callable functions

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

    function ugo_import(control, data, status, x_l, x_u)

Import problem data into internal storage prior to solution.

Parameters:

control	is a structure whose members provide control parameters for the remaining procedures (see ugo_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.
x_l	is a scalar variable of type T, that holds the value \(x^l\) of the lower bound on the optimization variable \(x\).
x_u	is a scalar variable of type T, that holds the value \(x^u\) of the upper bound on the optimization variable \(x\).

    function ugo_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 ugo_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 ugo_solve_direct(data, userdata, status, x, f, g, h, 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 Int32, that gives the entry and exit status from the package. On initial entry, status must be set to 1. 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. -7 The objective function appears to be unbounded from below -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -40 The user has forced termination of solver by removing the file named control.alive_file from unit unit control.alive_unit.
x	is a scalar variable of type T, that holds the value of the approximate global minimizer \(x\) after a successful (status = 0) call.
f	is a scalar variable of type T, 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 T, 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 T, 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: function eval_fgh(x, f, g, h, 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.

    function ugo_solve_reverse(data, status, eval_status, x, f, g, 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 Int32, that gives the entry and exit status from the package. On initial entry, status must be set to 1. 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. -7 The objective function appears to be unbounded from below -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem. -40 The user has forced termination of solver by removing the file named control.alive_file from unit unit control.alive_unit. 3 The user should compute the objective function value \(f(x)\) and its first derivative \(f^{\prime}(x)\), and then re-enter the function. The required values should be set in f and g respectively, and eval_status (below) should be set to 0. If the user is unable to evaluate \(f(x)\) or \(f^{\prime}(x)\) - for instance, if the function or its first derivative are undefined at x - the user need not set f or g, but should then set eval_status to a non-zero value. This value can only occur when control.second_derivatives_available = false. 4 The user should compute the objective function value \(f(x)\) and its first two derivatives \(f^{\prime}(x)\) and \(f^{\prime\prime}(x)\) at x= \(x\), and then re-enter the function. The required values should be set in f, g and h respectively, and eval_status (below) should be set to 0. If the user is unable to evaluate \(f(x)\), \(f^{\prime}(x)\) or \(f^{\prime\prime}(x)\) - for instance, if the function or its derivatives are undefined at x - the user need not set f, g or h, but should then set eval_status to a non-zero value. This value can only occur when control.second_derivatives_available = true.
eval_status	is a scalar variable of type Int32, that is used to indicate if objective function and its derivatives can be provided (see above).
x	is a scalar variable of type T, 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 T, 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 T, 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 T, 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

    function ugo_information(data, inform, status)

Provides output information

Parameters:

data	holds private internal data
inform	is a structure containing output information (see ugo_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 ugo_terminate(data, control, inform)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a structure containing control information (see ugo_control_type)
inform	is a structure containing output information (see ugo_inform_type)