lbfgs.cpp File Reference

(Last Changed on April 05, 2018 for git-revision 6dadaf4a1c6f92aaea8408c3779fa3a30e5f8b2b.)

Author: Jorge Nodecal Copyright (c) 2009-2012 ADMB Foundation. More...

Go to the source code of this file.

Classes
struct	_lb3_1
struct	alist
struct	cilist
struct	cllist
struct	complex
struct	doublecomplex
struct	icilist
struct	inlist
union	Multitype
struct	Namelist
struct	olist
struct	Vardesc

Macros
#define	abs(x)   ((x) >= 0 ? (x) : -(x))
#define	dabs(x)   (doublereal)abs(x)
#define	dmax(a, b)   (doublereal)max(a,b)
#define	dmin(a, b)   (doublereal)min(a,b)
#define	Extern   extern
#define	F2C_INCLUDE
	barf [ba:rf] 2. More...
#define	F2C_proc_par_types   1
#define	FALSE_   (0)
#define	max(a, b)   ((a) >= (b) ? (a) : (b))
#define	min(a, b)   ((a) <= (b) ? (a) : (b))
#define	TRUE_   (1)
#define	VOID   void

Typedefs
typedef char *	address
typedef VOID	C_f
typedef VOID(*	C_fp )()
typedef doublereal(*	D_fp )()
typedef double	doublereal
typedef doublereal	E_f
typedef doublereal(*)(*	E_fp )()
typedef long int	flag
typedef long int	ftnint
typedef long int	ftnlen
typedef VOID	H_f
typedef VOID(*	H_fp )()
typedef integer(*	I_fp )()
typedef long int	integer
typedef char	integer1
typedef shortint(*	J_fp )()
typedef shortlogical(*	K_fp )()
typedef logical(*	L_fp )()
typedef long int	logical
typedef char	logical1
typedef union Multitype	Multitype
typedef struct Namelist	Namelist
typedef real(*	R_fp )()
typedef float	real
typedef int(*	S_fp )()
typedef short int	shortint
typedef short int	shortlogical
typedef int(*	U_fp )()
typedef struct Vardesc	Vardesc
typedef VOID	Z_f
typedef VOID(*	Z_fp )()

Functions
int	daxpy_ (integer *n, doublereal *da, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
doublereal	ddot_ (integer *n, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
int	lbfgs_ (integer *n, integer *m, doublereal *x, doublereal *f, doublereal *g, logical *diagco, doublereal *diag, integer *iprint, doublereal *eps, doublereal *xtol, doublereal *w, integer *iflag, integer *iter, integer *info)
int	mcsrch_ (integer *n, doublereal *x, doublereal *f, doublereal *g, doublereal *s, doublereal *stp, doublereal *ftol, doublereal *xtol, integer *maxfev, integer *info, integer *nfev, doublereal *wa)
int	mcstep_ (doublereal *stx, doublereal *fx, doublereal *dx, doublereal *sty, doublereal *fy, doublereal *dy, doublereal *stp, doublereal *fp, doublereal *dp, logical *brackt, doublereal *stpmin, doublereal *stpmax, integer *info)

Variables
static integer	c__1 = 1
struct _lb3_1	lb3_1 = { 6, 6, .9, 1e-20, 1e20}

Detailed Description

Author: Jorge Nodecal Copyright (c) 2009-2012 ADMB Foundation.

License: Public domain Translated from fortran and extensively modified for compliance with ADMB.

Description not yet available.

Definition in file lbfgs.cpp.

Macro Definition Documentation

#define abs

(

x

)

((x) >= 0 ? (x) : -(x))

Definition at line 178 of file lbfgs.cpp.

Referenced by mcsrch_(), and mcstep_().

#define dabs

(

x

)

(doublereal)abs(x)

Definition at line 179 of file lbfgs.cpp.

#define dmax	(		a,
			b
	)		(doublereal)max(a,b)

Definition at line 183 of file lbfgs.cpp.

#define dmin	(		a,
			b
	)		(doublereal)min(a,b)

Definition at line 182 of file lbfgs.cpp.

#define Extern   extern

Definition at line 49 of file lbfgs.cpp.

#define F2C_INCLUDE

barf [ba:rf] 2.

"He suggested using FORTRAN, and everybody barfed."

• From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition)

Definition at line 29 of file lbfgs.cpp.

#define F2C_proc_par_types   1

Definition at line 187 of file lbfgs.cpp.

#define FALSE_   (0)

Definition at line 45 of file lbfgs.cpp.

Referenced by lbfgs_(), mcsrch_(), and mcstep_().

#define max	(		a,
			b
	)		((a) >= (b) ? (a) : (b))

Definition at line 181 of file lbfgs.cpp.

#define min	(		a,
			b
	)		((a) <= (b) ? (a) : (b))

Definition at line 180 of file lbfgs.cpp.

