From 173802e9f8d98a01019d3f5aff055f1f04479974 Mon Sep 17 00:00:00 2001 From: Gard Spreemann Date: Thu, 2 Feb 2017 21:23:01 +0100 Subject: upstream/3.0+dfsg.3: Start git repository for package by importing upstream's 3.0 tarball DFSG-cleaned as currently used in published Debian package. --- driver2.f90 | 220 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 220 insertions(+) create mode 100755 driver2.f90 (limited to 'driver2.f90') diff --git a/driver2.f90 b/driver2.f90 new file mode 100755 index 0000000..48e53dd --- /dev/null +++ b/driver2.f90 @@ -0,0 +1,220 @@ +! +! L-BFGS-B is released under the “New BSD License” (aka “Modified BSD License” +! or “3-clause license”) +! Please read attached file License.txt +! +! +! DRIVER 2 in Fortran 90 +! -------------------------------------------------------------- +! CUSTOMIZED DRIVER FOR L-BFGS-B +! -------------------------------------------------------------- +! +! L-BFGS-B is a code for solving large nonlinear optimization +! problems with simple bounds on the variables. +! +! The code can also be used for unconstrained problems and is +! as efficient for these problems as the earlier limited memory +! code L-BFGS. +! +! This driver illustrates how to control the termination of the +! run and how to design customized output. +! +! References: +! +! [1] R. H. Byrd, P. Lu, J. Nocedal and C. Zhu, ``A limited +! memory algorithm for bound constrained optimization'', +! SIAM J. Scientific Computing 16 (1995), no. 5, pp. 1190--1208. +! +! [2] C. Zhu, R.H. Byrd, P. Lu, J. Nocedal, ``L-BFGS-B: FORTRAN +! Subroutines for Large Scale Bound Constrained Optimization'' +! Tech. Report, NAM-11, EECS Department, Northwestern University, +! 1994. +! +! +! (Postscript files of these papers are available via anonymous +! ftp to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_bcm.) +! +! * * * +! +! February 2011 (latest revision) +! Optimization Center at Northwestern University +! Instituto Tecnologico Autonomo de Mexico +! +! Jorge Nocedal and Jose Luis Morales +! +! ************** + program driver + +! This driver shows how to replace the default stopping test +! by other termination criteria. It also illustrates how to +! print the values of several parameters during the course of +! the iteration. The sample problem used here is the same as in +! DRIVER1 (the extended Rosenbrock function with bounds on the +! variables). + + implicit none + +! Declare variables and parameters needed by the code. +! +! Note that we suppress the default output (iprint = -1) +! We suppress both code-supplied stopping tests because the +! user is providing his/her own stopping criteria. + + integer, parameter :: n = 25, m = 5, iprint = -1 + integer, parameter :: dp = kind(1.0d0) + real(dp), parameter :: factr = 0.0d0, pgtol = 0.0d0 + + character(len=60) :: task, csave + logical :: lsave(4) + integer :: isave(44) + real(dp) :: f + real(dp) :: dsave(29) + integer, allocatable :: nbd(:), iwa(:) + real(dp), allocatable :: x(:), l(:), u(:), g(:), wa(:) +! + real(dp) :: t1, t2 + integer :: i + + allocate ( nbd(n), x(n), l(n), u(n), g(n) ) + allocate ( iwa(3*n) ) + allocate ( wa(2*m*n + 5*n + 11*m*m + 8*m) ) +! +! This driver shows how to replace the default stopping test +! by other termination criteria. It also illustrates how to +! print the values of several parameters during the course of +! the iteration. The sample problem used here is the same as in +! DRIVER1 (the extended Rosenbrock function with bounds on the +! variables). +! We now specify nbd which defines the bounds on the variables: +! l specifies the lower bounds, +! u specifies the upper bounds. + +! First set bounds on the odd numbered variables. + + do 10 i=1, n,2 + nbd(i)=2 + l(i)=1.0d0 + u(i)=1.0d2 + 10 continue + +! Next set bounds on the even numbered variables. + + do 12 i=2, n,2 + nbd(i)=2 + l(i)=-1.0d2 + u(i)=1.0d2 + 12 continue + +! We now define the starting point. + + do 14 i=1, n + x(i)=3.0d0 + 14 continue + +! We now write the heading of the output. + + write (6,16) + 16 format(/,5x, 'Solving sample problem.', & + /,5x, ' (f = 0.0 at the optimal solution.)',/) + + +! We start the iteration by initializing task. +! + task = 'START' + +! ------- the beginning of the loop ---------- + + do while( task(1:2).eq.'FG'.or.task.eq.'NEW_X'.or. & + task.eq.'START') + +! This is the call to the L-BFGS-B code. + + call setulb(n,m,x,l,u,nbd,f,g,factr,pgtol,wa,iwa,task,iprint, & + csave,lsave,isave,dsave) + + if (task(1:2) .eq. 'FG') then + +! the minimization routine has returned to request the +! function f and gradient g values at the current x. + +! Compute function value f for the sample problem. + + f =.25d0*(x(1) - 1.d0)**2 + do 20 i=2,n + f = f + (x(i) - x(i-1)**2)**2 + 20 continue + f = 4.d0*f + +! Compute gradient g for the sample problem. + + t1 = x(2) - x(1)**2 + g(1) = 2.d0*(x(1) - 1.d0) - 1.6d1*x(1)*t1 + do 22 i= 2,n-1 + t2 = t1 + t1 = x(i+1) - x(i)**2 + g(i) = 8.d0*t2 - 1.6d1*x(i)*t1 + 22 continue + g(n)=8.d0*t1 +! + else +! + if (task(1:5) .eq. 'NEW_X') then +! +! the minimization routine has returned with a new iterate. +! At this point have the opportunity of stopping the iteration +! or observing the values of certain parameters +! +! First are two examples of stopping tests. + +! Note: task(1:4) must be assigned the value 'STOP' to terminate +! the iteration and ensure that the final results are +! printed in the default format. The rest of the character +! string TASK may be used to store other information. + +! 1) Terminate if the total number of f and g evaluations +! exceeds 99. + + if (isave(34) .ge. 99) & + task='STOP: TOTAL NO. of f AND g EVALUATIONS EXCEEDS LIMIT' + +! 2) Terminate if |proj g|/(1+|f|) < 1.0d-10, where +! "proj g" denoted the projected gradient + + if (dsave(13) .le. 1.d-10*(1.0d0 + abs(f))) & + task='STOP: THE PROJECTED GRADIENT IS SUFFICIENTLY SMALL' + +! We now wish to print the following information at each +! iteration: +! +! 1) the current iteration number, isave(30), +! 2) the total number of f and g evaluations, isave(34), +! 3) the value of the objective function f, +! 4) the norm of the projected gradient, dsve(13) +! +! See the comments at the end of driver1 for a description +! of the variables isave and dsave. + + write (6,'(2(a,i5,4x),a,1p,d12.5,4x,a,1p,d12.5)') 'Iterate' & + , isave(30),'nfg =',isave(34),'f =',f,'|proj g| =',dsave(13) + +! If the run is to be terminated, we print also the information +! contained in task as well as the final value of x. + + if (task(1:4) .eq. 'STOP') then + write (6,*) task + write (6,*) 'Final X=' + write (6,'((1x,1p, 6(1x,d11.4)))') (x(i),i = 1,n) + end if + + end if + end if + + end do +! ---------- the end of the loop ------------- + +! If task is neither FG nor NEW_X we terminate execution. + + end program driver + +!======================= The end of driver2 ============================ + -- cgit v1.2.3