#include float flemin(int n, float x[], float g[], float h[], float (*funct)(int, float[], float[]), float in[], float out[]) { float *allocate_real_vector(int, int); void free_real_vector(float *, int); float vecvec(int, int, int, float [], float []); void elmvec(int, int, int, float [], float [], float); float symmatvec(int, int, int, float [], float []); void inivec(int, int, float [], float); void inisymd(int, int, int, float [], float); void mulvec(int, int, int, float [], float [], float); void dupvec(int, int, int, float [], float []); void linemin(int, float [], float [], float, float *, float [], float (*)(int, float[], float[]), float, float *, float, float *, int *, int, float []); void davupd(float [], int, float [], float [], float, float); void fleupd(float [], int, float [], float [], float, float); int i,it,cntl,evl,evlmax; float f,f0,fmin,mu,dg,dg0,nrmdelta,alfa,reltol,abstol,eps,tolg, aid,*v,*delta,*s; v=allocate_real_vector(1,n); delta=allocate_real_vector(1,n); s=allocate_real_vector(1,n); reltol=in[1]; abstol=in[2]; mu=in[3]; tolg=in[4]; fmin=in[5]; alfa=in[6]; evlmax=in[7]; out[4]=0.0; it=0; f=(*funct)(n,x,g); evl=1; cntl=0; if (alfa > 0.0) { inivec(1,(n*(n+1))/2,h,0.0); inisymd(1,n,0,h,alfa); } for (i=1; i<=n; i++) delta[i] = -symmatvec(1,n,i,h,g); dg=sqrt(vecvec(1,n,0,g,g)); nrmdelta=sqrt(vecvec(1,n,0,delta,delta)); eps=sqrt(vecvec(1,n,0,x,x))*reltol+abstol; dg0=vecvec(1,n,0,delta,g); it++; while ((nrmdelta > eps || dg > tolg) && (evl < evlmax)) { dupvec(1,n,0,s,x); dupvec(1,n,0,v,g); if (it >= n) alfa=1.0; else { if (it != 1) alfa /= nrmdelta; else { alfa=2.0*(fmin-f)/dg0; if (alfa > 1.0) alfa=1.0; } } elmvec(1,n,0,x,delta,alfa); f0=f; f=(*funct)(n,x,g); evl++; dg=vecvec(1,n,0,delta,g); if (it == 1 || f0-f < -mu*dg0*alfa) { /* line minimization */ i=evlmax-evl; cntl++; linemin(n,s,delta,nrmdelta,&alfa,g,funct,f0,&f, dg0,&dg,&i,0,in); evl += i; dupvec(1,n,0,x,s); } if (alfa != 1.0) mulvec(1,n,0,delta,delta,alfa); mulvec(1,n,0,v,v,-1.0); elmvec(1,n,0,v,g,1.0); for (i=1; i<=n; i++) s[i]=symmatvec(1,n,i,h,v); aid=vecvec(1,n,0,v,s); dg=(dg-dg0)*alfa; if (dg > 0.0) if (dg >= aid) fleupd(h,n,delta,s,1.0/dg,(1.0+aid/dg)/dg); else davupd(h,n,delta,s,1.0/dg,1.0/aid); for (i=1; i<=n; i++) delta[i] = -symmatvec(1,n,i,h,g); alfa *= nrmdelta; nrmdelta=sqrt(vecvec(1,n,0,delta,delta)); eps=sqrt(vecvec(1,n,0,x,x))*reltol+abstol; dg=sqrt(vecvec(1,n,0,g,g)); dg0=vecvec(1,n,0,delta,g); if (dg0 > 0.0) { out[4] = -1.0; break; } it++; } out[0]=nrmdelta; out[1]=dg; out[2]=evl; out[3]=cntl; free_real_vector(v,1); free_real_vector(delta,1); free_real_vector(s,1); return f; }