| //Translated by Jose Antonio De Santiago-Castillo. | |
| //E-mail:JAntonioDeSantiago@gmail.com | |
| //Website: www.DotNumerics.com | |
| // | |
| //Fortran to C# Translation. | |
| //Translated by: | |
| //F2CSharp Version 0.72 (Dicember 7, 2009) | |
| //Code Optimizations: , assignment operator, for-loop: array indexes | |
| // | |
| using System; | |
| using DotNumerics.FortranLibrary; | |
| namespace DotNumerics.Optimization.LBFGSB | |
| { | |
| public class DCSRCH | |
| { | |
| DCSTEP _dcstep; | |
| const double ZERO = 0.0E0; const double P5 = 0.5E0; const double P66 = 0.66E0; const double XTRAPL = 1.1E0; | |
| const double XTRAPU = 4.0E0; | |
| public DCSRCH(DCSTEP dcstep) | |
| { | |
| this._dcstep = dcstep; | |
| } | |
| public DCSRCH() | |
| { | |
| DCSTEP dcstep = new DCSTEP(); | |
| this._dcstep = dcstep; | |
| } | |
| /// <param name="F"> | |
| /// is a double precision variable. | |
| /// On initial entry f is the value of the function at 0. | |
| /// On subsequent entries f is the value of the | |
| /// function at stp. | |
| /// On exit f is the value of the function at stp. | |
| ///</param> | |
| /// <param name="G"> | |
| /// is a double precision variable. | |
| /// On initial entry g is the derivative of the function at 0. | |
| /// On subsequent entries g is the derivative of the | |
| /// function at stp. | |
| /// On exit g is the derivative of the function at stp. | |
| /// | |
| /// stp is a double precision variable. | |
| /// On entry stp is the current estimate of a satisfactory | |
| /// step. On initial entry, a positive initial estimate | |
| /// must be provided. | |
| /// On exit stp is the current estimate of a satisfactory step | |
| /// if task = 'FG'. If task = 'CONV' then stp satisfies | |
| /// the sufficient decrease and curvature condition. | |
| /// | |
| /// ftol is a double precision variable. | |
| /// On entry ftol specifies a nonnegative tolerance for the | |
| /// sufficient decrease condition. | |
| /// On exit ftol is unchanged. | |
| /// | |
| /// gtol is a double precision variable. | |
| /// On entry gtol specifies a nonnegative tolerance for the | |
| /// curvature condition. | |
| /// On exit gtol is unchanged. | |
| /// | |
| /// xtol is a double precision variable. | |
| /// On entry xtol specifies a nonnegative relative tolerance | |
| /// for an acceptable step. The subroutine exits with a | |
| /// warning if the relative difference between sty and stx | |
| /// is less than xtol. | |
| /// On exit xtol is unchanged. | |
| /// | |
| /// stpmin is a double precision variable. | |
| /// On entry stpmin is a nonnegative lower bound for the step. | |
| /// On exit stpmin is unchanged. | |
| /// | |
| /// stpmax is a double precision variable. | |
| /// On entry stpmax is a nonnegative upper bound for the step. | |
| /// On exit stpmax is unchanged. | |
| /// | |
| /// task is a character variable of length at least 60. | |
| /// On initial entry task must be set to 'START'. | |
| /// On exit task indicates the required action: | |
| /// | |
| /// If task(1:2) = 'FG' then evaluate the function and | |
| /// derivative at stp and call dcsrch again. | |
| /// | |
| /// If task(1:4) = 'CONV' then the search is successful. | |
| /// | |
| /// If task(1:4) = 'WARN' then the subroutine is not able | |
| /// to satisfy the convergence conditions. The exit value of | |
| /// stp contains the best point found during the search. | |
| /// | |
| /// If task(1:5) = 'ERROR' then there is an error in the | |
| /// input arguments. | |
| /// | |
| /// On exit with convergence, a warning or an error, the | |
| /// variable task contains additional information. | |
| /// | |
| /// isave is an integer work array of dimension 2. | |
| /// | |
