cofg

COFG − CUTEr tool to evaluate function value and possibly gradient.

CALL COFG( N, X, F, G, GRAD )

The COFG subroutine evaluates the value of the objective function of the problem decoded into OUTSDIF.d at the point X, and possibly its gradient in the constrained minimization case.

The arguments of COFG are as follows

N [in] - integer

the number of variables for the problem,

X [in] - real/double precision

an array which gives the current estimate of the solution of the problem,

F [out] - real/double precision

the value of the objective function evaluated at X,

G [out] - real/double precision

an array which gives the value of the gradient of the objective function evaluated at X,

GRAD [in] - logical

a logical variable which should be set to .TRUE. if the gradient of the objective function is required and .FALSE. otherwise.

A call to COFG is more efficient than two separate calls to CFN and CGR.

I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint

CUTEr (and SifDec): A Constrained and Unconstrained Testing Environment, revisited, N.I.M. Gould, D. Orban and Ph.L. Toint, ACM TOMS, 29:4, pp.373-394, 2003.

CUTE: Constrained and Unconstrained Testing Environment, I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, TOMS, 21:1, pp.123-160, 1995.

uofg(3M).