public TN(MCHPR1 mchpr1, LMQN lmqn)
{
#region Set Dependencies
this._mchpr1 = mchpr1; this._lmqn = lmqn;
#endregion
}
public TN()
{
#region Initialization Common Blocks
CommonBlock SUBSCR = new CommonBlock(0, 15, 0, 0);
#endregion
#region Dependencies (Initialization)
MCHPR1 mchpr1 = new MCHPR1();
DNRM2 dnrm2 = new DNRM2();
DDOT ddot = new DDOT();
DCOPY dcopy = new DCOPY();
ZTIME ztime = new ZTIME();
SSBFGS ssbfgs = new SSBFGS();
DAXPY daxpy = new DAXPY();
NEGVEC negvec = new NEGVEC();
GETPTC getptc = new GETPTC();
LSOUT lsout = new LSOUT();
DXPY dxpy = new DXPY();
SETPAR setpar = new SETPAR(SUBSCR);
GTIMS gtims = new GTIMS(SUBSCR);
STEP1 step1 = new STEP1(mchpr1);
CHKUCP chkucp = new CHKUCP(mchpr1, dnrm2);
SETUCR setucr = new SETUCR(ddot);
INITP3 initp3 = new INITP3(ddot, dcopy);
INITPC initpc = new INITPC(initp3, SUBSCR);
MSLV mslv = new MSLV(ddot, ssbfgs);
MSOLVE msolve = new MSOLVE(mslv, SUBSCR);
NDIA3 ndia3 = new NDIA3(ddot);
MODLNP modlnp = new MODLNP(ddot, initpc, ztime, msolve, gtims, ndia3, daxpy, negvec, dcopy);
LINDER linder = new LINDER(ddot, getptc, lsout, dcopy);
LMQN lmqn = new LMQN(dnrm2, step1, ddot, setpar, chkucp, setucr, modlnp, dcopy, linder, dxpy
, SUBSCR);
#endregion
#region Set Dependencies
this._mchpr1 = mchpr1; this._lmqn = lmqn;
#endregion
}
public double[] ComputeMin(OptMultivariateFunction function, OptMultivariateGradient gradient, OptVariable[] variables, double tolerance, double ACCRCY, ref int nMax)
{
if (this.MeLMQN == null) this.MeLMQN = new LMQN();
this.Initialize(function, gradient, variables);
if (this.MeNumFreeVariables == 0) return this.MeExternalVariables;
int IERROR = 0;
this.MeLMQN.Run(ref IERROR, this.MeNumFreeVariables, ref this.MeFreeVariables, 0, ref this.MeF,
ref this.MeGradientArray, 0, ref this.MeW, 0, this.MeLW, this.internalFunction, this.MeMSGLVL, this.MeMAXIT, nMax,
this.MeETA, this.MeSTEPMX, ACCRCY, tolerance);
int index = 0;
for (int i = 0; i < variables.Length; i++)
{
if (variables[i].Fixed == false)
{
this.MeExternalVariables[i] = this.MeFreeVariables[index];
index++;
}
}
nMax = this.internalFunction.FunEvaluations;
return this.MeExternalVariables;
}