| /// dsave is a double precision work array of dimension 13. | |
| /// | |
| /// Subprograms called | |
| /// | |
| /// MINPACK-2 ... dcstep | |
| /// | |
| /// MINPACK-1 Project. June 1983. | |
| /// Argonne National Laboratory. | |
| /// Jorge J. More' and David J. Thuente. | |
| /// | |
| /// MINPACK-2 Project. October 1993. | |
| /// Argonne National Laboratory and University of Minnesota. | |
| /// Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| /// | |
| /// ********** | |
| /// | |
| /// | |
| /// | |
| /// | |
| /// Initialization block. | |
| ///</param> | |
| /// <param name="STP"> | |
| /// is a double precision variable. | |
| /// On entry stp is the current estimate of a satisfactory | |
| /// step. On initial entry, a positive initial estimate | |
| /// must be provided. | |
| /// On exit stp is the current estimate of a satisfactory step | |
| /// if task = 'FG'. If task = 'CONV' then stp satisfies | |
| /// the sufficient decrease and curvature condition. | |
| /// | |
| /// ftol is a double precision variable. | |
| /// On entry ftol specifies a nonnegative tolerance for the | |
| /// sufficient decrease condition. | |
| /// On exit ftol is unchanged. | |
| /// | |
| /// gtol is a double precision variable. | |
| /// On entry gtol specifies a nonnegative tolerance for the | |
| /// curvature condition. | |
| /// On exit gtol is unchanged. | |
| /// | |
| /// xtol is a double precision variable. | |
| /// On entry xtol specifies a nonnegative relative tolerance | |
| /// for an acceptable step. The subroutine exits with a | |
| /// warning if the relative difference between sty and stx | |
| /// is less than xtol. | |
| /// On exit xtol is unchanged. | |
| /// | |
| /// stpmin is a double precision variable. | |
| /// On entry stpmin is a nonnegative lower bound for the step. | |
| /// On exit stpmin is unchanged. | |
| /// | |
| /// stpmax is a double precision variable. | |
| /// On entry stpmax is a nonnegative upper bound for the step. | |
| /// On exit stpmax is unchanged. | |
| /// | |
| /// task is a character variable of length at least 60. | |
| /// On initial entry task must be set to 'START'. | |
| /// On exit task indicates the required action: | |
| /// | |
| /// If task(1:2) = 'FG' then evaluate the function and | |
| /// derivative at stp and call dcsrch again. | |
| /// | |
| /// If task(1:4) = 'CONV' then the search is successful. | |
| /// | |
| /// If task(1:4) = 'WARN' then the subroutine is not able | |
| /// to satisfy the convergence conditions. The exit value of | |
| /// stp contains the best point found during the search. | |
| /// | |
| /// If task(1:5) = 'ERROR' then there is an error in the | |
| /// input arguments. | |
| /// | |
| /// On exit with convergence, a warning or an error, the | |
| /// variable task contains additional information. | |
| /// | |
| /// isave is an integer work array of dimension 2. | |
| /// | |
| /// dsave is a double precision work array of dimension 13. | |
| /// | |
| /// Subprograms called | |
| /// | |
| /// MINPACK-2 ... dcstep | |
| /// | |
| /// MINPACK-1 Project. June 1983. | |
| /// Argonne National Laboratory. | |
| /// Jorge J. More' and David J. Thuente. | |
| /// | |
| /// MINPACK-2 Project. October 1993. | |
| /// Argonne National Laboratory and University of Minnesota. | |
| /// Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| /// | |
| /// ********** | |
| /// | |
| /// | |
| /// | |
| /// | |
| /// Initialization block. | |
| ///</param> | |
| /// <param name="FTOL"> | |
| /// is a double precision variable. | |
| /// On entry ftol specifies a nonnegative tolerance for the | |
| /// sufficient decrease condition. | |
| /// On exit ftol is unchanged. | |
| ///</param> | |
| /// <param name="GTOL"> | |
| /// is a double precision variable. | |
