## Class UncminForJava

- java.lang.Object
- edu.stanford.rsl.jpop.fortran.UncminForJava

public class UncminForJavaextends Object

This class contains Java translations of the UNCMIN unconstrained optimization routines. See R.B. Schnabel, J.E. Koontz, and B.E.Weiss,

*A Modular Systemof Algorithms for Unconstrained Minimization*, Report CU-CS-240-82,Comp. Sci. Dept., University of Colorado at Boulder, 1982.**IMPORTANT:**The "_f77" suffixes indicate that these routines useFORTRAN style indexing. For example, you will seefor (i = 1; i <= n; i++)

rather thanfor (i = 0; i < n; i++)

To use the "_f77" routines you will have to declare your vectorsand matrices to be one element larger (e.g., v[101] rather thanv[100], and a[101][101] rather than a[100][100]), and you will haveto fill elements 1 through n rather than elements 0 through n - 1.Versions of these programs that use C/Java style indexing willeventually be available. They will end with the suffix "_j".This class was translated by a statistician from a FORTRAN version of UNCMIN. It is NOT an official translation. It wastesmemory by failing to use the first elements of vectors. When public domain Java optimization routines become available from the people who produced UNCMIN, then

**THE CODE PRODUCEDBY THE NUMERICAL ANALYSTS SHOULD BE USED**.Meanwhile, if you have suggestions for improving thiscode, please contact Steve Verrill at steve@ws13.fpl.fs.fed.us.

### Constructor Summary

Constructors Constructor and Description **UncminForJava**(FunctionController controller)

### Method Summary

Methods Modifier and Type Method and Description `static void`

**initialize**(int n, double[] x_in_java, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl)**Deprecated.**`void`

**optimizeFunction**(int n, double[] x, OptimizableFunction minclass, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl, double[] xpls, double[] fpls, double[] gpls, int[] itrmcd, double[][] a, double[] udiag, double[] numericalGradient, double[] p, double[] sx, double[] wrk0, double[] wrk1, double[] wrk2, double[] wrk3)**Deprecated.**`void`

**optimizeFunction0**(int dimension, double[] initialX_in_java, OptimizableFunction function, double[] vectorX, double[] functionValueAtX, double[] gradientAtX, int[] terminationCode, double[][] hessianAtX, double[] diagonalOfHessian)**Deprecated.**`void`

**optimizeFunction7**(int n, double[] x_in_java, OptimizableFunction minclass, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl, double[] xpls, double[] fpls, double[] gpls, int[] itrmcd, double[][] a, double[] udiag)**Deprecated.**

### Constructor Detail

#### UncminForJava

public UncminForJava(FunctionController controller)

### Method Detail

#### optimizeFunction0

@Deprecatedpublic void optimizeFunction0(int dimension, double[] initialX_in_java, OptimizableFunction function, double[] vectorX, double[] functionValueAtX, double[] gradientAtX, int[] terminationCode, double[][] hessianAtX, double[] diagonalOfHessian)

Deprecated.The optif0_f77 method minimizes a smooth nonlinear function of n variables.A method that computes the function value at any pointmust be supplied. (See Uncmin_methods.java and UncminTest.java.)Derivative values are not required.The optif0_f77 method provides the simplest user access to the UNCMINminimization routines. Without a recompile,the user has no control over options.For details, see the Schnabel et al reference and the comments in the code.Translated by Steve Verrill, August 4, 1998.

- Parameters:
`dimension`

- The number of arguments of the function to minimize`initialX`

- The initial estimate of the minimum point`function`

- A class that implements the OptimizableFunction interface (see the definition in OptimizableFunction.java). See UncminTest_f77.java for an example of such a class. The class must define: 1.) a method, evaluate, to minimize. evaluate must have the form public static double evaluate(double x[]) where x is the vector of arguments to the function and the return value is the value of the function evaluated at x. 2.) a method, gradient, that has the form public static double [] gradient(double x[]) where the return value is the gradient of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the gradient. 3.) a method, hessian, that has the form public static double [] [] hessian(double x[]) where the return value is the Hessian of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the Hessian. If the user wants Uncmin to check the Hessian, then the hessian method should only fill the lower triangle (and diagonal) of the Hessian.`vectorX`

