e05jb (bnd_mcs_solve) : NAG AD Library Routine Document, Mark 27

2 Specification

C++ Interface

#include <dco.hpp>
#include <nagad.h>
namespace nag {
namespace ad {
template <typename OBJFUN_T, typename MONIT_T>

void e05jb (

handle_t &ad_handle, const Integer &n, OBJFUN_T &&objfun, const Integer &ibound, const Integer &iinit, ADTYPE bl[], ADTYPE bu[], const Integer &sdlist, ADTYPE list[], Integer numpts[], Integer initpt[], MONIT_T &&monit, ADTYPE x[], ADTYPE &obj, ADTYPE comm[], const Integer &lcomm, Integer &ifail)

}
}

The function is overloaded on ADTYPE which represents the type of active arguments. ADTYPE may be any of the following types:
double,
dco::ga1s<double>::type,
dco::gt1s<double>::type

Note: this function can be used with AD tools other than dco/c++. For details, please contact NAG.

3 Description

e05jb is the AD Library version of the primal routine e05jbf.

e05jbf is designed to find the global minimum or maximum of an arbitrary function, subject to simple bound-constraints using a multi-level coordinate search method. Derivatives are not required, but convergence is only guaranteed if the objective function is continuous in a neighbourhood of a global optimum. It is not intended for large problems.

The initialization routine e05jaf must have been called before calling e05jbf. For further information see Section 3 in the documentation for e05jbf.

5 Arguments

In addition to the arguments present in the interface of the primal routine, e05jb includes some arguments specific to AD.

A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine. A tooltip popup for all arguments can be found by hovering over the argument name in Section 2 and in this section.

1: ad_handle – nag::ad::handle_t Input/Output

On entry: a configuration object that holds information on the differentiation strategy. Details on setting the AD strategy are described in AD handle object in the NAG AD Library Introduction.

2: n – Integer Input

3: objfun – Callable Input

objfun needs to be callable with the specification listed below. This can be a C++ lambda, a functor or a (static member) function pointer. If using a lambda, parameters can be captured safely by reference. No copies of the callable are made internally.

The specification of objfun is:

C++ Interface

auto objfun = [&](

const handle_t &ad_handle, const Integer &n, const ADTYPE x[], ADTYPE &f, const Integer &nstate, Integer &inform)

1: ad_handle – nag::ad::handle_t Input/Output: On entry: a handle to the AD handle object.
2: n – Integer Input
3: x – ADTYPE array Input
4: f – ADTYPE Output
5: nstate – Integer Input
*: iuser – Integer array User Workspace
*: ruser – ADTYPE array User Workspace
6: inform – Integer Output

4: ibound – Integer Input

5: iinit – Integer Input

6: bl(n) – ADTYPE array Input/Output

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

7: bu(n) – ADTYPE array Input/Output

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

8: sdlist – Integer Input

9: list(n, sdlist) – ADTYPE array Input/Output

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

10: numpts(n) – Integer array Input/Output

11: initpt(n) – Integer array Input/Output

12: monit – Callable Input

monit needs to be callable with the specification listed below. This can be a C++ lambda, a functor or a (static member) function pointer. If using a lambda, parameters can be captured safely by reference. No copies of the callable are made internally.

If a null pointer is used as the argument, then a NAG supplied routine will be used as the argument for this parameter (C++ only).

The specification of monit is:

C++ Interface

auto monit = [&](

const handle_t &ad_handle, const Integer &n, const Integer &ncall, const ADTYPE xbest[], const Integer icount[], const Integer &ninit, const ADTYPE list[], const Integer numpts[], const Integer initpt[], const Integer &nbaskt, const ADTYPE xbaskt[], const ADTYPE boxl[], const ADTYPE boxu[], const Integer &nstate, Integer &inform)

1: ad_handle – nag::ad::handle_t Input/Output: On entry: a handle to the AD handle object.
2: n – Integer Input
3: ncall – Integer Input
4: xbest – ADTYPE array Input
5: icount – Integer array Input
6: ninit – Integer Input
7: list – ADTYPE array Input
8: numpts – Integer array Input
9: initpt – Integer array Input
10: nbaskt – Integer Input
11: xbaskt – ADTYPE array Input
12: boxl – ADTYPE array Input
13: boxu – ADTYPE array Input
14: nstate – Integer Input
*: iuser – Integer array User Workspace
*: ruser – ADTYPE array User Workspace
15: inform – Integer Output

13: x(n) – ADTYPE array Output

14: obj – ADTYPE Output

15: comm(lcomm) – ADTYPE array Communication Array

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

16: lcomm – Integer Input

*: iuser(

*

) – Integer array User Workspace

*: ruser(

*

) – ADTYPE array User Workspace

17: ifail – Integer Input/Output

6 Error Indicators and Warnings

e05jb preserves all error codes from e05jbf and in addition can return:

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

$ifail = - 199$: The routine was called using a strategy that has not yet been implemented.
See AD Strategies in the NAG AD Library Introduction for further information.

$ifail = - 444$: A C++ exception was thrown.
The error message will show the details of the C++ exception text.

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

when ADTYPE is	Real(kind=nag_wp)	then AD is p0w
when ADTYPE is	Type(nagad_a1w_w_rtype)	then AD is a1w
when ADTYPE is	Type(nagad_t1w_w_rtype)	then AD is t1w

NAG AD Library
e05jb (bnd_mcs_solve)

▸▿ 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 Librarye05jb (bnd_mcs_solve)

▸▿ 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
e05jb (bnd_mcs_solve)