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new sparsity-structure packages csgrp, csgrshp & cchprodsp added
git-svn-id: https://ccpforge.cse.rl.ac.uk/svn/cutest/cutest/trunk@326 ca3beb79-f7c6-489d-80df-314e45fd556d
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,114 @@ | ||
| '\" e @(#)cutest_cchprodsp v1.5 03/2017; | ||
| .TH cutest_cchprodsp 3M "30 Mar 2017" "CUTEst user documentation" "CUTEst user documentation" | ||
| .SH NAME | ||
| CUTEST_cchprodsp \- CUTEst tool to detetrmine the sparsity structure used when | ||
| forming the matrix-vector products of a vector | ||
| with each of the Hessian matrices of the constraint functions. | ||
| .SH SYNOPSIS | ||
| .HP 1i | ||
| CALL CUTEST_cchprodsp( status, n, m, lchp, CHP_ind, CHP_ptr ) | ||
| .SH DESCRIPTION | ||
| The CUTEST_cchprodsp subroutine obtins the sparsity structure used when | ||
| forming the product of a vector with each of | ||
| the Hessian matrices of the constraint functions | ||
| .EQ | ||
| c(x) | ||
| .EN | ||
| corresponding to the problem decoded from a SIF file by the script | ||
| \fIsifdecoder\fP at the point | ||
| .EQ | ||
| x = | ||
| .EN | ||
| X. | ||
|
|
||
| The problem under consideration | ||
| is to minimize or maximize an objective function | ||
| .EQ | ||
| f(x) | ||
| .EN | ||
| over all | ||
| .EQ | ||
| x | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| R sup n | ||
| .EN | ||
| subject to | ||
| general equations | ||
| .EQ | ||
| c sub i (x) ~=~ 0, | ||
| .EN | ||
| .EQ | ||
| ~(i | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| { 1 ,..., m sub E } ), | ||
| .EN | ||
| general inequalities | ||
| .EQ | ||
| c sub i sup l ~<=~ c sub i (x) ~<=~ c sub i sup u, | ||
| .EN | ||
| .EQ | ||
| ~(i | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| { m sub E + 1 ,..., m }), | ||
| .EN | ||
| and simple bounds | ||
| .EQ | ||
| x sup l ~<=~ x ~<=~ x sup u. | ||
| .EN | ||
| The objective function is group-partially separable | ||
| and all constraint functions are partially separable. | ||
| .LP | ||
| .SH ARGUMENTS | ||
| The arguments of CUTEST_cchprodsp are as follows: | ||
| .TP 5 | ||
| .B status \fP[out] - integer | ||
| the outputr status: 0 for a succesful call, 1 for an array | ||
| allocation/deallocation error, 2 for an array bound error, | ||
| 3 for an evaluation error, | ||
| .TP | ||
| .B n \fP[in] - integer | ||
| the number of variables for the problem, | ||
| .TP | ||
| .B m \fP[in] - integer | ||
| the total number of general constraints, | ||
| .TP | ||
| .B lchp \fP[in] - integer | ||
| a variable that specifies the declared lengths of CHP_val and CHP_ind. | ||
| The precise length required may be found by calling \fICUTEST_cdimchp\fP prior | ||
| to \fICUTEST_cchprodsp\fP, | ||
| .TP | ||
| .B CHP_ind \fP[inout] - integer | ||
| an array that gives the indices of the nonzeros in the result obtained by | ||
| multiplying the constraint Hessians by VECTOR. The indices for the i-th | ||
| constraint are stored in CHP_ind(CHP_ptr(i):CHP_ptr(i+1)-1), and will | ||
| match the values stored in CHP_val from a cutest_cchprods(3M) call. | ||
| .TP | ||
| .B CHP_ptr \fP[inout] - integer | ||
| an array of length m+1 that gives pointers to the starting positions in | ||
| CHP_ind for the indices of the nonzeros for the product with each Hessian. | ||
| CHP_ptr(m+1)-1 gives the total space required by CHP_ind. | ||
| .LP | ||
| .SH AUTHORS | ||
| I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint | ||
| .SH "SEE ALSO" | ||
| \fICUTEst: a Constrained and Unconstrained Testing | ||
| Environment with safe threads for mathematical optimization\fP, | ||
| N.I.M. Gould, D. Orban and Ph.L. Toint, | ||
| Computational Optimization and Applications \fB60\fP:3, pp.545-557, 2014. | ||
|
|
||
| \fICUTEr (and SifDec): A Constrained and Unconstrained Testing | ||
| Environment, revisited\fP, | ||
| N.I.M. Gould, D. Orban and Ph.L. Toint, | ||
