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view libcruft/fsqp/Version @ 2512:fda09c1e787e
[project @ 1996-11-14 08:39:41 by jwe]
author | jwe |
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date | Thu, 14 Nov 1996 08:39:47 +0000 |
parents | 12ff450cbb1f |
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Enhancements in successive versions of FSQP Version 3.3 : April 1993 1. If the user so requests (via "mode"), during the line search, FSQP will now evaluate objectives only after having determined that all constraints are satisfied. This is of value when some objective functions are not defined outside the feasible set. 2. The reserved common block "fsqpst" is no longer used by FSQP. Instead, a new reserved common block "fsqpus" is provided to give the users a choice of several possible stopping criteria. (As a side-effect, the user is not allowed any more to have his/her own block data; see Section 4 of the manual for details.) 3. Some imperfections are fixed (e.g., comparision of double precision number to hard zero, and incorrect checking of value of "mode"). Version 3.2 : March 1993 1. The user is given the option to print output at every Nth iteration and at the end, where N is a multiple of 10. Version 3.1a : January 1993 1. Bugs are fixed (with the help of Yaguang Yang). These bugs have to do with finding a feasible point. There should be no effect if the user's problem does not contain both nonlinear and linear equality constraints. Version 3.1 : November 1992 1. Possible division by zero is avoided. 2. Objective and constraint values at initial feasible point are printed out if iprint >=1. 3. Estimates of Lagrange multipliers are made available on output even when execution is terminated abnormally in phase 2. 4. Incorrect descriptions of nineq, neq, iwsize and nwsize in the user's manual and in the comments in fsqpd.f are corrected. Version 3.0d : October 1992 1. Some imperfections (identified by WATFOR) are cleaned up. 2. Erroneous declaration of dummy argument in sampl*.f are corrected. Version 3.0c : September 1992 1. A bug in identifying the active set of objectives is fixed. (Thanks go to Yaguang Yang.) 2. Some imperfections (identified by WATFOR) are cleaned up. (Thanks go to Jaroslav Dolezal and Jiri Fidler at CZ Academy of Sciences.) Version 3.0b : August 1992 1. A bug in assigning iskip(*) is fixed. This has to do with finding a feasible point. 2. Other bugs associated with nonlinear equality constraints are fixed. The effect is on nonmonotone line search. (Thanks go to Yaguang Yang at the Institute for Systems Research, University of Maryland at College Park.) Version 3.0a : June 1992 1. A bug in check.f is fixed and a typo is corrected. 2. A bug in initpt.f is fixed. 3. Printout message is adjusted for various situations. 4. Computation of initial equality constraint violation is corrected. (Thanks go to Jaroslav Dolezal and Jiri Fidler at CZ Academy of Sciences) 5. An output error for function values is corrected. Version 3.0 : June 1992 1. FSQP now also handles nonlinear equality constraints. "Semi-feasibility" for these constraints is maintained in the following sense: given a scalar constraint h(x)=0, if h(x0)<=0 (resp. >=0), then h(xk)<=0 (resp. >=0) for all k. 2. An option is added to allow users to have their own stopping criterion. 3. The interface for QPSOL is no longer part of the standard distribution (but it is still available on request). 4. Objective and constraints now must be provided in Fortran "subroutines" rather than "functions". 5. Concerning the default stopping criterion, the norm requirement on the Kuhn-Tucker vector is replaced by a norm requirement on the Newton direction. 6. The meaning of "mode" is redefined to encompass several attributes. 7. The argument list to call FSQPD is modified. 8. The Hessian matrix is reset to the identity whenever the line search fails to complete after a specified number of step reductions, provided the last reset occurred at least 5*nparam iterations earlier (it used to be 1*nparam). Version 2.4b : November 1991 1. Bugs are fixed that affected the computation of a feasible point and the initialization of iskp. (Thanks go to Klaus Schittkowski at U Bayreuth and John Hauser at USC.) Version 2.4a : November 1991 Mostly fixes on problems uncovered by Roque Donizete de Oliveira (Michigan. ) 1. A bug is fixed that affected the multipliers given on output. 2. A few unused statements are commented out. 3. small() is modified to avoid too small a number on machines that use extra-length registers for internal computations (with Roque's help). Version 2.4 : October 1991 1. The Hessian matrix is reset to the identity whenever the line search fails to complete after a specified number of step reductions, provided the last reset occurred at least nparam iterations earlier. Version 2.3B : September 1991 1. A bug is fixed in reordering active functions. Version 2.3A : September 1991 1. A bug is fixed in reordering active functions. Version 2.3 : July 1991 1. KKT multipliers at the solution point are provided on output. 2. Bugs are fixed and code is adapted to be accepted by some "tough" compilers (with the help of K. Schittkowski). Version 2.2 : June 1991 1. In computing d~, only the most "active" constraints and objectives are taken into account, thus reducing the number of function evaluations. 2. Refinements of nonmonotone line search are implemented for minimax problems without nonlinear constraints. 3. Line search is more efficient. 4. A bug is fixed in the computation of d~ in mode=1. 5. The calling sequences of both gradcn and gradob are simplified. Version 2.1 : April 1991 1. FSQP can use either of two quadratic programming codes: QPSOL or QLD. 2. Reorder constraints and objectives to enable more efficient line search. Version 2.0B : March 1991: Bugs are fixed Version 2.0A : October 1990: Bugs are fixed Version 2.0 : August 1990 1. Extension to the solution of constrained minimax problems. Version 1.0B : June 1990: Bugs are fixed Version 1.0A : December 1989: Bugs are fixed Version 1.0 : August 1989