overview of functions provided#

// typedefs

typedef float spc_;
typedef double rpc_;
typedef int ipc_;

// structs

struct llst_control_type;
struct llst_history_type;
struct llst_inform_type;
struct llst_time_type;

// global functions

void llst_initialize(
    void **data,
    struct llst_control_type* control,
    ipc_ *status
);

void llst_read_specfile(
    struct llst_control_type* control,
    const char specfile[]
);

void llst_import(
    struct llst_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const char A_type[],
    ipc_ A_ne,
    const ipc_ A_row[],
    const ipc_ A_col[],
    const ipc_ A_ptr[]
);

void llst_import_scaling(
    struct llst_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char S_type[],
    ipc_ S_ne,
    const ipc_ S_row[],
    const ipc_ S_col[],
    const ipc_ S_ptr[]
);

void llst_reset_control(
    struct llst_control_type* control,
    void **data,
    ipc_ *status
);

void llst_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ radius,
    ipc_ A_ne,
    const rpc_ A_val[],
    const rpc_ b[],
    rpc_ x[],
    ipc_ S_ne,
    const rpc_ S_val[]
);

void llst_information(void **data, struct llst_inform_type* inform, ipc_ *status);

void llst_terminate(
    void **data,
    struct llst_control_type* control,
    struct llst_inform_type* inform
);

typedefs#

typedef float spc_

spc_ is real single precision

typedef double rpc_

rpc_ is the real working precision used, but may be changed to float by defining the preprocessor variable SINGLE.

typedef int ipc_

ipc_ is the default integer word length used, but may be changed to int64_t by defining the preprocessor variable INTEGER_64.

function calls#

void llst_initialize(
    void **data,
    struct llst_control_type* control,
    ipc_ *status
)

Set default control values and initialize private data

Parameters:

data

holds private internal data

control

is a struct containing control information (see llst_control_type)

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):

  • 0

    The initialization was successful.

void llst_read_specfile(
    struct llst_control_type* control,
    const char specfile[]
)

Read the content of a specification file, and assign values associated with given keywords to the corresponding control parameters. An in-depth discussion of specification files is available, and a detailed list of keywords with associated default values is provided in $GALAHAD/src/llst/LLST.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/llst.pdf for a list of how these keywords relate to the components of the control structure.

Parameters:

control

is a struct containing control information (see llst_control_type)

specfile

is a character string containing the name of the specification file

void llst_import(
    struct llst_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const char A_type[],
    ipc_ A_ne,
    const ipc_ A_row[],
    const ipc_ A_col[],
    const ipc_ A_ptr[]
)

Import problem data into internal storage prior to solution.

Parameters:

control

is a struct whose members provide control paramters for the remaining prcedures (see llst_control_type)

data

holds private internal data

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are:

  • 1

    The import was successful, and the package is ready for the solve phase

  • -1

    An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -2

    A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -3

    The restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’ or ‘absent’ has been violated.

m

is a scalar variable of type ipc_, that holds the number of residuals, i.e., the number of rows of \(A\). m must be positive.

n

is a scalar variable of type ipc_, that holds the number of variables, i.e., the number of columns of \(A\). n must be positive.

A_type

is a one-dimensional array of type char that specifies the unsymmetric storage scheme used for the constraint Jacobian, \(A\) if any. It should be one of ‘coordinate’, ‘sparse_by_rows’ or ‘dense’; lower or upper case variants are allowed.

A_ne

is a scalar variable of type ipc_, that holds the number of entries in \(A\), if used, in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes.

A_row

is a one-dimensional array of size A_ne and type ipc_, that holds the row indices of \(A\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes, and in this case can be NULL.

A_col

is a one-dimensional array of size A_ne and type ipc_, that holds the column indices of \(A\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense or diagonal storage schemes are used, and in this case can be NULL.

A_ptr

is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of \(A\), as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be NULL.

void llst_import_scaling(
    struct llst_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char S_type[],
    ipc_ S_ne,
    const ipc_ S_row[],
    const ipc_ S_col[],
    const ipc_ S_ptr[]
)

Import the scaling matrix \(S\) into internal storage prior to solution. Thus must have been preceeded by a call to llst_import.