| ACM TOMS, \fB29\fP:4, pp.373-394, 2003. | ||
|
|
||
| \fICUTE: Constrained and Unconstrained Testing Environment\fP, | ||
| I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, | ||
| ACM TOMS, \fB21\fP:1, pp.123-160, 1995. | ||
|
|
||
| cutest_cdimchp(3M), cutest_cchprods(3M), sifdecoder(1). |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,106 @@ | ||
| '\" e @(#)cutest_csgrp v1.5 03/2017; | ||
| .TH cutest_csgrp 3M "30 Mar 2017" "CUTEst user documentation" "CUTEst user documentation" | ||
| .SH NAME | ||
| CUTEST_csgrp \- CUTEst tool to evaluate the sparsity pattern of the | ||
| constraints gradients and gradient of objective/Lagrangian function. | ||
| .SH SYNOPSIS | ||
| .HP 1i | ||
| CALL CUTEST_csgrp( status, n, nnzj, lj, J_var, J_fun ) | ||
| .SH DESCRIPTION | ||
| The CUTEST_csgrp subroutine evaluates sparsity pattern used when storing the | ||
| gradients of the general constraints and of either the objective function | ||
| or the Lagrangian function | ||
| .EQ | ||
| l(x,y) = f(x) + y sup T c(x) | ||
| .EN | ||
| corresponding to the problem decoded from a SIF file by the script | ||
| \fIsifdecoder\fP. | ||
|
|
||
| The problem under consideration | ||
| is to minimize or maximize an objective function | ||
| .EQ | ||
| f(x) | ||
| .EN | ||
| over all | ||
| .EQ | ||
| x | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| R sup n | ||
| .EN | ||
| subject to | ||
| general equations | ||
| .EQ | ||
| c sub i (x) ~=~ 0, | ||
| .EN | ||
| .EQ | ||
| ~(i | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| { 1 ,..., m sub E } ), | ||
| .EN | ||
| general inequalities | ||
| .EQ | ||
| c sub i sup l ~<=~ c sub i (x) ~<=~ c sub i sup u, | ||
| .EN | ||
| .EQ | ||
| ~(i | ||
| .EN | ||
| \(mo | ||
| .EQ | ||
| { m sub E + 1 ,..., m }), | ||
| .EN | ||
| and simple bounds | ||
| .EQ | ||
| x sup l ~<=~ x ~<=~ x sup u. | ||
| .EN | ||
| The objective function is group-partially separable and | ||
| all constraint functions are partially separable. | ||
| .LP | ||
| .SH ARGUMENTS | ||
| The arguments of CUTEST_csgrp are as follows | ||
| .TP 5 | ||
| .B status \fP[out] - integer | ||
| the outputr status: 0 for a succesful call, 1 for an array | ||
| allocation/deallocation error, 2 for an array bound error, | ||
| 3 for an evaluation error, | ||
| .TP | ||
| .B n \fP[in] - integer | ||
| the number of variables for the problem, | ||
| .TP | ||
| .B nnzj \fP[out] - integer | ||
| the number of nonzeros in J_var and J_fun, | ||
| .TP | ||
| .B lj \fP[in] - integer | ||
| the actual declared dimensions of J_var and J_fun, | ||
| .TP | ||
| .B J_var \fP[out] - integer | ||
| an array whose i-th component is the index of the variable with | ||
| respect to which the derivative is taken, | ||
| .TP | ||
| .B J_fun \fP[out] - integer | ||
| an array whose i-th component is the index of the problem function | ||
| whose derivative is taken. J_fun(i) = 0 indicates the | ||
| objective or Lagrangian function, while J_fun(i) = j > 0 indicates the | ||
| j-th general constraint function. | ||
| .LP | ||
| .SH AUTHORS | ||
| I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint | ||
| .SH "SEE ALSO" | ||
| \fICUTEst: a Constrained and Unconstrained Testing | ||
| Environment with safe threads\fP, | ||
| N.I.M. Gould, D. Orban and Ph.L. Toint, | ||
| Computational Optimization and Applications \fB60\fP:3, pp.545-557, 2014. | ||
|
|
||
| \fICUTEr (and SifDec): A Constrained and Unconstrained Testing | ||
| Environment, revisited\fP, | ||
| N.I.M. Gould, D. Orban and Ph.L. Toint, | ||
| ACM TOMS, \fB29\fP:4, pp.373-394, 2003. | ||
|
|
||
| \fICUTE: Constrained and Unconstrained Testing Environment\fP, | ||
| I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, | ||
| ACM TOMS, \fB21\fP:1, pp.123-160, 1995. | ||
|
|
||
| cutest_csgr(3M), sifdecoder(1). |
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