vf13ma

vf13ma − CUTEr VF13 test driver

vf13ma

The vf13ma main program test drives VF13 on SIF problems from the CUTEr distribution.

VE13 is a subroutine for the solution of the general nonlinear programming problem, involving a possibly nonlinear objective function and possibly nonlinear inequality and equality constraints. It uses a sequential quadratic programming (SQP) approach and allows for a non-monotonic decrease of the merit function using safeguards (the watchdog technique).

VF13 is part of the HARWELL SUBROUTINE LIBRARY, and was written by M.J.D. Powell. It is available from the United Kingdom Atomic Energy Authority, Harwell, subject to certain license agreements. It is copyrighted jointly by the UKAEA and SERC (Science and Engineering Research Council).

To build the precision precision version, the VF13 precision subroutine and dependencies should be concatenated in a new file called vf13.f. This file should then be compiled (but not linked) and the resulting object file vf13.o placed in the direcotory $MYCUTER/precision/bin/.

If no VF13.SPC file is present in the current directory, the default version is copied from $CUTER/common/src/pkg/vf13/. Default specifications are as follows:

0

IPRINT,

the output specifier

(0 = no internal printout),

0.0000001

ACCREQ,

the accuracy requirement,

F

DEBUG,

true for maximal printout before

and after VF13.

The reader is referred to the papers quoted below, the documentation of the routine in the Harwell Subrooutine Library or the code itself if he or she wishes 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.

Extensions to subroutine VF02, M.J.D. Powell, in "System Modeling and Optimization", Lectures Notes in Control and Information Sciences 38, R.F. Drenick and F. Kozin (eds.), Springer Verlag, Heidelberg, pp. 520-538, 1982.

The watchdog technique for forcing convergence in algorithms for constrained optimization, R.M. Chamberlain, C. Lemarechal, H.C. Pedersen and M.J.D. Powell, Mathematical Programming Study 16, pp. 1-17, 1982.

On the quadratic programming algorithm of Goldfarb and Idnani, M.J.D. Powell, Mathematical Programming Study 25, pp. 46-61, 1985.

sdvf13(1), vf13(1).