#include <libtpcmodel.h>
Data Fields | |
| int | n |
| int | npt |
| double * | x |
| int | x_size |
| double * | xscale |
| int | xscale_size |
| int | nfull |
| double * | xfull |
| int * | xplace |
| double * | xl |
| int | xl_size |
| double * | xu |
| int | xu_size |
| double | rhobeg |
| double | rhoend |
| double | minf_max |
| double | ftol_rel |
| double | ftol_abs |
| int | maxeval |
| int | nevals |
| bobyqa_func | objf |
| void * | objf_data |
| double | minf |
| double * | wmptr |
| double * | lwmptr |
| int * | liwmptr |
| double * | xbase |
| int | xbase_size |
| double * | xpt |
| int | xpt_size |
| double * | fval |
| int | fval_size |
| double * | xopt |
| int | xopt_size |
| double * | gopt |
| int | gopt_size |
| double * | hq |
| int | hq_size |
| double * | pq |
| int | pq_size |
| double * | bmat |
| int | bmat_size |
| double * | zmat |
| int | zmat_size |
| int | ndim |
| double * | sl |
| int | sl_size |
| double * | su |
| int | su_size |
| double * | xnew |
| int | xnew_size |
| double * | xalt |
| int | xalt_size |
| double * | dtrial |
| int | dtrial_size |
| double * | vlag |
| int | vlag_size |
| double * | w2npt |
| int | w2npt_size |
| double * | wndim |
| int | wndim_size |
| double * | wn |
| int | wn_size |
| double * | gnew |
| int | gnew_size |
| double * | xbdi |
| int | xbdi_size |
| double * | s |
| int | s_size |
| double * | hs |
| int | hs_size |
| double * | hred |
| int | hred_size |
| double * | glag |
| int | glag_size |
| double * | hcol |
| int | hcol_size |
| double * | ccstep |
| int | ccstep_size |
| int | verbose |
| int | ntrits |
| double | rho |
| int | nresc |
| double | delta |
| double | diffa |
| double | diffb |
| double | diffc |
| double | ratio |
| int | itest |
| int | nfsav |
| int | kopt |
| double | fsave |
| double | vquad |
| double | fopt |
| double | dsq |
| double | xoptsq |
| int | nptm |
| double | alpha |
| double | beta |
| double | dnorm |
| int | rc |
| double | newf |
| int | knew |
| int | kbase |
| double | denom |
| double | delsq |
| double | scaden |
| double | biglsq |
| double | distsq |
| double | cauchy |
| double | adelt |
| int | prelim_nr |
| int | rescue_nr |
| int | altmov_nr |
| int | trsbox_nr |
| int | update_nr |
Detailed Description
bobyqa data in a struct by VO
Definition at line 95 of file libtpcmodel.h.
Field Documentation
◆ adelt
| double bobyqa_data::adelt |
Extra variable defined in bobyqb
Definition at line 381 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqb_ip_alternative().
◆ alpha
| double bobyqa_data::alpha |
Extra variable defined in bobyqb
Definition at line 355 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqb_part().
◆ altmov_nr
| int bobyqa_data::altmov_nr |
Nr of subfunction calls
Definition at line 387 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_altmov(), and bobyqa_reset_memory().
◆ beta
| double bobyqa_data::beta |
Extra variable defined in bobyqb
Definition at line 357 of file libtpcmodel.h.
Referenced by bobyqa_rescue(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_part(), and bobyqb_vlag_beta_for_d().
◆ biglsq
| double bobyqa_data::biglsq |
Extra variable defined in bobyqb
Definition at line 375 of file libtpcmodel.h.
Referenced by bobyqa_reset_memory(), bobyqb_calc_with_xnew(), and bobyqb_part().
◆ bmat
| double* bobyqa_data::bmat |
BMAT holds the last N columns of H.
