filma

filma − CUTEr FILTER test driver

filma

The filma main program test drives FILTER on SIF problems from the CUTEr distribution.

FILTER is a code for solving large-scale nonlinear programs with bounds and inequality constraints, based on a trust-region SQP approach and globalized by means of a filter.

FILTER was written by R. Fletcher (University of Dundee) and S. Leyffer (Argonne National Laboratory).

The object module filma.o is stored in $MYCUTER/precision/bin, where precision is either "single" or "double", according to your local installation.

Following the instructions in $CUTER/common/src/pkg/filter/README.filter, create a static library called libfilter.a, to be placed in your library path. Launch using fil(1) or sdfil(1).

If no spec.par file is present in the current directory, the default version is copied from $CUTER/common/src/pkg/filter/. The default specification file is of the form

iprint

1

controls printing

maxiter

1000

max number of iterations

nout

6

output channel

eps

1.0E-6

tolerance

infty

1.0E+20

infinity

rho

10.0

initial trust-region radius

tt

0.125

param f. upper bound on filter

ubd

100.0

a synonym for tt

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The reader is referred to the paper quoted below and the code itself if they wish to modify these parameters.

CUTER

Parent directory for CUTEr

MYCUTER

Home directory of the installed CUTEr distribution.

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.

Nonlinear programming without a penalty function, R. Fletcher and S. Leyffer, Mathematical Programming vol.91 Issue 2, pp.239-269, 2001.