?trnlspbc_init

Initializes the solver of nonlinear least squares problem with linear (boundary) constraints.

Syntax

Fortran:

res = strnlspbc_init(handle, n, m, x, LW, UP, eps, iter1, iter2, rs)

res = dtrnlspbc_init(handle, n, m, x, LW, UP, eps, iter1, iter2, rs)

C:

res = strnlspbc_init(&handle, &n, &m, x, LW, UP, eps, &iter1, &iter2, &rs);

res = dtrnlspbc_init(&handle, &n, &m, x, LW, UP, eps, &iter1, &iter2, &rs);

Include Files

The Fortran interfaces are specified in the mkl_rci.fi include file and the C interfaces are specified in the mkl_rci.h include file.

Description

The ?trnlspbc_init routine initializes the solver. After initialization all subsequent invocations of the ?trnlspbc_solve routine should use the values of the handle returned by ?trnlspbc_init.

The eps array contains the stopping criteria:

eps(1): Δ < eps(1)

eps(2): ||F(x)||2 < eps(2)

eps(3): the Jacobi matrix is singular. ||J(x)(1:m,j)||2 < eps(3), j = 1, ..., n

eps(4): ||s|| < eps(4)

eps(5): ||F(x)||2 - ||F(x) - J(x)s||2 < eps(5)

eps(6): the trial step precision. If eps(6) = 0, then eps(6) = 1.d-10,

where J(x) is the Jacobi matrix, Δ is the trust-region area, F(x) is the value of the functional, and s is the trial step.

Input Parameters

n

INTEGER. Length of X.

m

INTEGER. Length of F(x).

x

REAL for strnlspbc_init

DOUBLE PRECISION for dtrnlspbc_init

Array of size n. Initial guess.

LW

REAL for strnlspbc_init

DOUBLE PRECISION for dtrnlspbc_init

Array of size n.

Contains low bounds for x (lwi < xi ).

UP

REAL for strnlspbc_init

DOUBLE PRECISION for dtrnlspbc_init

Array of size n.

Contains upper bounds for x (upi > xi ).

eps

REAL for strnlspbc_init

DOUBLE PRECISION for dtrnlspbc_init

Array of size 6; contains stopping criteria. See the values in Description.

iter1

INTEGER. Specifies the maximum number of iterations.

iter2

INTEGER. Specifies the maximum number of iterations of trial step calculation.

rs

REAL for strnlspbc_init

DOUBLE PRECISION for dtrnlspbc_init

Positive input variable used in determining the initial step bound. In most cases the factor should lie within the interval (0.1, 100.0). The generally recommended value is 100.

Output Parameters

handle

Type _TRNSPBC_HANDLE_t in C/C++ and INTEGER*8 in FORTRAN.

res

INTEGER. Informs about the task completion.

res = TR_SUCCESS means the routine completed the task normally.

res = TR_INVALID_OPTION means an error in the input parameters.

res = TR_OUT_OF_MEMORY means a memory error.


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