| /// On entry gtol specifies a nonnegative tolerance for the | |
| /// curvature condition. | |
| /// On exit gtol is unchanged. | |
| ///</param> | |
| /// <param name="XTOL"> | |
| /// is a double precision variable. | |
| /// On entry xtol specifies a nonnegative relative tolerance | |
| /// for an acceptable step. The subroutine exits with a | |
| /// warning if the relative difference between sty and stx | |
| /// is less than xtol. | |
| /// On exit xtol is unchanged. | |
| /// | |
| /// stpmin is a double precision variable. | |
| /// On entry stpmin is a nonnegative lower bound for the step. | |
| /// On exit stpmin is unchanged. | |
| /// | |
| /// stpmax is a double precision variable. | |
| /// On entry stpmax is a nonnegative upper bound for the step. | |
| /// On exit stpmax is unchanged. | |
| /// | |
| /// task is a character variable of length at least 60. | |
| /// On initial entry task must be set to 'START'. | |
| /// On exit task indicates the required action: | |
| /// | |
| /// If task(1:2) = 'FG' then evaluate the function and | |
| /// derivative at stp and call dcsrch again. | |
| /// | |
| /// If task(1:4) = 'CONV' then the search is successful. | |
| /// | |
| /// If task(1:4) = 'WARN' then the subroutine is not able | |
| /// to satisfy the convergence conditions. The exit value of | |
| /// stp contains the best point found during the search. | |
| /// | |
| /// If task(1:5) = 'ERROR' then there is an error in the | |
| /// input arguments. | |
| /// | |
| /// On exit with convergence, a warning or an error, the | |
| /// variable task contains additional information. | |
| /// | |
| /// isave is an integer work array of dimension 2. | |
| /// | |
| /// dsave is a double precision work array of dimension 13. | |
| /// | |
| /// Subprograms called | |
| /// | |
| /// MINPACK-2 ... dcstep | |
| /// | |
| /// MINPACK-1 Project. June 1983. | |
| /// Argonne National Laboratory. | |
| /// Jorge J. More' and David J. Thuente. | |
| /// | |
| /// MINPACK-2 Project. October 1993. | |
| /// Argonne National Laboratory and University of Minnesota. | |
| /// Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| /// | |
| /// ********** | |
| /// | |
| /// | |
| /// | |
| /// | |
| /// Initialization block. | |
| ///</param> | |
| /// <param name="STPMIN"> | |
| /// is a double precision variable. | |
| /// On entry stpmin is a nonnegative lower bound for the step. | |
| /// On exit stpmin is unchanged. | |
| /// | |
| /// stpmax is a double precision variable. | |
| /// On entry stpmax is a nonnegative upper bound for the step. | |
| /// On exit stpmax is unchanged. | |
| /// | |
| /// task is a character variable of length at least 60. | |
| /// On initial entry task must be set to 'START'. | |
| /// On exit task indicates the required action: | |
| /// | |
| /// If task(1:2) = 'FG' then evaluate the function and | |
| /// derivative at stp and call dcsrch again. | |
| /// | |
| /// If task(1:4) = 'CONV' then the search is successful. | |
| /// | |
| /// If task(1:4) = 'WARN' then the subroutine is not able | |
| /// to satisfy the convergence conditions. The exit value of | |
| /// stp contains the best point found during the search. | |
| /// | |
| /// If task(1:5) = 'ERROR' then there is an error in the | |
| /// input arguments. | |
| /// | |
| /// On exit with convergence, a warning or an error, the | |
| /// variable task contains additional information. | |
| /// | |
| /// isave is an integer work array of dimension 2. | |
| /// | |
| /// dsave is a double precision work array of dimension 13. | |
| /// | |
| /// Subprograms called | |
| /// | |
| /// MINPACK-2 ... dcstep | |
| /// | |
| /// MINPACK-1 Project. June 1983. | |
| /// Argonne National Laboratory. | |