Definition at line 203 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ bmat_size
| int bobyqa_data::bmat_size |
Size of array BMAT
Definition at line 205 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ cauchy
| double bobyqa_data::cauchy |
Extra variable defined in bobyqb
Definition at line 379 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqb_part().
◆ ccstep
| double* bobyqa_data::ccstep |
W is a working space vector of length 2N that is going to hold the constrained Cauchy step from XOPT of the Lagrange function, followed by the downhill version of XALT when the uphill step is calculated in ALTMOV.
Definition at line 304 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqa_set_memory().
◆ ccstep_size
| int bobyqa_data::ccstep_size |
Size of array CCSTEP
Definition at line 306 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ delsq
| double bobyqa_data::delsq |
Extra variable defined in bobyqb
Definition at line 371 of file libtpcmodel.h.
Referenced by bobyqb_calc_with_xnew(), and bobyqb_part().
◆ delta
| double bobyqa_data::delta |
Extra variable defined in bobyqb
Definition at line 327 of file libtpcmodel.h.
Referenced by bobyqa_rescue(), bobyqa_trsbox(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), bobyqb_next_rho_delta(), and bobyqb_part().
◆ denom
| double bobyqa_data::denom |
Extra variable defined in bobyqb
Definition at line 369 of file libtpcmodel.h.
Referenced by bobyqa_rescue(), bobyqa_update(), bobyqb_calc_with_xnew(), and bobyqb_part().
◆ diffa
| double bobyqa_data::diffa |
Extra variable defined in bobyqb
Definition at line 329 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ diffb
| double bobyqa_data::diffb |
Extra variable defined in bobyqb
Definition at line 331 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ diffc
| double bobyqa_data::diffc |
Extra variable defined in bobyqb
Definition at line 333 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ distsq
| double bobyqa_data::distsq |
Extra variable defined in bobyqb
Definition at line 377 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), bobyqb_ip_dist(), and bobyqb_part().
◆ dnorm
| double bobyqa_data::dnorm |
Extra variable defined in bobyqb
Definition at line 359 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ dsq
| double bobyqa_data::dsq |
Extra variable defined in bobyqb
Definition at line 349 of file libtpcmodel.h.
Referenced by bobyqa_reset_memory(), bobyqb(), bobyqb_ip_alternative(), bobyqb_vlag_beta_for_d(), and trsbox_set_xnew().
◆ dtrial
| double* bobyqa_data::dtrial |
DTRIAL is reserved for a trial step from XOPT, usually XNEW-XOPT.
Definition at line 234 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqa_trsbox(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), bobyqb_part(), bobyqb_vlag_beta_for_d(), and trsbox_set_xnew().
◆ dtrial_size
| int bobyqa_data::dtrial_size |
Size of array DTRIAL
Definition at line 236 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ fopt
| double bobyqa_data::fopt |
Extra variable defined in bobyqb
Definition at line 347 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ fsave
| double bobyqa_data::fsave |
Extra variable defined in bobyqb
Definition at line 343 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ ftol_abs
| double bobyqa_data::ftol_abs |
Stopping rule: absolute tolerance to function value
Definition at line 144 of file libtpcmodel.h.
Referenced by bobyqa_set_optimization(), and bobyqb_calc_with_xnew().
◆ ftol_rel
| double bobyqa_data::ftol_rel |
Stopping rule: relative tolerance to function value
Definition at line 142 of file libtpcmodel.h.
Referenced by bobyqa_set_optimization(), and bobyqb_calc_with_xnew().
◆ fval
| double* bobyqa_data::fval |
FVAL holds the values of F at the interpolation points.
Definition at line 181 of file libtpcmodel.h.
Referenced by bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqb(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ fval_size
| int bobyqa_data::fval_size |
Size of array FVAL
Definition at line 183 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ glag
| double* bobyqa_data::glag |
GLAG is a vector of length N for the gradient of the KNEW-th Lagrange function at XOPT used in ALTMOV.
Definition at line 292 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqa_set_memory().
