csetup

CSETUP − CUTEr tool to set up the data structures for constrained minimization.

CALL CSETUP( INPUT, IOUT, N, M, X, BL, BU, NMAX, EQUATN, LINEAR, V, CL, CU, MMAX, EFIRST, LFIRST, NVFRST )

The CSETUP subroutine sets up the correct data structures for subsequent computations in the constrained programming case.

The arguments of CSETUP are as follows

INPUT [in] - integer

the unit number for the decoded data; the unit from which OUTSDIF.d is read,

IOUT [in] - integer

the unit number for any error messages,

N [out] - integer

the number of variables for the problem,

M [out] - integer

the total number of general constraints,

X [out] - real/double precision

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

BL [out] - real/double precision

an array which gives lower bounds on the variables,

BU [out] - real/double precision

an array which gives upper bounds on the variables,

NMAX [in] - integer

the actual declared dimension of X, BL and BU,

EQUATN [out] - logical

a logical array whose i-th component is .TRUE. if the i-th constraint is an equation (i in E) and .FALSE. if the constraint is an inequality (i in I),

LINEAR [out] - logical

a logical array whose i-th component is .TRUE. if the i-th constraint is linear or affine and .FALSE. otherwise,

V [out] - real/double precision

an array which gives the initial estimate of the Lagrange multipliers at the solution of the problem. By convention, the signs of the Lagrange multipliers V are set so the Lagrangian function can be written as L(X, V) = f(X) + < c(X), V >,

CL [out] - real/double precision

an array which gives lower bounds on the inequality constraints,

CU [out] - real/double precision

an array which gives upper bounds on the inequality constraints,

MMAX [in] - integer

the actual declared dimension of EQUATN, LINEAR, CL and CU,

EFIRST [in] - logical

logical variable which should be set .TRUE. if the user wishes the general equations to occur before the general inequalities in the list of constraints. If the order is unimportant, EFIRST should be set to .FALSE.,

LFIRST [in] - logical

a logical variable which should be set .TRUE. if the user wishes the general linear (or affine) constraints to occur before the general nonlinear ones in the list of constraints. If the order is unimportant, LFIRST should be set .FALSE. If both EFIRST and LFIRST are set .TRUE., the linear constraints will occur before the nonlinear ones. The linear constraints will be ordered so that the linear equations occur before the linear inequalities. Likewise, the nonlinear equations will appear before the nonlinear inequalities in the list of nonlinear constraints,

NVFRST [in] - logical

a logical variable which should be set .TRUE. if the user wishes that the nonlinear variables come first. Within the nonlinear variables the smaller set of either the nonlinear objective or nonlinear Jacobian variables appears first.

A call to CSETUP must precede calls to other evaluation tools for generally-constrained problems.

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.

usetup(3M).