e04dg_ad_f : NAG AD Library Routine Document, Mark 26

Fortran Interface

Subroutine e04dg_a1w_f (

ad_handle, n, objfun, iter, objf, objgrd, x, iwork, work, iuser, ruser, lwsav, iwsav, rwsav, ifail)

Integer, Intent (In)	::	n
Integer, Intent (Inout)	::	iuser(*), iwsav(610), ifail
Integer, Intent (Out)	::	iter, iwork(n+1)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), ruser(*), rwsav(475)
Type (nagad_a1w_w_rtype), Intent (Out)	::	objf, objgrd(n), work(13*n)
Logical, Intent (Inout)	::	lwsav(120)
Type (c_ptr), Intent (In)	::	ad_handle
External	::	objfun

Subroutine objfun (

ad_handle, mode, n, x, objf, objgrd, nstate, iuser, ruser)

Integer, Intent (In)	::	n, nstate
Integer, Intent (Inout)	::	mode, iuser(*)
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), ruser(*), objf, objgrd(n)
Type (c_ptr), Intent (In)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void e04dg_a1w_f_ (

void *&ad_handle, const Integer &n,
void (NAG_CALL objfun)(void *&ad_handle, Integer &mode, const Integer &n, nagad_a1w_w_rtype x[], nagad_a1w_w_rtype &objf, nagad_a1w_w_rtype objgrd[], const Integer &nstate, Integer iuser[], nagad_a1w_w_rtype ruser[]),
Integer &iter, nagad_a1w_w_rtype &objf, nagad_a1w_w_rtype objgrd[], nagad_a1w_w_rtype x[], Integer iwork[], nagad_a1w_w_rtype work[], Integer iuser[], nagad_a1w_w_rtype ruser[], logical lwsav[], Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer &ifail)

Description

e04dgf minimizes an unconstrained nonlinear function of several variables using a pre-conditioned, limited memory quasi-Newton conjugate gradient method. First derivatives (or an ‘acceptable’ finite difference approximation to them) are required. It is intended for use on large scale problems. For further information see Section 3 in the documentation for e04dgf .

References

Arguments

e04dg_a1w_f provides access to all the arguments available in the primal routine. There are also additional arguments specific to AD. A tooltip popup for each argument can be found by hovering over the argument name in Section 2 and a summary of the arguments are provided below:

ad_handle – a handle to the AD configuration data object, as created by x10aa_a1w_f.
n – $n$ , the number of variables.
objfun – this argument must calculate the objective function $F (x)$ and possibly its gradient as well for a specified $n$ -element vector $x$ .
iter – on exit: the total number of iterations performed.
objf – on exit: the value of the objective function at the final iterate.
objgrd – on exit: the gradient of the objective function at the final iterate (or its finite difference approximation).
x – on entry: an initial estimate of the solution. on exit: the final estimate of the solution.
iwork – workspace.
work – workspace.
iuser – may be used to pass information to user-supplied argument(s).
ruser – may be used to pass information to user-supplied argument(s).
lwsav – communication.
iwsav – communication.
rwsav – communication.
ifail – on entry: ifail must be set to $0$ , $- 1 or 1$ . on exit: ifail = 0 unless the routine detects an error or a warning has been flagged (see Section 6).

Error Indicators and Warnings

e04dg_a1w_f preserves all error codes from e04dgf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 5.2 in the NAG AD Library Introduction for further information.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Section 5.1 in the NAG AD Library Introduction for further information.

Language	Source File	Data	Results
Fortan	e04dg_a1w_fe.f90	e04dg_a1w_fe.d	e04dg_a1w_fe.r
C++	e04dg_a1w_hcppe.cpp	e04dg_a1w_hcppe.d	e04dg_a1w_hcppe.r

NAG AD Library Routine Document

e04dg_a1w_f (uncon_conjgrd_comp_a1w)

▸▿ Contents

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

6

Error Indicators and Warnings

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

NAG AD Library Routine Document

e04dg_a1w_f (uncon_conjgrd_comp_a1w)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example