◆ glag_size
| int bobyqa_data::glag_size |
Size of array GLAG
Definition at line 294 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ gnew
| double* bobyqa_data::gnew |
GNEW holds the gradient of the quadratic model at XOPT+D. It is updated when DTRIAL is updated. Size N.
Definition at line 257 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqa_trsbox(), and bobyqb().
◆ gnew_size
| int bobyqa_data::gnew_size |
Size of array GNEW
Definition at line 259 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ gopt
| double* bobyqa_data::gopt |
GOPT holds the gradient of the quadratic model at XBASE+XOPT.
Definition at line 191 of file libtpcmodel.h.
Referenced by bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_trsbox(), bobyqb_calc_with_xnew(), and bobyqb_update_gopt().
◆ gopt_size
| int bobyqa_data::gopt_size |
Size of array GOPT
Definition at line 193 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ hcol
| double* bobyqa_data::hcol |
HCOL is a vector of length NPT for the second derivative coefficients of the KNEW-th Lagrange function used in ALTMOV.
Definition at line 297 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), and bobyqa_set_memory().
◆ hcol_size
| int bobyqa_data::hcol_size |
Size of array HCOL
Definition at line 299 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ hq
| double* bobyqa_data::hq |
HQ holds the explicit second derivatives of the quadratic model.
Definition at line 195 of file libtpcmodel.h.
Referenced by bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), bobyqb_update_gopt(), and trsbox_s_multiply().
◆ hq_size
| int bobyqa_data::hq_size |
Size of array HQ
Definition at line 197 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ hred
| double* bobyqa_data::hred |
The arrays S, HS and HRED are also used for working space, all of size N. They hold the current search direction, and the changes in the gradient of Q along S and the reduced D, respectively, where the reduced D is the same as D, except that the components of the fixed variables are zero.
Definition at line 287 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), and bobyqa_trsbox().
◆ hred_size
| int bobyqa_data::hred_size |
Size of array HRED
Definition at line 289 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ hs
| double* bobyqa_data::hs |
The arrays S, HS and HRED are also used for working space, all of size N. They hold the current search direction, and the changes in the gradient of Q along S and the reduced D, respectively, where the reduced D is the same as D, except that the components of the fixed variables are zero.
Definition at line 280 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqa_trsbox(), and trsbox_s_multiply().
◆ hs_size
| int bobyqa_data::hs_size |
Size of array HS
Definition at line 282 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ itest
| int bobyqa_data::itest |
Extra variable defined in bobyqb
Definition at line 337 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ kbase
| int bobyqa_data::kbase |
Extra variable defined in bobyqb
Definition at line 367 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_do_rescue().
◆ knew
| int bobyqa_data::knew |
Extra variable defined in bobyqb
Definition at line 365 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_rescue(), bobyqa_reset_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_ip_dist(), and bobyqb_part().
◆ kopt
| int bobyqa_data::kopt |
Extra variable defined in bobyqb
Definition at line 341 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_rescue(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_part(), bobyqb_vlag_beta_for_d(), and bobyqb_xupdate().
◆ liwmptr
| int* bobyqa_data::liwmptr |
Pointer to int working memory allocated by bobyqa_set_memory(); bobyqa_free_memory() will free this memory and set it to NULL.
Definition at line 167 of file libtpcmodel.h.
Referenced by bobyqa_free_memory(), and bobyqa_set_memory().
◆ lwmptr
| double* bobyqa_data::lwmptr |
Pointer to working memory allocated by bobyqa_set_memory(); bobyqa_free_memory() will free this memory and set it to NULL. If memory was not allocated by bobyqa_set_memory(), this is NULL.
Definition at line 164 of file libtpcmodel.h.
Referenced by bobyqa_free_memory(), and bobyqa_set_memory().
◆ maxeval
| int bobyqa_data::maxeval |
Stopping rule: max nr of function evaluations
Definition at line 146 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_optimization(), and bobyqb_calc_with_xnew().
