callable functions#
function trs_initialize(T, 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 trs_control_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function trs_read_specfile(T, 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/trs/TRS.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/trs.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 trs_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function trs_import(T, control, data, status, n, H_type, H_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 trs_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:
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n |
is a scalar variable of type Int32 that holds the number of rows (and columns) of H. |
H_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the Hessian, \(H\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, or ‘diagonal’; lower or upper case variants are allowed. |
H_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 H_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 H_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 trs_import_m(T, data, status, n, M_type, M_ne, M_row, M_col, M_ptr)
Import data for the scaling matrix M into internal storage prior to solution.
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:
|
n |
is a scalar variable of type Int32 that holds the number of rows (and columns) of M. |
M_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the scaling matrix, \(M\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, or ‘diagonal’; lower or upper case variants are allowed. |
M_ne |
is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of \(M\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
M_row |
is a one-dimensional array of size M_ne and type Int32 that holds the row indices of the lower triangular part of \(M\) 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. |
M_col |
is a one-dimensional array of size M_ne and type Int32 that holds the column indices of the lower triangular part of \(M\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense, diagonal or identity storage schemes are used, and in this case can be C_NULL. |
M_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 \(M\), 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 trs_import_a(T, data, status, m, A_type, A_ne, A_row, A_col, A_ptr)
Import data for the constraint matrix A into internal storage prior to solution.
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:
|
m |
is a scalar variable of type Int32 that holds the number of general linear constraints, i.e., the number of rows of A, if any. m must be non-negative. |
A_type |
is a one-dimensional array of type Vararg{Cchar} 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 Int32 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 Int32 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 C_NULL. |
A_col |
is a one-dimensional array of size A_ne and type Int32 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 C_NULL. |
A_ptr |
is a one-dimensional array of size n+1 and type Int32 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 C_NULL. |
function trs_reset_control(T, 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 trs_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:
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function trs_solve_problem(T, data, status, n, radius, f, c, H_ne, H_val, x, M_ne, M_val, m, A_ne, A_val, y)
Solve the trust-region problem.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
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n |
is a scalar variable of type Int32 that holds the number of variables |
radius |
is a scalar of type T that holds the trust-region radius, \(\Delta\), used. radius must be strictly positive |
f |
is a scalar of type T that holds the constant term \(f\) of the objective function. |
c |
is a one-dimensional array of size n and type T that holds the linear term \(c\) of the objective function. The j-th component of |
H_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 h_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. |
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 |
M_ne |
is a scalar variable of type Int32 that holds the number of entries in the scaling matrix \(M\) if it not the identity matrix. |
M_val |
is a one-dimensional array of size M_ne and type T that holds the values of the entries of the scaling matrix \(M\), if it is not the identity matrix, in any of the available storage schemes. If M_val is C_NULL, M will be taken to be the identity matrix. |
m |
is a scalar variable of type Int32 that holds the number of general linear constraints, if any. m must be non-negative. |
A_ne |
is a scalar variable of type Int32 that holds the number of entries in the constraint Jacobian matrix \(A\) if used. A_ne must be non-negative. |
A_val |
is a one-dimensional array of size A_ne and type T that holds the values of the entries of the constraint Jacobian matrix \(A\), if used, in any of the available storage schemes. If A_val is C_NULL, no constraints will be enforced. |
y |
is a one-dimensional array of size m and type T that holds the values \(y\) of the Lagrange multipliers for the equality constraints \(A x = 0\) if used. The i-th component of |
function trs_information(T, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see trs_inform_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function trs_terminate(T, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see trs_control_type) |
inform |
is a structure containing output information (see trs_inform_type) |