Procedure | Location | Procedure Type | Description |
---|---|---|---|
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: |
bvls_wrapper | bvls_module | Subroutine | |
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. |
dcopy | slsqp_support | Subroutine | copies a vector, x, to a vector, y. uses unrolled loops for increments equal to one. |
ddot | slsqp_support | Function | forms the dot product of two vectors. uses unrolled loops for increments equal to one. |
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. |
dscal | slsqp_support | Subroutine | scales a vector by a constant. uses unrolled loops for increment equal to one. |
enforce_bounds | slsqp_core | Subroutine | enforce the bound constraints on |
g1 | slsqp_core | Subroutine | Compute orthogonal rotation matrix. |
h12 | slsqp_core | Subroutine | Construction and/or application of a single householder transformation Q=I+u(ut)/b. |
hfti | slsqp_core | Subroutine | Rank-deficient least squares algorithm using householder forward triangulation with column interchanges. |
initialize_slsqp | slsqp_module | Subroutine | initialize the slsqp_solver class. see slsqp for more details. |
ldl | slsqp_core | Subroutine | LDLT - rank-one - update |
ldp | slsqp_core | Subroutine | Least distance programming routine. Minimize 12xTx subject to Gx≥h. |
linmin | slsqp_core | Function | Linesearch without derivatives (used by slsqp if |
lsei | slsqp_core | Subroutine | for |
lsi | slsqp_core | Subroutine | for |
lsq | slsqp_core | Subroutine | Minimize ||ex−f|| with respect to x, with upper triangular matrix e=+d1/2lT, and vector f=−d−1/2l−1g, 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 |
mode_to_status_message | slsqp_module | Function | Convert the slsqp |
nnls | slsqp_core | Subroutine | Nonnegative least squares algorithm. |
report_message | slsqp_module | Subroutine | Report a message from an slsqp_solver class. This uses the |
slsqp | slsqp_core | Subroutine | slsqp: sequential least squares programming to solve general nonlinear optimization problems |
slsqp_wrapper | slsqp_module | Subroutine | main routine for calling slsqp. |
slsqpb | slsqp_core | Subroutine | nonlinear programming by solving sequentially quadratic programs |
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. |