◆ minf
| double bobyqa_data::minf |
Minimum value of function
Definition at line 157 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_minimize_single_parameter(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ minf_max
| double bobyqa_data::minf_max |
Stopping rule: maximum allowed function value
Definition at line 140 of file libtpcmodel.h.
Referenced by bobyqa_set_optimization(), and bobyqb_calc_with_xnew().
◆ n
| int bobyqa_data::n |
N is the number of fitted variables and must be at least two
Definition at line 97 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_altmov(), bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_reset_memory(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_trsbox(), bobyqa_update(), bobyqa_x_funcval(), bobyqa_xfull(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_alternative(), bobyqb_ip_dist(), bobyqb_part(), bobyqb_shift_xbase(), bobyqb_update_gopt(), bobyqb_vlag_beta_for_d(), bobyqb_xupdate(), and trsbox_s_multiply().
◆ ndim
| int bobyqa_data::ndim |
NDIM is the first dimension of BMAT and has the value NPT+N.
Definition at line 213 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ nevals
| int bobyqa_data::nevals |
Number of function evaluations
Definition at line 148 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_reset_memory(), bobyqa_x_funcval(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_next_rho_delta(), bobyqb_part(), and bobyqb_update_gopt().
◆ newf
| double bobyqa_data::newf |
Extra variable defined in bobyqb
Definition at line 363 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ nfsav
| int bobyqa_data::nfsav |
Extra variable defined in bobyqb
Definition at line 339 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_next_rho_delta(), and bobyqb_part().
◆ nfull
| int bobyqa_data::nfull |
Nr of all parameters, including the fixed parameters
Definition at line 111 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_working_memory_size(), and bobyqa_x_funcval().
◆ npt
| int bobyqa_data::npt |
NPT is the number of interpolation conditions. Its value must be in the interval [N+2,(N+1)(N+2)/2]. Choices that exceed 2*N+1 are not recommended.
Definition at line 100 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_reset_memory(), bobyqa_set_memory(), bobyqa_update(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_dist(), bobyqb_part(), bobyqb_shift_xbase(), bobyqb_update_gopt(), bobyqb_vlag_beta_for_d(), and trsbox_s_multiply().
◆ nptm
| int bobyqa_data::nptm |
Extra variable defined in bobyqb
Definition at line 353 of file libtpcmodel.h.
Referenced by bobyqa_rescue(), bobyqa_reset_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_part(), and bobyqb_shift_xbase().
◆ nresc
| int bobyqa_data::nresc |
Extra variable defined in bobyqb
Definition at line 325 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_do_rescue(), and bobyqb_part().
◆ ntrits
| int bobyqa_data::ntrits |
Variables for exchange inside BOBYQA Extra variable defined in bobyqb
Definition at line 321 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), bobyqb_next_rho_delta(), and bobyqb_part().
◆ objf
| bobyqa_func bobyqa_data::objf |
SUBROUTINE CALFUN (N,X,F) has to be provided by the user. It must set F to the value of the objective function for the current values of the variables X(1),X(2),...,X(N), which are generated automatically in a way that satisfies the bounds given in XL and XU.
Definition at line 153 of file libtpcmodel.h.
Referenced by bobyqa_set_optimization(), and bobyqa_x_funcval().
◆ objf_data
| void* bobyqa_data::objf_data |
Pointer to data passed to objective function
Definition at line 155 of file libtpcmodel.h.
Referenced by bobyqa_set_optimization(), and bobyqa_x_funcval().
◆ pq
| double* bobyqa_data::pq |
PQ contains the parameters of the implicit second derivatives of the quadratic model.
Definition at line 199 of file libtpcmodel.h.
Referenced by bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), bobyqb_update_gopt(), and trsbox_s_multiply().
◆ pq_size
| int bobyqa_data::pq_size |
Size of array PQ
Definition at line 201 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ prelim_nr
| int bobyqa_data::prelim_nr |
Nr of subfunction calls
Definition at line 383 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_prelim(), and bobyqa_reset_memory().