| /// Jorge J. More' and David J. Thuente. | |
| /// | |
| /// MINPACK-2 Project. October 1993. | |
| /// Argonne National Laboratory and University of Minnesota. | |
| /// Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| /// | |
| /// ********** | |
| /// | |
| /// | |
| /// | |
| /// | |
| /// Initialization block. | |
| ///</param> | |
| /// <param name="STPMAX"> | |
| /// is a double precision variable. | |
| /// On entry stpmax is a nonnegative upper bound for the step. | |
| /// On exit stpmax is unchanged. | |
| /// | |
| /// task is a character variable of length at least 60. | |
| /// On initial entry task must be set to 'START'. | |
| /// On exit task indicates the required action: | |
| /// | |
| /// If task(1:2) = 'FG' then evaluate the function and | |
| /// derivative at stp and call dcsrch again. | |
| /// | |
| /// If task(1:4) = 'CONV' then the search is successful. | |
| /// | |
| /// If task(1:4) = 'WARN' then the subroutine is not able | |
| /// to satisfy the convergence conditions. The exit value of | |
| /// stp contains the best point found during the search. | |
| /// | |
| /// If task(1:5) = 'ERROR' then there is an error in the | |
| /// input arguments. | |
| /// | |
| /// On exit with convergence, a warning or an error, the | |
| /// variable task contains additional information. | |
| /// | |
| /// isave is an integer work array of dimension 2. | |
| /// | |
| /// dsave is a double precision work array of dimension 13. | |
| /// | |
| /// Subprograms called | |
| /// | |
| /// MINPACK-2 ... dcstep | |
| /// | |
| /// MINPACK-1 Project. June 1983. | |
| /// Argonne National Laboratory. | |
| /// Jorge J. More' and David J. Thuente. | |
| /// | |
| /// MINPACK-2 Project. October 1993. | |
| /// Argonne National Laboratory and University of Minnesota. | |
| /// Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| /// | |
| /// ********** | |
| /// | |
| /// | |
| /// | |
| /// | |
| /// Initialization block. | |
| ///</param> | |
| /// <param name="TASK"> | |
| /// = 'START' | |
| ///</param> | |
| /// <param name="ISAVE"> | |
| /// is an integer work array of dimension 2. | |
| ///</param> | |
| /// <param name="DSAVE"> | |
| /// is a double precision work array of dimension 13. | |
| ///</param> | |
| public void Run(double F, double G, ref double STP, double FTOL, double GTOL, double XTOL | |
| , double STPMIN, double STPMAX, ref BFGSTask TASK, ref int[] ISAVE, int offset_isave, ref double[] DSAVE, int offset_dsave) | |
| { | |
| bool BRACKT = false; int STAGE = 0; double FINIT = 0; double FTEST = 0; double FM = 0; double FX = 0; double FXM = 0; | |
| double FY = 0;double FYM = 0; double GINIT = 0; double GTEST = 0; double GM = 0; double GX = 0; double GXM = 0; | |
| double GY = 0;double GYM = 0; double STX = 0; double STY = 0; double STMIN = 0; double STMAX = 0; double WIDTH = 0; | |
| double WIDTH1 = 0; | |
| int o_isave = -1 + offset_isave; int o_dsave = -1 + offset_dsave; | |
| // c ********** | |
| // c | |
| // c Subroutine dcsrch | |
| // c | |
| // c This subroutine finds a step that satisfies a sufficient | |
| // c decrease condition and a curvature condition. | |
| // c | |
| // c Each call of the subroutine updates an interval with | |
| // c endpoints stx and sty. The interval is initially chosen | |
| // c so that it contains a minimizer of the modified function | |
| // c | |
| // c psi(stp) = f(stp) - f(0) - ftol*stp*f'(0). | |
| // c | |
| // c If psi(stp) <= 0 and f'(stp) >= 0 for some step, then the | |
| // c interval is chosen so that it contains a minimizer of f. | |
| // c | |
| // c The algorithm is designed to find a step that satisfies | |
| // c the sufficient decrease condition | |
| // c | |
| // c f(stp) <= f(0) + ftol*stp*f'(0), | |
| // c | |
