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Procedures

ProcedureLocationProcedure TypeDescription
bvls bvls_module Subroutine

Given an m by n matrix, A, and an m-vector, b, compute an n-vector, x, that solves the least squares problem:

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bvls_wrapper bvls_module Subroutine

Call bvls, but matching the interface of the old nnls.

check_convergence slsqp_core Function

Check for convergence.

daxpy slsqp_support Subroutine

constant times a vector plus a vector. uses unrolled loops for increments equal to one.

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dcopy slsqp_support Subroutine

copies a vector, x, to a vector, y. uses unrolled loops for increments equal to one.

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ddot slsqp_support Function

forms the dot product of two vectors. uses unrolled loops for increments equal to one.

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destroy_linmin_data slsqp_core Subroutine

Destructor for linmin_data type.

destroy_slsqp slsqp_module Subroutine

destructor for slsqp_solver.

destroy_slsqpb_data slsqp_core Subroutine

Destructor for slsqpb_data type.

dnrm2 slsqp_support Function

Function that returns the Euclidean norm xTx of a vector x.

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dscal slsqp_support Subroutine

scales a vector by a constant. uses unrolled loops for increment equal to one.

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enforce_bounds slsqp_core Subroutine

enforce the bound constraints on x.

g1 slsqp_core Subroutine

Compute orthogonal rotation matrix.

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h12 slsqp_core Subroutine

Construction and/or application of a single householder transformation Q=I+u(ut)/b.

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hfti slsqp_core Subroutine

Rank-deficient least squares algorithm using householder forward triangulation with column interchanges.

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initialize_slsqp slsqp_module Subroutine

initialize the slsqp_solver class. see slsqp for more details.

ldl slsqp_core Subroutine

LDLT - rank-one - update

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ldp slsqp_core Subroutine

Least distance programming routine. Minimize 12xTx subject to Gxh.

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linmin slsqp_core Function

Linesearch without derivatives (used by slsqp if linesearch_mode=2). Returns the abscissa approximating the point where f attains a minimum.

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lsei slsqp_core Subroutine

for mode=1, the subroutine returns the solution x of equality & inequality constrained least squares problem lsei :

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lsi slsqp_core Subroutine

for mode=1, the subroutine returns the solution x of inequality constrained linear least squares problem:

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lsq slsqp_core Subroutine

Minimize ||exf|| with respect to x, with upper triangular matrix e=+d1/2lT, and vector f=d1/2l1g, where the unit lower tridiangular matrix l is stored columnwise dense in the n(n+1)/2 array l with vector d stored in its 'diagonal' thus substituting the one-elements of l

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mode_to_status_message slsqp_module Function

Convert the slsqp mode flag to a message string.

nnls slsqp_core Subroutine

Nonnegative least squares algorithm.

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report_message slsqp_module Subroutine

Report a message from an slsqp_solver class. This uses the iprint variable in the class as the unit number for printing. Note: for fatal errors, if no unit is specified, the error_unit is used.

slsqp slsqp_core Subroutine

slsqp: sequential least squares programming to solve general nonlinear optimization problems

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slsqp_wrapper slsqp_module Subroutine

main routine for calling slsqp.

slsqpb slsqp_core Subroutine

nonlinear programming by solving sequentially quadratic programs

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stop_iterations slsqp_module Subroutine

A method that the user can call to stop the iterations. (it can be called in any of the functions). SLSQP will stop at the end of the next iteration.

call~~graph~~CallGraph proc~bvls bvls proc~bvls_wrapper bvls_wrapper proc~bvls_wrapper->proc~bvls proc~check_convergence check_convergence proc~dnrm2 dnrm2 proc~check_convergence->proc~dnrm2 proc~daxpy daxpy proc~dcopy dcopy proc~ddot ddot proc~destroy_linmin_data linmin_data%destroy_linmin_data proc~destroy_slsqp slsqp_solver%destroy_slsqp proc~destroy_slsqpb_data slsqpb_data%destroy_slsqpb_data proc~dscal dscal proc~enforce_bounds enforce_bounds proc~g1 g1 proc~h12 h12 proc~hfti hfti proc~hfti->proc~h12 proc~initialize_slsqp slsqp_solver%initialize_slsqp proc~initialize_slsqp->proc~destroy_slsqp proc~report_message slsqp_solver%report_message proc~initialize_slsqp->proc~report_message proc~ldl ldl proc~ldp ldp proc~ldp->proc~bvls_wrapper proc~ldp->proc~daxpy proc~ldp->proc~dcopy proc~ldp->proc~ddot proc~ldp->proc~dnrm2 proc~nnls nnls proc~ldp->proc~nnls proc~linmin linmin proc~lsei lsei proc~lsei->proc~dcopy proc~lsei->proc~ddot proc~lsei->proc~dnrm2 proc~lsei->proc~h12 proc~lsei->proc~hfti proc~lsi lsi proc~lsei->proc~lsi proc~lsi->proc~daxpy proc~lsi->proc~ddot proc~lsi->proc~dnrm2 proc~lsi->proc~h12 proc~lsi->proc~ldp proc~lsq lsq proc~lsq->proc~dcopy proc~lsq->proc~ddot proc~lsq->proc~dscal proc~lsq->proc~enforce_bounds proc~lsq->proc~lsei proc~mode_to_status_message mode_to_status_message proc~nnls->proc~g1 proc~nnls->proc~h12 proc~slsqp slsqp proc~slsqpb slsqpb proc~slsqp->proc~slsqpb proc~slsqp_wrapper slsqp_solver%slsqp_wrapper proc~slsqp_wrapper->proc~destroy_linmin_data proc~slsqp_wrapper->proc~mode_to_status_message proc~slsqp_wrapper->proc~report_message proc~slsqp_wrapper->proc~slsqp proc~slsqpb->proc~check_convergence proc~slsqpb->proc~daxpy proc~slsqpb->proc~dcopy proc~slsqpb->proc~ddot proc~slsqpb->proc~dscal proc~slsqpb->proc~enforce_bounds proc~slsqpb->proc~ldl proc~slsqpb->proc~linmin proc~slsqpb->proc~lsq proc~stop_iterations slsqp_solver%stop_iterations
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