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C
C ***********************
C SIMPLE DRIVER FOR LBFGS
C ***********************
C
C Example of driver for LBFGS routine, using a
C simple test problem. The solution point is at
C X=(1,...,1) and the optimal function value of 0.
C
C JORGE NOCEDAL
C *** July 1990 ***
C
PROGRAM SDRIVE
PARAMETER(NDIM=2000,MSAVE=7,NWORK=NDIM*(2*MSAVE +1)+2*MSAVE)
DOUBLE PRECISION X(NDIM),G(NDIM),DIAG(NDIM),W(NWORK)
DOUBLE PRECISION F,EPS,XTOL,GTOL,T1,T2,STPMIN,STPMAX
INTEGER IPRINT(2),IFLAG,ICALL,N,M,MP,LP,J
LOGICAL DIAGCO
C
C The driver for LBFGS must always declare LB2 as EXTERNAL
C
EXTERNAL LB2
COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX
C
N=100
M=5
IPRINT(1)= 1
IPRINT(2)= 0
C
C We do not wish to provide the diagonal matrices Hk0, and
C therefore set DIAGCO to FALSE.
C
DIAGCO= .FALSE.
EPS= 1.0D-5
XTOL= 1.0D-16
ICALL=0
IFLAG=0
DO 10 J=1,N,2
X(J)=-1.2D0
X(J+1)=1.D0
10 CONTINUE
C
20 CONTINUE
F= 0.D0
DO 30 J=1,N,2
T1= 1.D0-X(J)
T2= 1.D1*(X(J+1)-X(J)**2)
G(J+1)= 2.D1*T2
G(J)= -2.D0*(X(J)*G(J+1)+T1)
F= F+T1**2+T2**2
30 CONTINUE
CALL LBFGS(N,M,X,F,G,DIAGCO,DIAG,IPRINT,EPS,XTOL,W,IFLAG)
IF(IFLAG.LE.0) GO TO 50
ICALL=ICALL + 1
C We allow at most 2000 evaluations of F and G
IF(ICALL.GT.2000) GO TO 50
GO TO 20
50 CONTINUE
END
C
C ** LAST LINE OF SIMPLE DRIVER (SDRIVE) **
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