callable functions

    function dps_initialize(data, control, status)

Set default control values and initialize private data

Parameters:

data	holds private internal data
control	is a structure containing control information (see dps_control_type)
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently): 0 The initialization was successful.

    function dps_read_specfile(control, 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/dps/DPS.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/dps.pdf for a list of how these keywords relate to the components of the control structure.

Parameters:

control	is a structure containing control information (see dps_control_type)
specfile	is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file

    function dps_import(control, data, status, n,
                        H_type, ne, H_row, H_col, H_ptr)

Import problem data into internal storage prior to solution.

Parameters:

control	is a structure whose members provide control parameters for the remaining procedures (see dps_control_type)
data	holds private internal data
status	is a scalar variable of type Int32 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’ or ‘sparse_by_rows’ has been violated.
n	is a scalar variable of type Int32 that holds the number of variables
H_type	is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the Hessian. It should be one of ‘coordinate’, ‘sparse_by_rows’ or ‘dense’; lower or upper case variants are allowed
ne	is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of H in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes.
H_row	is a one-dimensional array of size ne and type Int32 that holds the row indices of the lower triangular part of H 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 C_NULL
H_col	is a one-dimensional array of size ne and type Int32 that holds the column indices of the lower triangular part of H 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 C_NULL
H_ptr	is a one-dimensional array of size n+1 and type Int32 that holds the starting position of each row of the lower triangular part of H, 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 C_NULL

    function dps_reset_control(control, data, status)

Reset control parameters after import if required.

Parameters:

control	is a structure whose members provide control parameters for the remaining procedures (see dps_control_type)
data	holds private internal data
status	is a scalar variable of type Int32 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

    function dps_solve_tr_problem(data, status, n, ne, H_val, c, f,
                                  radius, x)

Find the global minimizer of the trust-region problem (1).

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible 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 restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’ or ‘sparse_by_rows’ 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. -16 The problem is so ill-conditioned that further progress is impossible. -40 An error has occured when building the preconditioner.
n	is a scalar variable of type Int32 that holds the number of variables
ne	is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of the Hessian matrix \(H\).
H_val	is a one-dimensional array of size ne and type T that holds the values of the entries of the lower triangular part of the Hessian matrix \(H\) in any of the available storage schemes.
c	is a one-dimensional array of size n and type T that holds the linear term \(c\) in the objective function. The j-th component of c, j = 1, … , m, contains \(c_j\).
f	is a scalar variable pointer of type T that holds the value of the holds the constant term \(f\) in the objective function.
radius	is a scalar variable pointer of type T that holds the value of the trust-region radius, \(\Delta > 0\).
x	is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of x, j = 1, … , n, contains \(x_j\).

    function dps_solve_rq_problem(data, status, n, ne, H_val, c, f,
                                  power, weight, x)

Find the global minimizer of the regularized-quadartic problem (2).

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible 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 restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’ or ‘sparse_by_rows’ 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. -16 The problem is so ill-conditioned that further progress is impossible. -40 An error has occured when building the preconditioner.
n	is a scalar variable of type Int32 that holds the number of variables
ne	is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of the Hessian matrix \(H\).
H_val	is a one-dimensional array of size ne and type T that holds the values of the entries of the lower triangular part of the Hessian matrix \(H\) in any of the available storage schemes.
c	is a one-dimensional array of size n and type T that holds the linear term \(c\) in the objective function. The j-th component of c, j = 1, … , m, contains \(c_j\).
f	is a scalar variable pointer of type T that holds the value of the holds the constant term \(f\) in the objective function.
weight	is a scalar variable pointer of type T that holds the value of the regularization weight, \(\sigma > 0\).
power	is a scalar variable pointer of type T that holds the value of the regularization power, \(p \geq 2\).
x	is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of x, j = 1, … , n, contains \(x_j\).

    function dps_resolve_tr_problem(data, status, n, c, f, radius, x)

Find the global minimizer of the trust-region problem (1) if some non-matrix components have changed since a call to dps_solve_tr_problem.

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible 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 restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’ or ‘sparse_by_rows’ has been violated. -16 The problem is so ill-conditioned that further progress is impossible.
n	is a scalar variable of type Int32 that holds the number of variables
c	is a one-dimensional array of size n and type T that holds the linear term \(c\) in the objective function. The j-th component of c, j = 1, … , m, contains \(c_j\).
f	is a scalar variable pointer of type T that holds the value of the constant term \(f\) in the objective function.
radius	is a scalar variable pointer of type T that holds the value of the trust-region radius, \(\Delta > 0\).
x	is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of x, j = 1, … , n, contains \(x_j\).

    function dps_resolve_rq_problem(data, status, n, c, f, power, weight, x)

Find the global minimizer of the regularized-quadartic problem (2) if some non-matrix components have changed since a call to dps_solve_rq_problem.

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible 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. -16 The problem is so ill-conditioned that further progress is impossible.
n	is a scalar variable of type Int32 that holds the number of variables
c	is a one-dimensional array of size n and type T that holds the linear term \(c\) in the objective function. The j-th component of c, j = 1, … , m, contains \(c_j\).
f	is a scalar variable pointer of type T that holds the value of the holds the constant term \(f\) in the objective function.
weight	is a scalar variable pointer of type T that holds the value of the regularization weight, \(\sigma > 0\).
power	is a scalar variable pointer of type T that holds the value of the regularization power, \(p \geq 2\).
x	is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of x, j = 1, … , n, contains \(x_j\).

    function dps_information(data, inform, status)

Provides output information

Parameters:

data	holds private internal data
inform	is a structure containing output information (see dps_inform_type)
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently): 0 The values were recorded successfully

    function dps_terminate(data, control, inform)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a structure containing control information (see dps_control_type)
inform	is a structure containing output information (see dps_inform_type)