callable functions#
function snls_initialize(T, INT, data, control, inform)
Set default control values and initialize private data
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see snls_control_type) |
inform |
is a structure containing output information (see snls_inform_type) |
function snls_read_specfile(T, INT, 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/snls/SNLS.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/snls.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 snls_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function snls_import(T, INT, control, data, status, n, m_r, m_c, Jr_type, Jr_ne, Jr_row, Jr_col, Jr_ptr_ne, Jr_ptr, cohort)
Import problem data into internal storage prior to solution.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see snls_control_type) |
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
n |
is a scalar variable of type INT that holds the number of variables. |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
Jr_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the unsymmetric storage scheme used for the Jacobian, \(J_r\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’ or ‘absent’, the latter if access to the Jacobian is via matrix-vector products; lower or upper case variants are allowed. |
Jr_ne |
is a scalar variable of type INT that holds the number of entries in \(J_r\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
Jr_row |
is a one-dimensional array of size Jr_ne and type INT that holds the row indices of \(J_r\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes, and in this case can be C_NULL. |
Jr_col |
is a one-dimensional array of size Jr_ne and type INT that holds the column indices of \(J_r\) 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. |
J_ptr_ne |
is a scalar variable of type INT, that holds the length of the pointer array if sparse row or column storage scheme is used for \(J_r\). For the sparse row scheme, Jr_ptr_ne should be at least m_r+1, while for the sparse column scheme, it should be at least n+1, It should be set to 0 when the other schemes are used. |
Jr_ptr |
is a one-dimensional array of size m+1 and type INT that holds the starting position of each row of \(J_r\), 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. |
cohort |
is a one-dimensional array of size m and type INT that specifies which cohort each variable is assigned to. If variable \(x_j\) is associated with cohort \(\cal C_i\), \(1 \leq i \leq m_c\), cohort[j] should be set to i, while if \(x_j\) is unconstrained cohort[j] = 0 should be assigned. At least one value cohort[j] for \(j = 1,\ldots\,n\) is expected to take the value \(i\) for every \(1 \leq i \leq m_c\), that is no empty cohorts are allowed. If all the variables lie in a single simplex, cohort can be set to C_NULL. |
function snls_import_without_jac(T, INT, control, data, status, n, m_r, m_c, cohort)
Import problem data, excluding the structure of \(J_r(x)\), into internal storage prior to solution.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see snls_control_type) |
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
n |
is a scalar variable of type INT that holds the number of variables. |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
cohort |
is a one-dimensional array of size m and type INT that specifies which cohort each variable is assigned to. If variable \(x_j\) is associated with cohort \(\cal C_i\), \(1 \leq i \leq m_c\), cohort[j] should be set to i, while if \(x_j\) is unconstrained cohort[j] = 0 should be assigned. At least one value cohort[j] for \(j = 1,\ldots\,n\) is expected to take the value \(i\) for every \(1 \leq i \leq m_c\), that is no empty cohorts are allowed. If all the variables lie in a single simplex, cohort can be set to C_NULL. |
function snls_reset_control(T, INT, 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 snls_control_type) |
data |
holds private internal data |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are:
|
function snls_solve_with_jac(T, INT, data, userdata, status, n, m_r, m_c, x, y, z, r, g, x_stat, eval_r, Jr_ne, eval_jr, w)
Solve the simplex-constrained nonlinear least-squares problem when the Jacobian \(J_r(x)\) 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. |
status |
is a scalar variable of type INT that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
n |
is a scalar variable of type INT that holds the number of variables. |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
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 |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers. The i-th component of |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
r |