- The final estimate of the minimum point`functionValueAtX`

- The value of f_to_minimize at xpls`gradientAtX`

- The gradient at the local minimum xpls`terminationCode`

- Termination code ITRMCD = 0: Optimal solution found ITRMCD = 1: Terminated with gradient small, xpls is probably optimal ITRMCD = 2: Terminated with stepsize small, xpls is probably optimal ITRMCD = 3: Lower point cannot be found, xpls is probably optimal ITRMCD = 4: Iteration limit (150) exceeded ITRMCD = 5: Too many large steps, function may be unbounded`hessianAtX`

- Workspace for the Hessian (or its estimate) and its Cholesky decomposition`diagonalOfHessian`

- Workspace for the diagonal of the Hessian

#### optimizeFunction7

@Deprecatedpublic void optimizeFunction7(int n, double[] x_in_java, OptimizableFunction minclass, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl, double[] xpls, double[] fpls, double[] gpls, int[] itrmcd, double[][] a, double[] udiag)

Deprecated.The optif9_f77 method minimizes a smooth nonlinear function of n variables.A method that computes the function value at any pointmust be supplied. (See Uncmin_methods.java and UncminTest.java.)Derivative values are not required.The optif9 method provides complete user access to the UNCMINminimization routines. The user has full control over options.For details, see the Schnabel et al reference and the comments in the code.Translated by Steve Verrill, August 4, 1998.

- Parameters:
`n`

- The number of arguments of the function to minimize`x`

- The initial estimate of the minimum point`minclass`

- A class that implements the OptimizableFunction interface (see the definition in GradientOptimizableFunction.java). See UncminTest_f77.java for an example of such a class. The class must define: 1.) a method, evaluate, to minimize. evaluate must have the form public static double evaluate(double x[]) where x is the vector of arguments to the function and the return value is the value of the function evaluated at x. 2.) a method, gradient, that has the form public static double [] gradient(double x[]) where the return value is the gradient of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the gradient. 3.) a method, hessian, that has the form public static double [] [] hessian(double x[]) where the return value is the Hessian of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the Hessian. If the user wants Uncmin to check the Hessian, then the hessian method should only fill the lower triangle (and diagonal) of the Hessian.`typsiz`

- Typical size for each component of x`fscale`

- Estimate of the scale of the objective function`method`

- Algorithm to use to solve the minimization problem = 1 line search = 2 double dogleg = 3 More-Hebdon`iexp`

- = 1 if the optimization function f_to_minimize is expensive to evaluate, = 0 otherwise. If iexp = 1, then the Hessian will be evaluated by secant update rather than analytically or by finite differences.`msg`

- Message to inhibit certain automatic checks and output`ndigit`

- Number of good digits in the minimization function`itnlim`

- Maximum number of allowable iterations`iagflg`

- = 0 if an analytic gradient is not supplied`iahflg`

- = 0 if an analytic Hessian is not supplied`dlt`

- Trust region radius`gradtl`

- Tolerance at which the gradient is considered close enough to zero to terminate the algorithm`stepmx`

- Maximum allowable step size`steptl`

- Relative step size at which successive iterates are considered close enough to terminate the algorithm`xpls`

- The final estimate of the minimum point`fpls`

- The value of f_to_minimize at xpls`gpls`

- The gradient at the local minimum xpls`itrmcd`

- Termination code ITRMCD = 0: Optimal solution found ITRMCD = 1: Terminated with gradient small, X is probably optimal ITRMCD = 2: Terminated with stepsize small, X is probably optimal ITRMCD = 3: Lower point cannot be found, X is probably optimal ITRMCD = 4: Iteration limit (150) exceeded ITRMCD = 5: Too many large steps, function may be unbounded`a`

- Workspace for the Hessian (or its estimate) and its Cholesky decomposition`udiag`

- Workspace for the diagonal of the Hessian

#### initialize

@Deprecatedpublic static void initialize(int n, double[] x_in_java, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl)

Deprecated.The dfault_f77 method sets default values for each inputvariable to the minimization algorithm.Translated by Steve Verrill, August 4, 1998.