| // c and the curvature condition | |
| // c | |
| // c abs(f'(stp)) <= gtol*abs(f'(0)). | |
| // c | |
| // c If ftol is less than gtol and if, for example, the function | |
| // c is bounded below, then there is always a step which satisfies | |
| // c both conditions. | |
| // c | |
| // c If no step can be found that satisfies both conditions, then | |
| // c the algorithm stops with a warning. In this case stp only | |
| // c satisfies the sufficient decrease condition. | |
| // c | |
| // c A typical invocation of dcsrch has the following outline: | |
| // c | |
| // c task = 'START' | |
| // c 10 continue | |
| // c call dcsrch( ... ) | |
| // c if (task .eq. 'FG') then | |
| // c Evaluate the function and the gradient at stp | |
| // c goto 10 | |
| // c end if | |
| // c | |
| // c NOTE: The user must no alter work arrays between calls. | |
| // c | |
| // c The subroutine statement is | |
| // c | |
| // c subroutine dcsrch(f,g,stp,ftol,gtol,xtol,stpmin,stpmax, | |
| // c task,isave,dsave) | |
| // c where | |
| // c | |
| // c f is a double precision variable. | |
| // c On initial entry f is the value of the function at 0. | |
| // c On subsequent entries f is the value of the | |
| // c function at stp. | |
| // c On exit f is the value of the function at stp. | |
| // c | |
| // c g is a double precision variable. | |
| // c On initial entry g is the derivative of the function at 0. | |
| // c On subsequent entries g is the derivative of the | |
| // c function at stp. | |
| // c On exit g is the derivative of the function at stp. | |
| // c | |
| // c stp is a double precision variable. | |
| // c On entry stp is the current estimate of a satisfactory | |
| // c step. On initial entry, a positive initial estimate | |
| // c must be provided. | |
| // c On exit stp is the current estimate of a satisfactory step | |
| // c if task = 'FG'. If task = 'CONV' then stp satisfies | |
| // c the sufficient decrease and curvature condition. | |
| // c | |
| // c ftol is a double precision variable. | |
| // c On entry ftol specifies a nonnegative tolerance for the | |
| // c sufficient decrease condition. | |
| // c On exit ftol is unchanged. | |
| // c | |
| // c gtol is a double precision variable. | |
| // c On entry gtol specifies a nonnegative tolerance for the | |
| // c curvature condition. | |
| // c On exit gtol is unchanged. | |
| // c | |
| // c xtol is a double precision variable. | |
| // c On entry xtol specifies a nonnegative relative tolerance | |
| // c for an acceptable step. The subroutine exits with a | |
| // c warning if the relative difference between sty and stx | |
| // c is less than xtol. | |
| // c On exit xtol is unchanged. | |
| // c | |
| // c stpmin is a double precision variable. | |
| // c On entry stpmin is a nonnegative lower bound for the step. | |
| // c On exit stpmin is unchanged. | |
| // c | |
| // c stpmax is a double precision variable. | |
| // c On entry stpmax is a nonnegative upper bound for the step. | |
| // c On exit stpmax is unchanged. | |
| // c | |
| // c task is a character variable of length at least 60. | |
| // c On initial entry task must be set to 'START'. | |
| // c On exit task indicates the required action: | |
| // c | |
| // c If task(1:2) = 'FG' then evaluate the function and | |
| // c derivative at stp and call dcsrch again. | |
| // c | |
| // c If task(1:4) = 'CONV' then the search is successful. | |
| // c | |
| // c If task(1:4) = 'WARN' then the subroutine is not able | |
| // c to satisfy the convergence conditions. The exit value of | |
| // c stp contains the best point found during the search. | |
| // c | |
| // c If task(1:5) = 'ERROR' then there is an error in the | |
| // c input arguments. | |
| // c | |