◆ ratio
| double bobyqa_data::ratio |
Extra variable defined in bobyqb
Definition at line 335 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), and bobyqb_next_rho_delta().
◆ rc
| int bobyqa_data::rc |
Return code
Definition at line 361 of file libtpcmodel.h.
Referenced by bobyqa_reset_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), and bobyqb_part().
◆ rescue_nr
| int bobyqa_data::rescue_nr |
Nr of subfunction calls
Definition at line 385 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_rescue(), and bobyqa_reset_memory().
◆ rho
| double bobyqa_data::rho |
Extra variable defined in bobyqb
Definition at line 323 of file libtpcmodel.h.
Referenced by bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), and bobyqb_next_rho_delta().
◆ rhobeg
| double bobyqa_data::rhobeg |
RHOBEG and RHOEND must be set to the initial and final values of a trust region radius, so both must be positive with RHOEND no greater than RHOBEG. Typically, RHOBEG should be about one tenth of the greatest expected change to a variable, while RHOEND should indicate the accuracy that is required in the final values of the variables. An error return occurs if any of the differences XU(I)-XL(I), I=1,...,N, is less than 2*RHOBEG.
Definition at line 136 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_print(), bobyqa_set_optimization(), and bobyqb().
◆ rhoend
| double bobyqa_data::rhoend |
see rhobeg
Definition at line 138 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_print(), bobyqa_set_optimization(), bobyqb(), and bobyqb_next_rho_delta().
◆ s
| double* bobyqa_data::s |
The arrays S, HS and HRED are also used for working space, all of size N. They hold the current search direction, and the changes in the gradient of Q along S and the reduced D, respectively, where the reduced D is the same as D, except that the components of the fixed variables are zero.
Definition at line 273 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqa_trsbox(), and trsbox_s_multiply().
◆ s_size
| int bobyqa_data::s_size |
Size of array S
Definition at line 275 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ scaden
| double bobyqa_data::scaden |
Extra variable defined in bobyqb
Definition at line 373 of file libtpcmodel.h.
Referenced by bobyqa_reset_memory(), bobyqb_calc_with_xnew(), and bobyqb_part().
◆ sl
| double* bobyqa_data::sl |
SL and SU hold the differences XL-XBASE and XU-XBASE, respectively.
Definition at line 215 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_trsbox(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), bobyqb_xupdate(), and trsbox_set_xnew().
◆ sl_size
| int bobyqa_data::sl_size |
Size of array SL
Definition at line 217 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ su
| double* bobyqa_data::su |
SL and SU hold the differences XL-XBASE and XU-XBASE, respectively.
Definition at line 219 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_trsbox(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), bobyqb_xupdate(), and trsbox_set_xnew().
◆ su_size
| int bobyqa_data::su_size |
Size of array SU
Definition at line 221 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ trsbox_nr
| int bobyqa_data::trsbox_nr |
Nr of subfunction calls
Definition at line 389 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_reset_memory(), and bobyqa_trsbox().
◆ update_nr
| int bobyqa_data::update_nr |
Nr of subfunction calls
Definition at line 391 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_reset_memory(), and bobyqa_update().
◆ verbose
| int bobyqa_data::verbose |
Verbose level; if zero, then nothing is printed to stderr or stdout
Definition at line 309 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_altmov(), bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_optimization(), bobyqa_trsbox(), bobyqa_update(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_alternative(), bobyqb_ip_dist(), bobyqb_next_rho_delta(), bobyqb_part(), bobyqb_shift_xbase(), bobyqb_update_gopt(), bobyqb_vlag_beta_for_d(), and bobyqb_xupdate().
◆ vlag
| double* bobyqa_data::vlag |
VLAG contains the values of the Lagrange functions at a new point X. They are part of a product that requires VLAG to be of length NDIM.
Definition at line 239 of file libtpcmodel.h.
