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mod_optimization.f90
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mod_optimization.f90
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Module mod_optimization
!$$$ program documentation block
! . . .
! program name: mod_optimization
! programmer: da,cheng org: umd date: 2015-Dec-07
!
! purpose:
! minimization module
!
! revision history:
! 2015-Dec-07 da - creator
!
! file dependencies:
!
! attributes:
! language: fortran 90
! machine :
!
!
!$$$ end documentation block
Implicit none
Private
Public :: run_lbfgs
Public :: destroy_lbfgs
integer,parameter :: r8 = 8
Type :: tLBGFS
logical :: linit = .false.
logical :: ldiagco = .false.
integer :: ndim = 0 ! dimensions of the control variables (n)
integer :: ncorr = 0 ! number of correction used in the bgfs update (m)
integer :: iprint(2) = 0
integer :: iflag = 0
real(r8) :: eps_machine = 0.d0 ! (xtol)
real(r8),allocatable :: wk(:) ! workspace (w)
real(r8),allocatable :: rdiag(:) ! (diag)
Endtype
Type(tLBGFS), save :: config_lbfgs
Contains
Subroutine initialize_lbfgs( ndim )
!$$$ subprogram documentation block
! . . .
! Program name:
! programmer: Da,Cheng org: umd date: 2015-MON-DD
!
! Purpose:
!
!
! Revision history:
! 2015-MON-DD Da,Cheng -Creator
!
! Input args:
!
! Output args:
!
!
!
!$$$
Implicit None
! Passed args
Integer,intent(in) :: ndim
! Local vars
Integer :: nwk
! default settings
config_lbfgs%ncorr = 5 ! should be >0. 3~7 recommended
config_lbfgs%ldiagco = .FALSE.
config_lbfgs%iprint(1) = 1
config_lbfgs%iprint(2) = 0
config_lbfgs%iflag = 0
! set dims of control vars
config_lbfgs%ndim = ndim
! get machine precision
config_lbfgs%eps_machine = EPSILON(0.0d0)
! allocate arrays
allocate( config_lbfgs%rdiag(config_lbfgs%ndim) )
config_lbfgs%rdiag = 0.0d0
nwk = config_lbfgs%ndim*(2*config_lbfgs%ncorr+1) + &
2*config_lbfgs%ncorr
allocate( config_lbfgs%wk(nwk) )
config_lbfgs%linit = .TRUE.
Endsubroutine
Subroutine run_lbfgs( ndim, x, func, grad, eps_opt, istatus )
!$$$ subprogram documentation block
! . . .
! Program name:
! programmer: Da,Cheng org: umd date: 2015-MON-DD
!
! Purpose:
!
!
! Revision history:
! 2015-MON-DD Da,Cheng -Creator
!
! Input args:
!
! Output args:
!
!
!
!$$$
Implicit None
! Passed args
Integer,intent(in) :: ndim
Real(r8),intent(inout) :: x(ndim)
Real(r8),intent(inout) :: func
Real(r8),intent(inout) :: grad(ndim)
Real(r8),intent(in) :: eps_opt
Integer,intent(out) :: istatus
! vars required by subroutine LBFGS
external LB2
integer :: MP, LP
real(r8) :: GTOL, STPMIN, STPMAX
COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX
! peform some check
If ( .not.(config_lbfgs%linit) ) Then
Write(6,*), "1st run of LBFGS algorithm: initialize vars"
Call initialize_lbfgs( ndim )
Endif
Call LBFGS( config_lbfgs%ndim, config_lbfgs%ncorr, x, func, grad, &
config_lbfgs%ldiagco, config_lbfgs%rdiag, &
config_lbfgs%iprint, eps_opt, config_lbfgs%eps_machine, &
config_lbfgs%wk, config_lbfgs%iflag )
istatus = config_lbfgs%iflag
If ( config_lbfgs%iflag == 0 ) Then
Write(6,*) "finish minimization procedure"
Call Destroy_lbfgs()
Endif
Endsubroutine
Subroutine destroy_lbfgs()
!$$$ subprogram documentation block
! . . .
! Program name:
! programmer: Da,Cheng org: umd date: 2015-MON-DD
!
! Purpose:
!
!
! Revision history:
! 2015-MON-DD Da,Cheng -Creator
!
! Input args:
!
! Output args:
!
!
!
!$$$
Implicit None
If ( .not.( config_lbfgs%linit ) ) Return
config_lbfgs%ndim = 0
config_lbfgs%ncorr = 0
config_lbfgs%eps_machine = 0.d0
If ( Allocated( config_lbfgs%wk ) ) Deallocate( config_lbfgs%wk )
If ( Allocated( config_lbfgs%rdiag ) ) Deallocate( config_lbfgs%rdiag )
config_lbfgs%linit = .FALSE.
Endsubroutine
Endmodule