- Parameters:
`n`

- Dimension of the problem`x`

- Initial estimate of the solution (to compute max step size)`typsiz`

- Typical size for each component of x`fscale`

- Estimate of the scale of the minimization function`method`

- Algorithm to use to solve the minimization problem`iexp`

- = 0 if the minimization function is not expensive to evaluate`msg`

- Message to inhibit certain automatic checks and output`ndigit`

- Number of good digits in the minimization function`itnlim`

- Maximum number of allowable iterations`iagflg`

- = 0 if an analytic gradient is not supplied`iahflg`

- = 0 if an analytic Hessian is not supplied`dlt`

- Trust region radius`gradtl`

- Tolerance at which the gradient is considered close enough to zero to terminate the algorithm`stepmx`

- "Value of zero to trip default maximum in optchk"`steptl`

- Tolerance at which successive iterates are considered close enough to terminate the algorithm

#### optimizeFunction

@Deprecatedpublic void optimizeFunction(int n, double[] x, OptimizableFunction minclass, double[] typsiz, double[] fscale, int[] method, int[] iexp, int[] msg, int[] ndigit, int[] itnlim, int[] iagflg, int[] iahflg, double[] dlt, double[] gradtl, double[] stepmx, double[] steptl, double[] xpls, double[] fpls, double[] gpls, int[] itrmcd, double[][] a, double[] udiag, double[] numericalGradient, double[] p, double[] sx, double[] wrk0, double[] wrk1, double[] wrk2, double[] wrk3)

Deprecated.The optdrv_f77 method is the driver for the nonlinear optimization problem.Translated by Steve Verrill, May 18, 1998.

- Parameters:
`n`

- The dimension of the problem`x`

- On entry, estimate of the location of a minimum of f_to_minimize`minclass`

- A class that implements the OptimizableFunction interface (see the definition in GradientOptimizableFunction.java). See UncminTest_f77.java for an example of such a class. The class must define: 1.) a method, evaluate, to minimize. evaluate must have the form public static double evaluate(double x[]) where x is the vector of arguments to the function and the return value is the value of the function evaluated at x. 2.) a method, gradient, that has the form public static double [] gradient(double x[]) where the return value is the gradient of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the gradient. 3.) a method, hessian, that has the form public static double [] [] hessian(double x[]) where the return value is the Hessian of f evaluated at x. This method will have an empty body if the user does not wish to provide an analytic estimate of the Hessian. If the user wants Uncmin to check the Hessian, then the hessian method should only fill the lower triangle (and diagonal) of the Hessian.`typsiz`

- Typical size of each component of x`fscale`

- Estimate of scale of objective function`method`

- Algorithm indicator 1 -- line search 2 -- double dogleg 3 -- More-Hebdon`iexp`

- Expense flag. 1 -- optimization function, f_to_minimize, is expensive to evaluate 0 -- otherwise If iexp = 1, the Hessian will be evaluated by secant update rather than analytically or by finite differences.`msg`

- On input: (> 0) message to inhibit certain automatic checks On output: (< 0) error code (= 0, no error)`ndigit`

- Number of good digits in the optimization function`itnlim`

- Maximum number of allowable iterations`iagflg`

- = 1 if an analytic gradient is supplied`iahflg`

- = 1 if an analytic Hessian is supplied`dlt`

- Trust region radius`gradtl`

- Tolerance at which the gradient is considered close enough to zero to terminate the algorithm`stepmx`

- Maximum step size`steptl`

- Relative step size at which successive iterates are considered close enough to terminate the algorithm`xpls`

- On exit: xpls is a local minimum`fpls`

- On exit: function value at xpls`gpls`

- On exit: gradient at xpls`itrmcd`

- Termination code`a`

- workspace for Hessian (or its approximation) and its Cholesky decomposition`udiag`

- workspace (for diagonal of Hessian)`numericalGradient`

- workspace (for gradient at current iterate)`p`

- workspace for step`sx`

- workspace (for scaling vector)`wrk0`

- workspace`wrk1`

- workspace`wrk2`

- workspace`wrk3`

- workspace

**SCaVis 2.2 © jWork.ORG**