="l03531"></a>03531
- <a name="l03532"></a>03532 <span class="keywordflow">if</span> (!rows) rows=1;
- <a name="l03533"></a>03533 <span class="keywordflow">for</span> (i=1; i<=rows; i++) free((<span class="keywordtype">char</span> *) (m[i]+1));
- <a name="l03534"></a>03534 free ((<span class="keywordtype">char</span> *) (m+1));
- <a name="l03535"></a>03535 }
- <a name="l03536"></a>03536
- <a name="l03537"></a>03537 <span class="comment">/*************************************************************/</span>
- <a name="l03538"></a>03538 <span class="comment">/* Converts matrix a into a form that can easily be */</span>
- <a name="l03539"></a>03539 <span class="comment">/* passed to a FORTRAN subroutine. */</span>
- <a name="l03540"></a>03540 <span class="comment">/*************************************************************/</span>
- <a name="l03541"></a>03541
- <a name="l03542"></a>03542
- <a name="l03543"></a>03543 <span class="keywordtype">double</span> *cfsqp_Class::convert(<span class="keywordtype">double</span> **a,<span class="keywordtype">int</span> m,<span class="keywordtype">int</span> n)
- <a name="l03544"></a>03544 {
- <a name="l03545"></a>03545 <span class="keywordtype">double</span> *temp;
- <a name="l03546"></a>03546 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,j;
- <a name="l03547"></a>03547
- <a name="l03548"></a>03548 temp = make_dv(m*n);
- <a name="l03549"></a>03549
- <a name="l03550"></a>03550 <span class="keywordflow">for</span> (i=1; i<=n; i++) <span class="comment">/* loop thru columns */</span>
- <a name="l03551"></a>03551 <span class="keywordflow">for</span> (j=1; j<=m; j++) <span class="comment">/* loop thru row */</span>
- <a name="l03552"></a>03552 temp[(m*(i-1)+j)] = a[j][<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
- <a name="l03553"></a>03553
- <a name="l03554"></a>03554 <span class="keywordflow">return</span> temp;
- <a name="l03555"></a>03555 }
- <a name="l03556"></a>03556
- <a name="l03557"></a>03557 <span class="preprocessor">#endif</span>
- </pre></div></div>
- </div>
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