! Simple self-test based on the driver*.f90 examples. Returns 1 in ! the incorrect value is reached. Only other change is the removal of ! long headers and comments. ! ! Copyright Ciyou Zhu, Richard Byrd, Jorge Nocedal, Jose Luis ! Morales. 3-clause BSD license. program driver implicit none 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) ) 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 ! if (isave(34) .ge. 99) & task='STOP: TOTAL NO. of f AND g EVALUATIONS EXCEEDS LIMIT' if (dsave(13) .le. 1.d-10*(1.0d0 + abs(f))) & task='STOP: THE PROJECTED GRADIENT IS SUFFICIENTLY SMALL' 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 if (abs(f) < 1e-6) then stop 0 else stop 1 end if ! ---------- the end of the loop ------------- ! If task is neither FG nor NEW_X we terminate execution. end program driver !======================= The end of driver2 ============================