e05jb (bnd_mcs_solve) : NAG AD Library Routine Document, Mark 29

2 Specification

Fortran Interface

Subroutine e05jb_AD_f (

ad_handle, n, objfun, ibound, iinit, bl, bu, sdlist, list, numpts, initpt, monit, x, obj, comm, lcomm, iuser, ruser, ifail)

Integer, Intent (In)	::	n, ibound, iinit, sdlist, lcomm
Integer, Intent (Inout)	::	numpts(n), initpt(n), iuser(*), ifail
ADTYPE, Intent (Inout)	::	bl(n), bu(n), list(n,sdlist), comm(lcomm), ruser(*)
ADTYPE, Intent (Out)	::	x(n), obj
Type (c_ptr), Intent (Inout)	::	ad_handle
External	::	objfun, monit

Corresponding to the overloaded C++ function, the Fortran interface provides five routines with names reflecting the type used for active real arguments. The actual subroutine and type names are formed by replacing AD and ADTYPE in the above as follows:

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

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:

Fortran Interface

Subroutine objfun (

ad_handle, n, x, f, nstate, iuser, ruser, inform)

Integer, Intent (In)	::	n, nstate
Integer, Intent (Inout)	::	iuser(*)
Integer, Intent (Out)	::	inform
ADTYPE, Intent (In)	::	x(n)
ADTYPE, Intent (Inout)	::	ruser(*)
ADTYPE, Intent (Out)	::	f
Type (c_ptr), Intent (Inout)	::	ad_handle

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).

For the Fortran interface, the NAG supplied routine e05jb_AD_k may be used as the actual argument for this parameter.

The specification of monit is:

Fortran Interface

Subroutine monit (

ad_handle, n, ncall, xbest, icount, ninit, list, numpts, initpt, nbaskt, xbaskt, boxl, boxu, nstate, iuser, ruser, inform)

Integer, Intent (In)	::	n, ncall, icount(6), ninit, numpts(n), initpt(n), nbaskt, nstate
Integer, Intent (Inout)	::	iuser(*)
Integer, Intent (Out)	::	inform
ADTYPE, Intent (In)	::	xbest(n), list(n,ninit), xbaskt(n,nbaskt), boxl(n), boxu(n)
ADTYPE, Intent (Inout)	::	ruser(*)
Type (c_ptr), Intent (Inout)	::	ad_handle

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

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

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.

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)