Referenced by bobyqa_rescue(), bobyqa_set_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_part(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ vlag_size
| int bobyqa_data::vlag_size |
Size of array VLAG
Definition at line 241 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ vquad
| double bobyqa_data::vquad |
Extra variable defined in bobyqb
Definition at line 345 of file libtpcmodel.h.
Referenced by bobyqb(), and bobyqb_calc_with_xnew().
◆ w2npt
| double* bobyqa_data::w2npt |
W2NPT is working memory of size 2*NPT
Definition at line 244 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ w2npt_size
| int bobyqa_data::w2npt_size |
Size of array W2NPT
Definition at line 246 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ wmptr
| double* bobyqa_data::wmptr |
Pointer to total working memory; just for testing etc
Definition at line 160 of file libtpcmodel.h.
Referenced by bobyqa_set_memory().
◆ wn
| double* bobyqa_data::wn |
WN is working memory of size N
Definition at line 252 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqb_calc_with_xnew(), and bobyqb_shift_xbase().
◆ wn_size
| int bobyqa_data::wn_size |
Size of array WN
Definition at line 254 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ wndim
| double* bobyqa_data::wndim |
Working memory of size NDIM
Definition at line 248 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), and bobyqa_update().
◆ wndim_size
| int bobyqa_data::wndim_size |
Size of array WNDIM
Definition at line 250 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ x
| double* bobyqa_data::x |
Initial values of the variables to be fitted must be set in X(1),X(2),...,X(N). They will be changed to the values that give the least calculated F.
Definition at line 103 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_print(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_xfull(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ x_size
| int bobyqa_data::x_size |
Size of array X
Definition at line 105 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xalt
| double* bobyqa_data::xalt |
XALT is an alternative to XNEW, chosen by ALTMOV, that may replace XNEW in order to increase the denominator in the updating of UPDATE.
Definition at line 230 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_set_memory(), and bobyqb_part().
◆ xalt_size
| int bobyqa_data::xalt_size |
Size of array XALT
Definition at line 232 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xbase
| double* bobyqa_data::xbase |
XBASE holds a shift of origin that should reduce the contributions from rounding errors to values of the model and Lagrange functions. XOPT is set to the displacement from XBASE of the trust region centre.
Definition at line 172 of file libtpcmodel.h.
Referenced by bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqb_calc_with_xnew(), bobyqb_shift_xbase(), and bobyqb_xupdate().
◆ xbase_size
| int bobyqa_data::xbase_size |
Size of array XBASE
Definition at line 174 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xbdi
| double* bobyqa_data::xbdi |
XBDI is a working space vector of size N. For I=1,2,...,N, the element XBDI(I) is set to -1.0, 0.0, or 1.0, the value being nonzero if and only if the I-th variable has become fixed at a bound, the bound being SL(I) or SU(I) in the case XBDI(I)=-1.0 or XBDI(I)=1.0, respectively. This information is accumulated during the construction of XNEW.
Definition at line 266 of file libtpcmodel.h.
Referenced by bobyqa_set_memory(), bobyqa_trsbox(), and trsbox_set_xnew().
◆ xbdi_size
| int bobyqa_data::xbdi_size |
Size of array XBDI
Definition at line 268 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xfull
| double* bobyqa_data::xfull |
Same as above, but this list contains all parameters required by the minimized function, i.e. both fitted and fixed parameters; Array size is nfull.
Definition at line 115 of file libtpcmodel.h.
Referenced by bobyqa(), bobyqa_print(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_x_funcval(), and bobyqa_xfull().
◆ xl
| double* bobyqa_data::xl |
For I=1,2,...,N, XL(I) and XU(I) must provide the lower and upper bounds, respectively, on X(I). The construction of quadratic models requires XL(I) to be strictly less than XU(I) for each I. Further, the contribution to a model from changes to the I-th variable is damaged severely by rounding errors if XU(I)-XL(I) is too small.