#define TRUE_   (1)

Definition at line 44 of file lbfgs.cpp.

Referenced by lbfgs_(), mcsrch_(), and mcstep_().

#define VOID   void

Definition at line 146 of file lbfgs.cpp.

Typedef Documentation

typedef char* address

Definition at line 32 of file lbfgs.cpp.

typedef VOID C_f

Definition at line 214 of file lbfgs.cpp.

typedef VOID(* C_fp)()

Definition at line 206 of file lbfgs.cpp.

typedef doublereal(* D_fp)()

Definition at line 205 of file lbfgs.cpp.

typedef double doublereal

Definition at line 35 of file lbfgs.cpp.

typedef doublereal E_f

Definition at line 217 of file lbfgs.cpp.

typedef doublereal(*)(* E_fp)()

Definition at line 205 of file lbfgs.cpp.

typedef long int flag

Definition at line 60 of file lbfgs.cpp.

typedef long int ftnint

Definition at line 62 of file lbfgs.cpp.

typedef long int ftnlen

Definition at line 61 of file lbfgs.cpp.

typedef VOID H_f

Definition at line 215 of file lbfgs.cpp.

typedef VOID(* H_fp)()

Definition at line 210 of file lbfgs.cpp.

typedef integer(* I_fp)()

Definition at line 203 of file lbfgs.cpp.

typedef long int integer

Definition at line 31 of file lbfgs.cpp.

typedef char integer1

Definition at line 41 of file lbfgs.cpp.

typedef shortint(* J_fp)()

Definition at line 202 of file lbfgs.cpp.

typedef shortlogical(* K_fp)()

Definition at line 209 of file lbfgs.cpp.

typedef logical(* L_fp)()

Definition at line 208 of file lbfgs.cpp.

typedef long int logical

Definition at line 38 of file lbfgs.cpp.

typedef char logical1

Definition at line 40 of file lbfgs.cpp.

typedef union Multitype Multitype

Definition at line 159 of file lbfgs.cpp.

typedef struct Namelist Namelist

Definition at line 176 of file lbfgs.cpp.

typedef real(* R_fp)()

Definition at line 204 of file lbfgs.cpp.

typedef float real

Definition at line 34 of file lbfgs.cpp.

typedef int(* S_fp)()

Definition at line 211 of file lbfgs.cpp.

typedef short int shortint

Definition at line 33 of file lbfgs.cpp.

typedef short int shortlogical

Definition at line 39 of file lbfgs.cpp.

typedef int(* U_fp)()

Definition at line 201 of file lbfgs.cpp.

typedef struct Vardesc Vardesc

Definition at line 169 of file lbfgs.cpp.

typedef VOID Z_f

Definition at line 216 of file lbfgs.cpp.

typedef VOID(* Z_fp)()

Definition at line 207 of file lbfgs.cpp.

Function Documentation

int daxpy_	(	integer *	n,
		doublereal *	da,
		doublereal *	dx,
		integer *	incx,
		doublereal *	dy,
		integer *	incy
	)

Definition at line 1090 of file lbfgs.cpp.

Referenced by lbfgs_().

doublereal ddot_	(	integer *	n,
		doublereal *	dx,
		integer *	incx,
		doublereal *	dy,
		integer *	incy
	)

Definition at line 1175 of file lbfgs.cpp.

Referenced by lbfgs_().

int lbfgs_	(	integer *	n,
		integer *	m,
		doublereal *	x,
		doublereal *	f,
		doublereal *	g,
		logical *	diagco,
		doublereal *	diag,
		integer *	iprint,
		doublereal *	eps,
		doublereal *	xtol,
		doublereal *	w,
		integer *	iflag,
		integer *	iter,
		integer *	info
	)

Definition at line 261 of file lbfgs.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton().

int mcsrch_	(	integer *	n,
		doublereal *	x,
		doublereal *	f,
		doublereal *	g,
		doublereal *	s,
		doublereal *	stp,
		doublereal *	ftol,
		doublereal *	xtol,
		integer *	maxfev,
		integer *	info,
		integer *	nfev,
		doublereal *	wa
	)

Definition at line 1265 of file lbfgs.cpp.

Referenced by lbfgs_().

int mcstep_	(	doublereal *	stx,
		doublereal *	fx,
		doublereal *	dx,
		doublereal *	sty,
		doublereal *	fy,
		doublereal *	dy,
		doublereal *	stp,
		doublereal *	fp,
		doublereal *	dp,
		logical *	brackt,
		doublereal *	stpmin,
		doublereal *	stpmax,
		integer *	info
	)

Definition at line 1535 of file lbfgs.cpp.

Referenced by mcsrch_().

Variable Documentation

integer c__1 = 1

static

Definition at line 252 of file lbfgs.cpp.

struct _lb3_1 lb3_1 = { 6, 6, .9, 1e-20, 1e20}

Definition at line 248 of file lbfgs.cpp.