Procedures

ProcedureLocationProcedure TypeDescription
adjust_search_direction nlesolver_module Subroutine

if necessary, adjust the search direction vector p so that bounds are not violated.

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adjust_x_for_bounds nlesolver_module Subroutine

if necessary, adjust the x vector to be within the bounds. used for the initial guess.
backtracking_linesearch nlesolver_module Subroutine

Backtracking line search.

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compute_next_step nlesolver_module Subroutine

Compute the next step.
destroy_nlesolver_variables nlesolver_module Subroutine

Destructor
exact_linesearch nlesolver_module Subroutine

An exact linesearch that uses a derivative-free minimizer to find the minimum value of f(x) between x = xold + p * alpha_min and x = xold + p * alpha_max.

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fixed_point_linesearch nlesolver_module Subroutine

A simple search that just evaluates the function at a specified number of points and picks the one with the minimum function value.
get_status nlesolver_module Subroutine

Return the status code and message from the nlesolver_type class.

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initialize_nlesolver_variables nlesolver_module Subroutine

Constructor for the class.
int2str nlesolver_module Function

Convert an integer to a string. Works for up to 256 digits.
linear_solver nlesolver_module Subroutine

Solve the linear system: , using a dense, direct method.

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nlesolver_solver nlesolver_module Subroutine

Main solver.
norm_1 nlesolver_module Function

1-norm function
norm_2 nlesolver_module Function

2-norm function
norm_inf nlesolver_module Function

Infinity-norm function
real2str nlesolver_module Function

Convert a real to a string. Works for up to 256 digits.
set_status nlesolver_module Subroutine

Set status flag and message.
simple_step nlesolver_module Subroutine

Take a simple step in the search direction of p * alpha.
call~~graph~~CallGraph proc~adjust_search_direction nlesolver_type%adjust_search_direction proc~int2str int2str proc~adjust_search_direction->proc~int2str proc~set_status nlesolver_type%set_status proc~adjust_search_direction->proc~set_status proc~adjust_x_for_bounds nlesolver_type%adjust_x_for_bounds proc~adjust_x_for_bounds->proc~int2str proc~backtracking_linesearch backtracking_linesearch proc~backtracking_linesearch->proc~adjust_search_direction proc~compute_next_step nlesolver_type%compute_next_step proc~backtracking_linesearch->proc~compute_next_step proc~destroy_nlesolver_variables nlesolver_type%destroy_nlesolver_variables proc~exact_linesearch exact_linesearch proc~exact_linesearch->proc~adjust_search_direction proc~exact_linesearch->proc~compute_next_step fmin fmin proc~exact_linesearch->fmin proc~fixed_point_linesearch fixed_point_linesearch proc~fixed_point_linesearch->proc~adjust_search_direction proc~fixed_point_linesearch->proc~compute_next_step proc~get_status nlesolver_type%get_status proc~initialize_nlesolver_variables nlesolver_type%initialize_nlesolver_variables proc~initialize_nlesolver_variables->proc~set_status proc~linear_solver linear_solver proc~nlesolver_solver nlesolver_type%nlesolver_solver proc~nlesolver_solver->proc~adjust_x_for_bounds proc~nlesolver_solver->proc~linear_solver proc~nlesolver_solver->proc~set_status initialize initialize proc~nlesolver_solver->initialize lsmr_ez lsmr_ez proc~nlesolver_solver->lsmr_ez solve solve proc~nlesolver_solver->solve proc~norm_1 norm_1 proc~norm_2 norm_2 proc~norm_inf norm_inf proc~real2str real2str proc~set_status->proc~int2str proc~set_status->proc~real2str proc~simple_step simple_step proc~simple_step->proc~adjust_search_direction proc~simple_step->proc~compute_next_step
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