Definition at line 124 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ xl_size
| int bobyqa_data::xl_size |
Size of array XL
Definition at line 126 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xnew
| double* bobyqa_data::xnew |
XNEW is chosen by SUBROUTINE TRSBOX or ALTMOV. Usually XBASE+XNEW is the vector of variables for the next call of CALFUN. XNEW also satisfies the SL and SU constraints in the way that has just been mentioned.
Definition at line 225 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_set_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_ip_alternative(), bobyqb_part(), bobyqb_shift_xbase(), and trsbox_set_xnew().
◆ xnew_size
| int bobyqa_data::xnew_size |
Size of array XNEW
Definition at line 227 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xopt
| double* bobyqa_data::xopt |
All the components of every XOPT are going to satisfy the bounds SL(I) .LEQ. XOPT(I) .LEQ. SU(I), with appropriate equalities when XOPT is on a constraint boundary.
Definition at line 187 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_trsbox(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_alternative(), bobyqb_ip_dist(), bobyqb_part(), bobyqb_shift_xbase(), bobyqb_update_gopt(), bobyqb_vlag_beta_for_d(), bobyqb_xupdate(), and trsbox_set_xnew().
◆ xopt_size
| int bobyqa_data::xopt_size |
Size of array XOPT
Definition at line 189 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xoptsq
| double bobyqa_data::xoptsq |
Extra variable defined in bobyqb
Definition at line 351 of file libtpcmodel.h.
Referenced by bobyqa_reset_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_alternative(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ xplace
| int* bobyqa_data::xplace |
Index list of fitted parameters, that is, at which positions in xfull[] the parameters in x[] must be placed.
Definition at line 118 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_x_funcval(), and bobyqa_xfull().
◆ xpt
| double* bobyqa_data::xpt |
XPT is a two-dimensional array that holds the coordinates of the interpolation points relative to XBASE.
Definition at line 177 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqb(), bobyqb_calc_with_xnew(), bobyqb_do_rescue(), bobyqb_ip_dist(), bobyqb_part(), bobyqb_shift_xbase(), bobyqb_update_gopt(), bobyqb_vlag_beta_for_d(), and trsbox_s_multiply().
◆ xpt_size
| int bobyqa_data::xpt_size |
Size of array XPT
Definition at line 179 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xscale
| double* bobyqa_data::xscale |
Scale factors for fitted function parameters
Definition at line 107 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqa_x_funcval(), and bobyqa_xfull().
◆ xscale_size
| int bobyqa_data::xscale_size |
Size of array XSCALE
Definition at line 109 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ xu
| double* bobyqa_data::xu |
see xl.
Definition at line 128 of file libtpcmodel.h.
Referenced by bobyqa_minimize_single_parameter(), bobyqa_prelim(), bobyqa_print(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_set_optimization(), bobyqb_calc_with_xnew(), and bobyqb_xupdate().
◆ xu_size
| int bobyqa_data::xu_size |
Size of array XU
Definition at line 130 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
◆ zmat
| double* bobyqa_data::zmat |
ZMAT holds the factorization of the leading NPT by NPT submatrix of H, this factorization being ZMAT times ZMAT^T, which provides both the correct rank and positive semi-definiteness.
Definition at line 209 of file libtpcmodel.h.
Referenced by bobyqa_altmov(), bobyqa_prelim(), bobyqa_rescue(), bobyqa_set_memory(), bobyqa_update(), bobyqb_calc_with_xnew(), bobyqb_part(), bobyqb_shift_xbase(), and bobyqb_vlag_beta_for_d().
◆ zmat_size
| int bobyqa_data::zmat_size |
Size of array ZMAT
Definition at line 211 of file libtpcmodel.h.
Referenced by bobyqa_print(), bobyqa_set_memory(), and bobyqa_working_memory_size().
The documentation for this struct was generated from the following file:
- libtpcmodel/libtpcmodel.h
Generated on Fri Sep 19 2025 13:32:08 for TPCCLIB by
1.12.0