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solvopt.h
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solvopt.h
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/* This is a header file to include to
a function calling to the function solvopt */
void null_entry();
double solvopt_options[13]={-1.e0,1.e-4,1.e-6,15.e3,0.e0,1.e-8,2.5e0,1.e-11,0.e0,0.e0,0.e0,0.e0,0.e0};
/*
solvopt_options[0]= H, where sign(H)=-1 resp. sign(H)=+1 means minimize
resp. maximize FUN (valid only for unconstrained problem)
and H itself is a factor for the initial trial step size
(options[0]=-1.e0 by default),
solvopt_options[1]= relative error for the argument
in terms of the max-norm (1.e-4 by default),
solvopt_options[2]= relative error for the function value (1.e-6 by default),
solvopt_options[3]= limit for the number of iterations (15000 by default),
solvopt_options[4]= control of the display of intermediate results and
error resp. warning messages (default value is 0,
i.e., no intermediate output but error and warning
messages),
solvopt_options[5]= admissible maximal residual for a set of constraints
(options[5]=1.e-8 by default),
@solvopt_options[6]= the coefficient of space dilation (2.5 by default),
@solvopt_options[7]= the lower bound for the stepsize used for the finite
difference approximation of gradients (1.e-11 by default).
(@ ... changes should be done with care)
Returned optional values:
options[8], the number of iterations, options[8]<0 means
an error occured,
options[9], the number of objective function evaluations,
options[10],the number of gradients evaluations,
*/