is a one-dimensional array of size m and type T that holds the residual \(r(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
x_stat |
is a one-dimensional array of size n and type INT that gives the optimal status of the problem variables. If x_stat[j] is negative, variable \(x_j\) most likely lies at its zero, lower bound, while if it is zero, \(x_j\) is free of its bound (or unconstrained). |
eval_r |
is a user-supplied function that must have the following signature: function eval_r(n, m_r, x, r, userdata) The componnts of the residual function \(r(x)\)
evaluated at x=\(x\) must be assigned to r, and the
function return value set to 0. If the evaluation is
impossible at x, return should be set to a nonzero
value. Data may be passed into |
Jr_ne |
is a scalar variable of type INT that holds the number of entries in the Jacobian matrix \(J_r\). |
eval_jr |
is a user-supplied function that must have the following signature: function eval_jr(n, m_r, jr_ne, x, jr_val, userdata) The components of the Jacobian \(J_r = \nabla_x r(x\)) of
the residuals must be assigned to jr_val in the same order
as presented to snls_import, and the function return
value set to 0. If the evaluation is impossible at x,
return should be set to a nonzero value. Data may be
passed into |
w |
is a one-dimensional array of size m_r and type T that holds the values \(w\) of the weights on the residuals in the least-squares objective function. It need not be set if the weights are all ones, and in this case can be C_NULL. |
function snls_solve_with_jacprod(T, INT, data, userdata, status, n, m_r, m_c, x, y, z, r, g, x_stat, eval_r, eval_jr_prod, eval_jr_scol, eval_jr_sprod, w)
Solve the simplex-constrained nonlinear least-squares problem when the products of the Jacobian \(J_r(x)\) and its transpose are 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. |
status |
is a scalar variable of type INT that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
n |
is a scalar variable of type INT that holds the number of variables |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
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 |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers. The i-th component of |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
r |
is a one-dimensional array of size m and type T that holds the residual \(r(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
x_stat |
is a one-dimensional array of size n and type INT that gives the optimal status of the problem variables. If x_stat[j] is negative, variable \(x_j\) most likely lies at its zero, lower bound, while if it is zero, \(x_j\) is free of its bound (or unconstrained). |
eval_r |
is a user-supplied function that must have the following signature: function eval_r(n, m_r, x, r, userdata) The componnts of the residual function \(r(x)\)
evaluated at x=\(x\) must be assigned to r, and the
function return value set to 0. If the evaluation is
impossible at x, return should be set to a nonzero
value. Data may be passed into |
eval_jr_prod |
is a user-supplied function that must have the following signature: function eval_jr_prod(n, m_r, x, transpose, v, p, got_jr, userdata) The product \(p = J_r(x) v\) (if the Bool transpose
is false) or \(p = J_r^T(x) v\) (if tranpose is true) between the
Jacobian \(J_r(x) \nabla_{x}r_(x)\), evaluated at x=\(x\), or its
tranpose with the vector v=\(v\) must be returned in p, and
the function return value set to 0. If the evaluation
is impossible at x, return should be set to a nonzero
value. Data may be passed into |
eval_jr_scol |
is a user-supplied function that must have the following signature: function eval_jr_scol(n, m_r, x, index, val, row, nz, got_jr, userdata) The nonzeros and corresponding row entries of the index-th colum of \(J_r(x)\)
evaluated at x=\(x\) must be returned in val and row, respectively, together
with the number of entries, nz, and the function return value set to 0.
If the evaluation is impossible at x, return should be set to a nonzero value.
Data may be passed into |
eval_jr_sprod |
is a user-supplied function that must have the following signature: function eval_jr_sprod(n, m_r, x, transpose, v, p, free, n_free, got_jr, userdata) The product \(J_r(x) v\) (if tranpose is false) or \(J_r^T(x) v\) (if tranpose is true)
bewteen the Jacobian \(J_r(x) = \nabla_{x}r(x)\), evaluated at x=\(x\), or its tranpose
with the vector v=\(v\) must be returned in p, and the function return value set to 0.
If transpose is false, only the components free[1:n_free] of \(v\) will be nonzero,
while if transpose is true, only the components free[1:n_free] of p should be set.
If the evaluation is impossible at x, return should be set to a nonzero value.
