c--------------------------------------------------------------------- c These subroutines are part of the library "libsearch.a". c To compile and link with them: c g77 -c YourMain.f (whatever you want to call it) c g++ -o name_me YourMain.o libsearch.a -lg2c c (Older EGCS: -lf2c instead) c--------------------------------------------------------------------- c subroutine pattrn(choice, obj, n, x, step1, step2, maxf, c istat, aux, iaux) c--------------------------------------------------------------------- c This subroutine indirectly calls C++ libraries to perform c a pattern search given a user-defined objective function c c Arguments: c choice - the search type c 1 = Coordinate Search c 2 = Compass Search c 3 = NLess Search c 4 = Hooke and Jeeves c 5 = Hooke and Jeeves (edited by E. Dolan) c obj - the subroutine which contains the objective function; c The subroutine must have the following signature: c obj(x,f,n) - where x is the array of x values to c evaluate, f holds the function evaluation, and n is c the dimension of the problem. Be sure to declare the c subroutine as external before passing it as an argument c to pattrn() c n - dimension of the problem c x - double precision x (or array of x), which is the c starting point of the objective function c step1 - starting step length (If -1, a default of 0.25 is used) c step2 - ending step length (If -1, a default of 10E-8 is used) c maxf - the maximum allowable number of function evaluations c Set to -1 if no maximum is desired. c istat - completion status (always 1, since search algorithms c have no criteria to stop them from going indefinitely) c aux - the array of size n+2 returned from the library; the c first value is the final step length, the second is c the minimum function evaluation and the final n c elements are the x values which correspond c iaux - returns the number of function evaluations required c c--------------------------------------------------------------------- c Declare the external routines external coord, compss, nless, hj, edhj, obj c Declare the arguments integer choice, n, maxf double precision x(*), step1, step2, aux(*) c if (choice.eq.1) then call coord(n, x, step1, step2, maxf, istat, c aux, iaux, obj) else if (choice.eq.2) then call compss(n, x, step1, step2, maxf, istat, c aux, iaux, obj) else if (choice.eq.3) then call nless(n, x, step1, step2, maxf, istat, c aux, iaux, obj) else if (choice.eq.4) then call hj(n, x, step1, step2, maxf, istat, c aux, iaux, obj) else if (choice.eq.5) then call edhj(n, x, step1, step2, maxf, istat, c aux, iaux, obj) else write(*,10) endif 10 format('\nThat was not a valid method\n') return end subroutine shh(obj, n, x, right, step1, step2, maxf, stddev, c istat, aux, iaux) c--------------------------------------------------------------------- c This subroutine implements a simplex search based on the c method of Spendley, Hext, and Himsworth given a user-defined c objective function c c Arguments: c obj - the subroutine which contains the objective function; c The subroutine must have the following signature: c obj(x,f,n) - where x is the array of x values to c evaluate, f holds the function evaluation, and n is c the dimension of the problem. Be sure to declare the c subroutine as external before passing it as an argument c to shh() c n - dimension of the problem c x - double precision x (or array of x), which is the c starting point of the objective function c right - a logical; If true, the user wants a right simplex. c If false, the user wants a regular simplex. c step1 - the starting edgelengths of the simplex. If the c simplex is regular, only one value is required. c An array of n edgelengths is required for a right c simplex. Set the first element to -1 to use the c default values of 2.0 for the edgelengths. c step2 - ending step length (If -1, a default of 10E-8 is used) c maxf - the maximum allowable number of function evaluations c Set to -1 if no maximum is desired. c stddev - a logical which tells the library whether or not to c use the standard deviation as a stopping criterion. c If true, program will terminate if standard deviation c is less than step2. If false, program will terminate c when delta is less than step2. c See Direct Search class design document for more info. c istat - completion status (always 1, since search algorithms c have no criteria to stop them from going indefinitely) c aux - the array of size n+2 returned from the library; the c first value is the final step length, the second is c the minimum function evaluation and the final n c elements are the x values which correspond c iaux - returns the number of function evaluations required c c--------------------------------------------------------------------- c Declare the external routines external shhsch, obj c Declare the arguments integer n, maxf, stp double precision x(*), step1(*), step2, aux(*) logical right, stddev c if (right) then iright = 1 else iright = 0 endif if (stddev) then stp = 1 else stp = 0 endif call shhsch(n, x, iright, step1, step2, maxf, stp, istat, c aux, iaux, obj) return end c subroutine nm(obj, n, x, right, sigma, alpha, beta, gamma, step1, c