e05jcf may be used to supply optional parameters to e05jbf from an external file. The initialization routine e05jaf must have been called before calling e05jcf.

2 Specification

Fortran Interface

Subroutine e05jcf (

iopts, comm, lcomm, ifail)

Integer, Intent (In)	::	iopts, lcomm
Integer, Intent (Inout)	::	ifail
Real (Kind=nag_wp), Intent (Inout)	::	comm(lcomm)

C Header Interface

#include <nag.h>

void	e05jcf_ (const Integer iopts, double comm[], const Integer lcomm, Integer *ifail)

The routine may be called by the names e05jcf or nagf_glopt_bnd_mcs_optset_file.

3 Description

e05jcf may be used to supply values for optional parameters to e05jbf. e05jcf reads an external file and each line of the file defines a single optional parameter. It is only necessary to supply values for those arguments whose values are to be different from their default values.

Each optional parameter is defined by a single character string, of up to

72

characters, consisting of one or more items. The items associated with a given optional parameter must be separated by spaces, or equals signs

[=]

. Alphabetic characters may be upper or lower case. The string

Static Limit = 100

is an example of a string used to set an optional parameter. For each optional parameter the string contains one or more of the following items:

–a mandatory keyword;
–a phrase that qualifies the keyword;
–a number that specifies an integer or real value. Such numbers may be up to $40$ contiguous characters.

Blank strings and comments are ignored. A comment begins with an asterisk (*) and all subsequent characters in the string are regarded as part of the comment.

The implied data type (character, integer or real) of each value to set must match that expected by the corresponding optional parameter.

The file containing the optional parameters must start with Begin and must finish with End. An example of a valid options file is:

Begin * Example options file
   Static Limit = 500 
End

Optional parameter settings are preserved following a call to e05jbf and so the keyword Defaults is provided to allow you to reset all the optional parameters to their default values before a subsequent call to e05jbf.

A complete list of optional parameters, their symbolic names and default values is given in Section 12 in e05jbf.

4 References

None.

5 Arguments

1: $iopts$ – Integer Input: On entry: the unit number of the option file to be read.

Constraint: iopts is a valid unit open for reading.
2: $comm (lcomm)$ – Real (Kind=nag_wp) array Communication Array: On exit: comm must not be altered between calls to any of the routines e05jbf, e05jcf, e05jdf, e05jef, e05jff, e05jgf, e05jhf, e05jjf, e05jkf and e05jlf.
3: $lcomm$ – Integer Input: On entry: the dimension of the array comm as declared in the (sub)program from which e05jcf is called.

Constraint: $lcomm \geq 100$ .
4: $ifail$ – Integer Input/Output: On entry: ifail must be set to $0$ , $−1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $−1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $−1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $- 1$ or $1$ is used it is essential to test the value of ifail on exit.

On exit: $ifail = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

ifail = 0

−1

, explanatory error messages are output on the current error message unit (as defined by x04aaf).

Errors or warnings detected by the routine:

$ifail = 1$: Initialization routine e05jaf has not been called.

On entry, $lcomm = ⟨ value ⟩$ .
Constraint: $lcomm \geq 100$ .

$ifail = 2$: At least one optional parameter from the options file could not be recognized. All optional parameters that were set from the file before this error was encountered will remain set on exit.

BEGIN found, but end-of-file found before END. All optional parameters that were set from the file before this error was encountered will remain set on exit.

Could not read options file.

End-of-file found before BEGIN.

$ifail = 3$: Attempt to assign an illegal value of Local Searches ( $lcsrch$ ): $lcsrch = ⟨ value ⟩$ .

Attempt to assign an illegal value of Repeatability ( $repeat$ ): $repeat = ⟨ value ⟩$ .

Attempt to assign a non-positive value of Function Evaluations Limit ( $nf$ ): $nf = ⟨ value ⟩$ .

Attempt to assign a non-positive value of Local Searches Limit ( $loclim$ ): $loclim = ⟨ value ⟩$ .

Attempt to assign a non-positive value of Static Limit ( $stclim$ ): $stclim = ⟨ value ⟩$ .

Attempt to assign an out-of-bounds value of Infinite Bound Size ( $infbnd$ ): $infbnd = ⟨ value ⟩$ .

Attempt to assign too small a value of Local Searches Tolerance ( $loctol$ ): $loctol = ⟨ value ⟩$ .

Attempt to assign too small a value of Target Objective Error ( $objerr$ ): $objerr = ⟨ value ⟩$ .

Attempt to assign too small a value of Target Objective Safeguard ( $objsfg$ ): $objsfg = ⟨ value ⟩$ .

$ifail = 5$: One of the numeric values to be set could not be parsed. Check that all such strings specify valid integer or real values.

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$ifail = - 999$: Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e05jcf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

e05jdf, e05jef, e05jff or e05jgf may also be used to supply optional parameters to e05jbf.

10 Example

This example finds the global minimum of the ‘peaks’ function in two dimensions

F (x, y) = 3 {(1 - x)}^{2} \exp (- x^{2} - {(y + 1)}^{2}) - 10 (\frac{x}{5} - x^{3} - y^{5}) \exp (- x^{2} - y^{2}) - \frac{1}{3} \exp (- {(x + 1)}^{2} - y^{2})

on the box

[−3, 3] \times [−3, 3]

The function

F

has several local minima and one global minimum in the given box. The global minimum is approximately located at

(0.23, - 1.63)

, where the function value is approximately

- 6.55

By specifying an initialization list via list, numpts and initpt we can start e05jbf looking close to one of the local minima and check that it really does move away from that point to one of the global minima.

More precisely, we choose

(−1, 0)

as our initial point (see Section 10.3), and let the initialization list be

(\begin{matrix} −3 & −1 & 3 \\ −3 & 0 & 3 \end{matrix}) .

This example solves the optimization problem using some of the optional parameters described in Section 12 in e05jbf.

e05jc: FL CL CPP AD

NAG FL Interfacee05jcf (bnd_​mcs_​optset_​file)

▸▿ 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

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG FL Interface
e05jcf (bnd_mcs_optset_file)