| // c On exit with convergence, a warning or an error, the | |
| // c variable task contains additional information. | |
| // c | |
| // c isave is an integer work array of dimension 2. | |
| // c | |
| // c dsave is a double precision work array of dimension 13. | |
| // c | |
| // c Subprograms called | |
| // c | |
| // c MINPACK-2 ... dcstep | |
| // c | |
| // c MINPACK-1 Project. June 1983. | |
| // c Argonne National Laboratory. | |
| // c Jorge J. More' and David J. Thuente. | |
| // c | |
| // c MINPACK-2 Project. October 1993. | |
| // c Argonne National Laboratory and University of Minnesota. | |
| // c Brett M. Averick, Richard G. Carter, and Jorge J. More'. | |
| // c | |
| // c ********** | |
| // c Initialization block. | |
| if (TASK == BFGSTask.START) | |
| { | |
| // c Check the input arguments for errors. | |
| //if (STP < STPMIN) FortranLib.Copy(ref TASK , "ERROR: STP .LT. STPMIN"); | |
| //if (STP > STPMAX) FortranLib.Copy(ref TASK , "ERROR: STP .GT. STPMAX"); | |
| //if (G >= ZERO) FortranLib.Copy(ref TASK , "ERROR: INITIAL G .GE. ZERO"); | |
| //if (FTOL < ZERO) FortranLib.Copy(ref TASK , "ERROR: FTOL .LT. ZERO"); | |
| //if (GTOL < ZERO) FortranLib.Copy(ref TASK , "ERROR: GTOL .LT. ZERO"); | |
| //if (XTOL < ZERO) FortranLib.Copy(ref TASK , "ERROR: XTOL .LT. ZERO"); | |
| //if (STPMIN < ZERO) FortranLib.Copy(ref TASK , "ERROR: STPMIN .LT. ZERO"); | |
| //if (STPMAX < STPMIN) FortranLib.Copy(ref TASK , "ERROR: STPMAX .LT. STPMIN"); | |
| if (STP < STPMIN) | |
| { | |
| TASK = BFGSTask.ERROR;; | |
| } | |
| if (STP > STPMAX) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (G >= ZERO) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (FTOL < ZERO) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (GTOL < ZERO) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (XTOL < ZERO) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (STPMIN < ZERO) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| if (STPMAX < STPMIN) | |
| { | |
| TASK = BFGSTask.ERROR; | |
| } | |
| // c Exit if there are errors on input. | |
| if (TASK == BFGSTask.ERROR) return; | |
| // c Initialize local variables. | |
| BRACKT = false; | |
| STAGE = 1; | |
| FINIT = F; | |
| GINIT = G; | |
| GTEST = FTOL * GINIT; | |
| WIDTH = STPMAX - STPMIN; | |
| WIDTH1 = WIDTH / P5; | |
| // c The variables stx, fx, gx contain the values of the step, | |
| // c function, and derivative at the best step. | |
| // c The variables sty, fy, gy contain the value of the step, | |
| // c function, and derivative at sty. | |
| // c The variables stp, f, g contain the values of the step, | |
| // c function, and derivative at stp. | |
| STX = ZERO; | |
| FX = FINIT; | |
| GX = GINIT; | |
| STY = ZERO; | |
| FY = FINIT; | |
| GY = GINIT; | |
| STMIN = ZERO; | |
| STMAX = STP + XTRAPU * STP; | |
| TASK = BFGSTask.FG; | |
| goto LABEL1000; | |
| } | |
| else | |
| { | |
| // c Restore local variables. | |
| if (ISAVE[1 + o_isave] == 1) | |
| { | |
| BRACKT = true; | |
| } | |
| else | |
| { | |
| BRACKT = false; | |
| } | |
| STAGE = ISAVE[2 + o_isave]; | |
| GINIT = DSAVE[1 + o_dsave]; | |
| GTEST = DSAVE[2 + o_dsave]; | |
| GX = DSAVE[3 + o_dsave]; | |
| GY = DSAVE[4 + o_dsave]; | |
| FINIT = DSAVE[5 + o_dsave]; | |
| FX = DSAVE[6 + o_dsave]; | |
| FY = DSAVE[7 + o_dsave]; | |
| STX = DSAVE[8 + o_dsave]; | |
| STY = DSAVE[9 + o_dsave]; | |
| STMIN = DSAVE[10 + o_dsave]; | |
| STMAX = DSAVE[11 + o_dsave]; | |
| WIDTH = DSAVE[12 + o_dsave]; | |
| WIDTH1 = DSAVE[13 + o_dsave]; | |
| } | |
| // c If psi(stp) <= 0 and f'(stp) >= 0 for some step, then the | |
| // c algorithm enters the second stage. | |
| FTEST = FINIT + STP * GTEST; | |
| if (STAGE == 1 && F <= FTEST && G >= ZERO) STAGE = 2; | |
| // c Test for warnings. | |