Parameters:

control

is a struct whose members provide control paramters for the remaining prcedures (see llst_control_type)

data

holds private internal data

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are:

  • 1

    The import was successful, and the package is ready for the solve phase

  • -1

    An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -2

    A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -3

    The restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated.

n

is a scalar variable of type ipc_, that holds the number of variables, i.e., the number of rows and columns of \(S\). n must be positive.

S_type

is a one-dimensional array of type char that specifies the symmetric storage scheme used for the matrix \(S\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’ or ‘diagonal’; lower or upper case variants are allowed.

S_ne

is a scalar variable of type ipc_, that holds the number of entries in the lower triangular part of \(S\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes.

S_row

is a one-dimensional array of size S_ne and type ipc_, that holds the row indices of the lower triangular part of \(S\) in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes, and in this case can be NULL.

S_col

is a one-dimensional array of size S_ne and type ipc_, that holds the column indices of the lower triangular part of \(S\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense, diagonal or (scaled) identity storage schemes are used, and in this case can be NULL.

S_ptr

is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of the lower triangular part of \(S\), as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be NULL.

void llst_reset_control(
    struct llst_control_type* control,
    void **data,
    ipc_ *status
)

Reset control parameters after import if required.

Parameters:

control

is a struct whose members provide control paramters for the remaining prcedures (see llst_control_type)

data

holds private internal data

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are:

  • 1

    The import was successful, and the package is ready for the solve phase

void llst_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ radius,
    ipc_ A_ne,
    const rpc_ A_val[],
    const rpc_ b[],
    rpc_ x[],
    ipc_ S_ne,
    const rpc_ S_val[]
)

Solve the trust-region problem.

Parameters:

data

holds private internal data

status

is a scalar variable of type ipc_, that gives the entry and exit status from the package.

Possible exit values are:

  • 0

    The run was successful.

  • -1

    An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -2

    A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively.

  • -3

    The restrictions n > 0 and m > 0 or requirement that A_type or A_type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated.

  • -9

    The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status

  • -10

    The factorization failed; the return status from the factorization package is given in the component inform.factor_status.

  • -11

    The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status.

  • -15

    The matrix \(S\) does not appear to be strictly diagonally dominant.

  • -16

    The problem is so ill-conditioned that further progress is impossible.

  • -17

    The step is too small to make further impact.

m

is a scalar variable of type ipc_, that holds the number of residuals

n

is a scalar variable of type ipc_, that holds the number of variables

radius

is a scalar of type rpc_, that holds the trust-region radius, \(\Delta\), used. radius must be strictly positive

A_ne

is a scalar variable of type ipc_, that holds the number of entries in the observation matrix \(A\).

A_val

is a one-dimensional array of size A_ne and type rpc_, that holds the values of the entries of the observation matrix \(A\) in any of the available storage schemes.

b

is a one-dimensional array of size m and type rpc_, that holds the values \(b\) of observations. The i-th component of b, i = 0, … , m-1, contains \(b_i\).

x

is a one-dimensional array of size n and type rpc_, that holds the values \(x\) of the optimization variables. The j-th component of x, j = 0, … , n-1, contains \(x_j\).

S_ne

is a scalar variable of type ipc_, that holds the number of entries in the scaling matrix \(S\) if it not the identity matrix.

S_val

is a one-dimensional array of size S_ne and type rpc_, that holds the values of the entries of the scaling matrix \(S\) in any of the available storage schemes. If S_val is NULL, \(S\) will be taken to be the identity matrix.

void llst_information(void **data, struct llst_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data

holds private internal data

inform

is a struct containing output information (see llst_inform_type)

status

is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):

  • 0

    The values were recorded successfully

void llst_terminate(
    void **data,
    struct llst_control_type* control,
    struct llst_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data

holds private internal data

control

is a struct containing control information (see llst_control_type)

inform

is a struct containing output information (see llst_inform_type)