Data may be passed into |
w |
is a one-dimensional array of size m and type T that holds the values \(w\) of the weights on the residuals in the least-squares objective function. It need not be set if the weights are all ones, and in this case can be C_NULL. |
function snls_solve_reverse_with_jac(T, INT, data, status, eval_status, n, m_r, m_c, x, y, z, r, g, x_stat, jr_ne, Jr_val, w)
Solve the simplex-constrained nonlinear least-squares problem when the Jacobian \(J_r(x)\) may be computed by the calling program.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type INT 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 INT that is used to indicate if objective function/gradient/Hessian values can be provided (see above) |
n |
is a scalar variable of type INT that holds the number of variables |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
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 |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers. The i-th component of |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
r |
is a one-dimensional array of size m and type T that holds the residual \(r(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
x_stat |
is a one-dimensional array of size n and type INT that gives the optimal status of the problem variables. If x_stat[j] is negative, variable \(x_j\) most likely lies at its zero, lower bound, while if it is zero, \(x_j\) is free of its bound (or unconstrained). |
Jr_ne |
is a scalar variable of type INT that holds the number of entries in the Jacobian matrix \(J_r\). |
Jr_val |
is a one-dimensional array of size Jr_ne and type T that holds the values of the entries of the Jacobian matrix \(J_r\) in any of the available storage schemes. See status = 3, above, for more details. |
w |
is a one-dimensional array of size m and type T that holds the values \(w\) of the weights on the residuals in the least-squares objective function. It need not be set if the weights are all ones, and in this case can be C_NULL. |
function snls_solve_reverse_with_jacprod(T, INT, data, status, eval_status, n, m_r, m_c, x, y, z, r, g, x_stat, v, iv, lvl, lvu, index, p, ip, lp, w)
Solve the simplex-constrained nonlinear least-squares problem when the products of the Jacobian \(J_r(x)\) and its transpose with specified vectors may be computed by the calling program.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type INT 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 INT that is used to indicate if objective function/gradient/Hessian values can be provided (see above) |
n |
is a scalar variable of type INT that holds the number of variables |
m_r |
is a scalar variable of type INT that holds the number of residuals. |
m_c |
is a scalar variable of type INT that holds the number of cohorts. |
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 |
y |
is a one-dimensional array of size n and type T that holds the values \(y\) of the Lagrange multipliers. The i-th component of |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
r |
is a one-dimensional array of size m and type T that holds the residual \(r(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
x_stat |
is a one-dimensional array of size n and type INT that gives the optimal status of the problem variables. If x_stat[j] is negative, variable \(x_j\) most likely lies at its zero, lower bound, while if it is zero, \(x_j\) is free of its bound (or unconstrained). |
v |
is a one-dimensional array of size max(n,m_r) and type T, that is used for reverse communication. See status = 4, 5, 7 and 8 above for more details. |
iv |
is a one-dimensional array of size max(n,m_r) and type INT, that is used for reverse communication. See status = 7 and 8 above for more details. |
lvl |
is a scalar variable of type INT, that is used for reverse communication. See status = 7 and 8 above for more details. |
lvu |
is a scalar variable of type INT, that is used for reverse communication. See status = 7 and 8 above for more details. |
index |
is a scalar variable of type INT, that is used for reverse communication. See status = 6 above for more details. |
p |
is a one-dimensional array of size max(n,m_r) and type T, that is used for reverse communication. See status = 4 to 8 above for more details. |
ip |
is a one-dimensional array of size n and type INT, that is used for reverse communication. See status = 6 above for more details. |
lp |
is a scalar variable of type INT, that is used for reverse communication. See status = 6 above for more details. |
w |
is a one-dimensional array of size m and type T that holds the values \(w\) of the weights on the residuals in the least-squares objective function. It need not be set if the weights are all ones, and in this case can be C_NULL. |
function snls_information(T, INT, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see snls_inform_type) |
status |
is a scalar variable of type INT that gives the exit status from the package. Possible values are (currently):
|
function snls_terminate(T, INT, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see snls_control_type) |
inform |
is a structure containing output information (see snls_inform_type) |