overview of functions provided#
// typedefs typedef float spc_; typedef double rpc_; typedef int ipc_; // structs struct ugo_control_type; struct ugo_inform_type; struct ugo_time_type; // function calls void ugo_initialize(void **data, struct ugo_control_type* control, ipc_ *status); void ugo_read_specfile(struct ugo_control_type* control, const char specfile[]); void ugo_import( struct ugo_control_type* control, void **data, ipc_ *status, const rpc_* x_l, const rpc_* x_u ); void ugo_reset_control( struct ugo_control_type* control, void **data, ipc_ *status ); void ugo_solve_direct( void **data, void *userdata, ipc_ *status, rpc_* x, rpc_* f, rpc_* g, rpc_* h, ipc_(*)(rpc_, rpc_*, rpc_*, rpc_*, const void*) eval_fgh ); void ugo_solve_reverse( void **data, ipc_ *status, ipc_ *eval_status, rpc_* x, rpc_* f, rpc_* g, rpc_* h ); void ugo_information(void **data, struct ugo_inform_type* inform, ipc_ *status); void ugo_terminate( void **data, struct ugo_control_type* control, struct ugo_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 REAL_32
or (if supported) to
__real128
using the variable REAL_128
.
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 and structure names#
The function and structure names described below are appropriate for the
default real working precision (double
) and integer word length
(int32_t
). To use the functions and structures with different precisions
and integer word lengths, an additional suffix must be added to their names
(and the arguments set accordingly). The appropriate suffices are:
_s
for single precision (float
) reals and
standard 32-bit (int32_t
) integers;
_q
for quadruple precision (__real128
) reals (if supported) and
standard 32-bit (int32_t
) integers;
_64
for standard precision (double
) reals and
64-bit (int64_t
) integers;
_s_64
for single precision (float
) reals and
64-bit (int64_t
) integers; and
_q_64
for quadruple precision (__real128
) reals (if supported) and
64-bit (int64_t
) integers.
Thus a call to ugo_initialize
below will instead be
void ugo_initialize_s_64(void **data, struct ugo_control_type_s_64* control, int64_t *status)
if single precision (float
) reals and 64-bit (int64_t
) integers are
required. Thus it is possible to call functions for this package
with more that one precision and/or integer word length at same time. An
example is provided for the package expo
,
and the obvious modifications apply equally here.
function calls#
void ugo_initialize(void **data, struct ugo_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 ugo_control_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void ugo_read_specfile(struct ugo_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/ugo/UGO.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/ugo.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 ugo_control_type) |
specfile |
is a character string containing the name of the specification file |
void ugo_import( struct ugo_control_type* control, void **data, ipc_ *status, const rpc_* x_l, const rpc_* x_u )
Import problem data into internal storage prior to solution.
Parameters:
control |
is a struct whose members provide control paramters for the remaining prcedures (see ugo_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:
|
x_l |
is a scalar variable of type rpc_, that holds the value \(x^l\) of the lower bound on the optimization variable \(x\). |
x_u |
is a scalar variable of type rpc_, that holds the value \(x^u\) of the upper bound on the optimization variable \(x\). |
void ugo_reset_control( struct ugo_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 ugo_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:
|
void ugo_solve_direct( void **data, void *userdata, ipc_ *status, rpc_* x, rpc_* f, rpc_* g, rpc_* h, ipc_(*)(rpc_, rpc_*, rpc_*, rpc_*, const void*) eval_fgh )
Find an approximation to the global minimizer of a given univariate function with a Lipschitz gradient in an interval.
This version is for the case where all function/derivative information is available by function calls.
Parameters:
data |
holds private internal data |
userdata |
is a structure that allows data to be passed into the function and derivative evaluation programs (see below). |
status |
is a scalar variable of type ipc_, that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
x |
is a scalar variable of type rpc_, that holds the value of the approximate global minimizer \(x\) after a successful (status = 0) call. |
f |
is a scalar variable of type rpc_, that holds the the value of the objective function \(f(x)\) at the approximate global minimizer \(x\) after a successful (status = 0) call. |
g |
is a scalar variable of type rpc_, that holds the the value of the gradient of the objective function \(f^{\prime}(x)\) at the approximate global minimizer \(x\) after a successful (status = 0) call. |
h |
is a scalar variable of type rpc_, that holds the the value of the second derivative of the objective function \(f^{\prime\prime}(x)\) at the approximate global minimizer \(x\) after a successful (status = 0) call. |
eval_fgh |
is a user-provided function that must have the following signature: ipc_ eval_fgh( rpc_ x, rpc_ *f, rpc_ *g, rpc_ *h, const void *userdata) The value of the objective function \(f(x)\) and its first derivative \(f^{\prime}(x)\) evaluated at x= \(x\) must be assigned to f and g respectively, and the function return value set to 0. In addition, if control.second_derivatives_available has been set to true, when calling ugo_import, the user must also assign the value of the second derivative \(f^{\prime\prime}(x)\) in h; it need not be assigned otherwise. If the evaluation is impossible at x, return should be set to a nonzero value. |
void ugo_solve_reverse( void **data, ipc_ *status, ipc_ *eval_status, rpc_* x, rpc_* f, rpc_* g, rpc_* h )
Find an approximation to the global minimizer of a given univariate function with a Lipschitz gradient in an interval.
This version is for the case where function/derivative information is only available by returning to the calling procedure.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type ipc_, that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
eval_status |
is a scalar variable of type ipc_, that is used to indicate if objective function and its derivatives can be provided (see above). |
x |
is a scalar variable of type rpc_, that holds the next value of \(x\) at which the user is required to evaluate the objective (and its derivatives) when status > 0, or the value of the approximate global minimizer when status = 0 |
f |
is a scalar variable of type rpc_, that must be set by the user to hold the value of \(f(x)\) if required by status > 0 (see above), and will return the value of the approximate global minimum when status = 0 |
g |
is a scalar variable of type rpc_, that must be set by the user to hold the value of \(f^{\prime}(x)\) if required by status > 0 (see above), and will return the value of the first derivative of \(f\) at the approximate global minimizer when status = 0 |
h |
is a scalar variable of type rpc_, that must be set by the user to hold the value of \(f^{\prime\prime}(x)\) if required by status > 0 (see above), and will return the value of the second derivative of \(f\) at the approximate global minimizer when status = 0 |
void ugo_information(void **data, struct ugo_inform_type* inform, ipc_ *status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a struct containing output information (see ugo_inform_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void ugo_terminate( void **data, struct ugo_control_type* control, struct ugo_inform_type* inform )
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a struct containing control information (see ugo_control_type) |
inform |
is a struct containing output information (see ugo_inform_type) |