| //if (BRACKT && (STP <= STMIN || STP >= STMAX)) FortranLib.Copy(ref TASK , "WARNING: ROUNDING ERRORS PREVENT PROGRESS"); | |
| //if (BRACKT && STMAX - STMIN <= XTOL * STMAX) FortranLib.Copy(ref TASK , "WARNING: XTOL TEST SATISFIED"); | |
| //if (STP == STPMAX && F <= FTEST && G <= GTEST) FortranLib.Copy(ref TASK , "WARNING: STP = STPMAX"); | |
| //if (STP == STPMIN && (F > FTEST || G >= GTEST)) FortranLib.Copy(ref TASK , "WARNING: STP = STPMIN"); | |
| if (BRACKT && (STP <= STMIN || STP >= STMAX)) | |
| { | |
| TASK = BFGSTask.WARNING; | |
| } | |
| if (BRACKT && STMAX - STMIN <= XTOL * STMAX) | |
| { | |
| TASK = BFGSTask.WARNING; | |
| } | |
| if (STP == STPMAX && F <= FTEST && G <= GTEST) | |
| { | |
| TASK = BFGSTask.WARNING; | |
| } | |
| if (STP == STPMIN && (F > FTEST || G >= GTEST)) | |
| { | |
| TASK = BFGSTask.WARNING; | |
| } | |
| // c Test for convergence. | |
| if (F <= FTEST && Math.Abs(G) <= GTOL * (-GINIT)) TASK = BFGSTask.CONV; | |
| // c Test for termination. | |
| if (TASK == BFGSTask.WARNING || TASK == BFGSTask.CONV) goto LABEL1000; | |
| // c A modified function is used to predict the step during the | |
| // c first stage if a lower function value has been obtained but | |
| // c the decrease is not sufficient. | |
| if (STAGE == 1 && F <= FX && F > FTEST) | |
| { | |
| // c Define the modified function and derivative values. | |
| FM = F - STP * GTEST; | |
| FXM = FX - STX * GTEST; | |
| FYM = FY - STY * GTEST; | |
| GM = G - GTEST; | |
| GXM = GX - GTEST; | |
| GYM = GY - GTEST; | |
| // c Call dcstep to update stx, sty, and to compute the new step. | |
| this._dcstep.Run(ref STX, ref FXM, ref GXM, ref STY, ref FYM, ref GYM | |
| , ref STP, FM, GM, ref BRACKT, STMIN, STMAX); | |
| // c Reset the function and derivative values for f. | |
| FX = FXM + STX * GTEST; | |
| FY = FYM + STY * GTEST; | |
| GX = GXM + GTEST; | |
| GY = GYM + GTEST; | |
| } | |
| else | |
| { | |
| // c Call dcstep to update stx, sty, and to compute the new step. | |
| this._dcstep.Run(ref STX, ref FX, ref GX, ref STY, ref FY, ref GY | |
| , ref STP, F, G, ref BRACKT, STMIN, STMAX); | |
| } | |
| // c Decide if a bisection step is needed. | |
| if (BRACKT) | |
| { | |
| if (Math.Abs(STY - STX) >= P66 * WIDTH1) STP = STX + P5 * (STY - STX); | |
| WIDTH1 = WIDTH; | |
| WIDTH = Math.Abs(STY - STX); | |
| } | |
| // c Set the minimum and maximum steps allowed for stp. | |
| if (BRACKT) | |
| { | |
| STMIN = Math.Min(STX, STY); | |
| STMAX = Math.Max(STX, STY); | |
| } | |
| else | |
| { | |
| STMIN = STP + XTRAPL * (STP - STX); | |
| STMAX = STP + XTRAPU * (STP - STX); | |
| } | |
| // c Force the step to be within the bounds stpmax and stpmin. | |
| STP = Math.Max(STP, STPMIN); | |
| STP = Math.Min(STP, STPMAX); | |
| // c If further progress is not possible, let stp be the best | |
| // c point obtained during the search. | |
| if (BRACKT && (STP <= STMIN || STP >= STMAX) || (BRACKT && STMAX - STMIN <= XTOL * STMAX)) STP = STX; | |
| // c Obtain another function and derivative. | |
| TASK = BFGSTask.FG; | |
| LABEL1000:; | |
| // c Save local variables. | |
| if (BRACKT) | |
| { | |
| ISAVE[1 + o_isave] = 1; | |
| } | |
| else | |
| { | |
| ISAVE[1 + o_isave] = 0; | |
| } | |
| ISAVE[2 + o_isave] = STAGE; | |
| DSAVE[1 + o_dsave] = GINIT; | |
| DSAVE[2 + o_dsave] = GTEST; | |
| DSAVE[3 + o_dsave] = GX; | |
| DSAVE[4 + o_dsave] = GY; | |
| DSAVE[5 + o_dsave] = FINIT; | |
| DSAVE[6 + o_dsave] = FX; | |
| DSAVE[7 + o_dsave] = FY; | |
| DSAVE[8 + o_dsave] = STX; | |
| DSAVE[9 + o_dsave] = STY; | |
| DSAVE[10 + o_dsave] = STMIN; | |
| DSAVE[11 + o_dsave] = STMAX; | |
| DSAVE[12 + o_dsave] = WIDTH; | |
| DSAVE[13 + o_dsave] = WIDTH1; | |
| } | |
| } | |
| // c====================== The end of dcsrch ============================== | |
| } | |