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{\scriptsize |
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\begin{verbatim} |
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lsopt_top |
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| |
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|---- check arguments |
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|---- CALL INSTORE |
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| | |
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| |---- determine whether OPWARMI available: |
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| * if no: cold start: create OPWARMI |
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| * if yes: warm start: read from OPWARMI |
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| create or open OPWARMD |
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| |
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|---- check consistency between OPWARMI and model parameters |
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| |
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|---- >>> if COLD start: <<< |
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| | first simulation with f.g. xx_0; output: first ff_0, gg_0 |
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| | set first preconditioner value xdiff_0 to 1 |
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| | store xx(0), gg(0), xdiff(0) to OPWARMD (first 3 entries) |
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| | |
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| >>> else: WARM start: <<< |
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| read xx(i), gg(i) from OPWARMD (first 2 entries) |
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| for first warm start after cold start, i=0 |
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| |
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| |
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| |
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|---- /// if ITMAX > 0: perform optimization (increment loop index i) |
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| ( |
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| )---- save current values of gg(i-1) -> gold(i-1), ff -> fold(i-1) |
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| (---- CALL LSUPDXX |
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| ) | |
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| ( |---- >>> if jmax=0 <<< |
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| ) | | first optimization after cold start: |
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| ( | | preconditioner estimated via ff_0 - ff_(first guess) |
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| ) | | dd(i-1) = -gg(i-1)*preco |
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| ( | | |
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| ) | >>> if jmax > 0 <<< |
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| ( | dd(i-1) = -gg(i-1) |
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| ) | CALL HESSUPD |
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| ( | | |
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| ) | |---- dd(i-1) modified via Hessian approx. |
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| ( | |
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| ) |---- >>> if <dd,gg> >= 0 <<< |
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| ( | ifail = 4 |
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| ) | |
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| ( |---- compute step size: tact(i-1) |
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| ) |---- compute update: xdiff(i) = xx(i-1) + tact(i-1)*dd(i-1) |
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| ( |
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| )---- >>> if ifail = 4 <<< |
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| ( goto 1000 |
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| ) |
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| (---- CALL OPTLINE / LSLINE |
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| ) | |
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... ... ... |
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\end{verbatim} |
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} |
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