step2, maxf, stddev, istat, aux, iaux) c--------------------------------------------------------------------- c This subroutine implements a simplex search based on the c method of Nelder and Meade given a user-defined objective c function c c Arguments: c obj - the subroutine which contains the objective function; c The subroutine must have the following signature: c obj(x,f,n) - where x is the array of x values to c evaluate, f holds the function evaluation, and n is c the dimension of the problem. Be sure to declare the c subroutine as external before passing it as an argument c to nm() c n - dimension of the problem c x - double precision x (or array of x), which is the c starting point of the objective function c right - a logical; If true, the user wants a right simplex. c If false, the user wants a regular simplex. c sigma - shrinking coeff (If -1, a default of 0.5 is used.) c alpha - reflection coeff (If -1, a default of 1.0 is used.) c beta - contraction coeff (If -1, a default of 0.5 is used.) c gamma - expansion coeff (If -1, a default of 2.0 is used.) c step1 - the starting edgelengths of the simplex. If the c simplex is regular, only one value is required. c An array of n edgelengths is required for a right c simplex. Set the first element to -1 to use the c default values of 2.0 for the edgelengths. c step2 - ending step length (If -1, a default of 10E-8 is used) c maxf - the maximum allowable number of function evaluations c Set to -1 if no maximum is desired. c stddev - a logical which tells the library whether or not to c use the standard deviation as a stopping criterion. c If true, program will terminate if standard deviation c is less than step2. If false, program will terminate c when delta is less than step2. c See Direct Search class design document for more info. c istat - completion status (always 1, since search algorithms c have no criteria to stop them from going indefinitely) c aux - the array of size n+2 returned from the library; the c first value is the final step length, the second is c the minimum function evaluation and the final n c elements are the x values which correspond c iaux - returns the number of function evaluations required c c--------------------------------------------------------------------- c Declare the external routines external nmsch, obj c Declare the arguments integer n, maxf, iright, stp double precision x(*), sigma, alpha, beta, gamma double precision step1(*), step2, aux(*) logical right, stddev c if (right) then iright = 1 else iright = 0 endif if (stddev) then stp = 1 else stp = 0 endif call nmsch(n, x, iright, sigma, alpha, beta, gamma, step1, c step2, maxf, stp, istat, aux, iaux, obj) return end c subroutine smd(obj, n, x, right, step1, step2, maxf, stddev, c istat, aux, iaux) c--------------------------------------------------------------------- c This subroutine implements a sequential multidirectional search c given a user-defined objective function c c Arguments: c obj - the subroutine which contains the objective function; c The subroutine must have the following signature: c obj(x,f,n) - where x is the array of x values to c evaluate, f holds the function evaluation, and n is c the dimension of the problem. Be sure to declare the c subroutine as external before passing it as an argument c to smd() c n - dimension of the problem c x - double precision x (or array of x), which is the c starting point of the objective function c right - a logical; If true, the user wants a right simplex. c If false, the user wants a regular simplex. c step1 - the starting edgelengths of the simplex. If the c simplex is regular, only one value is required. c An array of n edgelengths is required for a right c simplex. Set the first element to -1 to use the c default values of 2.0 for the edgelengths. c step2 - ending step length (If -1, a default of 10E-8 is used) c maxf - the maximum allowable number of function evaluations c Set to -1 if no maximum is desired. c stddev - a logical which tells the library whether or not to c use the standard deviation as a stopping criterion. c If true, program will terminate if standard deviation c is less than step2. If false, program will terminate c when delta is less than step2. c See Direct Search class design document for more info. c istat - completion status (always 1, since search algorithms c have no criteria to stop them from going indefinitely) c aux - the array of size n+2 returned from the library; the c first value is the final step length, the second is c the minimum function evaluation and the final n c elements are the x values which correspond c iaux - returns the number of function evaluations required c c--------------------------------------------------------------------- c Declare the external routines external smdsch, obj c Declare the arguments integer n, maxf, iright, stp double precision x(*), step1(*), step2, aux(*) logical right, stddev c if (right) then iright = 1 else iright = 0 endif if (stddev) then stp = 1 else stp = 0 endif call smdsch(n, x, iright, step1, step2, maxf, stp, istat, c aux, iaux, obj) return end