e04jaf

Purpose

Synopsis

[x,f,bl,bu,ifail] = e04jaf(x<,bl,bu,ibound,ifail>)

Description

 
 This routine is applicable to problems of the form:
 
   Minimize  F(x ,x ,...,x ) subject to l <=x <=u  , j=1,2,...,n
                1  2      n              j   j   j
 
 when derivatives of F(x) are unavailable.
 
 Special provision is made for problems which actually have no 
 bounds on the x , problems which have only non-negativity bounds 
                j                                                
 and problems in which l =l =...=l  and u =u =...=u . The user 
                        1  2      n      1  2      n          
 must supply a subroutine FUNCT1 to calculate the value of F(x) at
 any point x.
 
 From a starting point supplied by the user there is generated, on
 the basis of estimates of the gradient and the curvature of F(x),
 a sequence of feasible points which is intended to converge to a 
 local minimum of the constrained function. An attempt is made to 
 verify that the final point is a minimum.
 

Parameters

e04jaf

Required Input Arguments:

x (:)                                 real

Optional Input Arguments:                       <Default>

bl (:)                                real     -ones(n,1)*1e6
bu (:)                                real     ones(n,1)*1e6
ibound                                integer  e04jaf02(bl,bu)
ifail                                 integer  -1

Output Arguments:

x (:)                                 real
f                                     real
bl (:)                                real
bu (:)                                real
ifail                                 integer

Fixed Name User-supplied Function

funct1                                function (User-Supplied)