subroutine cpnonsyssolver(funcnleq1,fmin_funcnleq1, & f1dim_funcnleq1,x0min,x0ori,xp,x0max,fp, & nunknowns,iwhichsolver) implicit none integer nunknowns,iwhichsolver double precision x0min(nunknowns),x0ori(nunknowns), & xp(nunknowns),x0max(nunknowns),fp(nunknowns) !-------- Specified values --------------------------------------- !funcnleq1: the subroutine that calculates the functional values of the ! the nonlinear system in the following form: ! funcnleq1(nunknowns,xp,fp,fsqsum) !fmin_funcnleq1: the subroutine that calls funcnleq1 and returns fsqsum (half ! of the sum of the squared functional values of the nonlinear system) ! fmin_funcnleq1(nunknowns,xp,fsqsum) !f1dim_funcnleq1: a function subroutine that returns fsqsum ! f1dim_funcnleq1(xp) ! nunknowns: The number of unknowns to be solved ! x0ori(1:nunknowns): initial guess for the unknowns ! x0min(1:nunknowns): lower bound of the solution ! x0max(1:nunknowns): upper bound of the solution ! --------- Calculated values ------------------------------------- ! fp(1:nunknowns): function values at the last step of iteration ! xp(1:nunknowns): final solutions ! iwhichsolver: ! =1 solved by plain fixed point method 1 ! =2 solved by fixed point method 2 ! =3 solved by fixed point method 3 ! =4 solved by fixed point method 4 ! =6 solved by broydn ! =7 Solved by multiobjective minimization. ! =-9999 Best approximation returned. Solution may not be accurate. ! --------- Local variables --------------------------------------- double precision x0(nunknowns),TOLF,stpmax,scldstpmax, & sum,tb,tp,xb(nunknowns),fb(nunknowns),fsqsum, & f1dim_funcnleq1 integer i,irepeat,maxrepeats,IERR,notfound intrinsic dble parameter(maxrepeats=100,notfound=-9999,TOLF=1.0d-10) external funcnleq1,fmin_funcnleq1,f1dim_funcnleq1 !------------------------------------------------------------------- stpmax=0.0d0 sum=0.0d0 do i=1, nunknowns x0(i)=x0ori(i) sum=sum+x0ori(i)*x0ori(i) stpmax=stpmax+ & (x0min(i)-x0max(i))*(x0min(i)-x0max(i)) enddo stpmax=dsqrt(stpmax)/4.0d0 scldstpmax=stpmax/dmax1(dsqrt(sum),dble(nunknowns)) ! In Numerical Recipes, scldstpmax (STPMX) is 100 scldstpmax=dmax1(100.0d0,scldstpmax) iwhichsolver=notfound do irepeat=1,maxrepeats call cpfixedpoint(funcnleq1,x0min,x0,xp, & x0max,fp,nunknowns,TOLF,stpmax,iwhichsolver) if(iwhichsolver.ne.notfound)return tp=dabs(fp(1)) xb(1)=xp(1) do i=2,nunknowns if(dabs(fp(i)).gt.tp)tp=dabs(fp(i)) xb(i)=xp(i) enddo call cpbroydn(x0min,xb,x0max,scldstpmax,nunknowns, & fb,funcnleq1,TOLF,IERR) call funcnleq1(nunknowns,xb,fb,fsqsum) tb=dabs(fb(1)) do i=2,nunknowns if(dabs(fb(i)).gt.tb)tb=dabs(fb(i)) enddo do i=1,nunknowns if(xb(i).lt.x0min(i).or.xb(i).gt.x0max(i))then tb=1.0d+100 endif enddo if(tb.lt.tp)then do i=1,nunknowns xp(i)=xb(i) fp(i)=fb(i) enddo if(tb.lt.TOLF)then iwhichsolver=6 return endif endif fsqsum=0.0d0 do i=1,nunknowns fsqsum=fsqsum+fp(i)*fp(i) enddo tp=fsqsum call cpnongradopt(nunknowns,fmin_funcnleq1, & f1dim_funcnleq1,xp,x0min,x0max,TOLF,fsqsum) if(dabs(tp-fsqsum).gt.TOLF)then call cpRepeatCompassSearch(nunknowns,xp,fsqsum, & x0min,x0max,fmin_funcnleq1,f1dim_funcnleq1, & TOLF) endif call funcnleq1(nunknowns,xp,fp,fsqsum) tp=dabs(fp(1)) do i=2,nunknowns if(dabs(fp(i)).gt.tp)tp=dabs(fp(i)) enddo if(tp.lt.TOLF)then iwhichsolver=7 return endif IERR=0 do i=1,nunknowns if(dabs(xp(i)-x0(i)).gt.TOLF)IERR=1 enddo if(IERR.eq.0)return do i=1,nunknowns x0(i)=xp(i) enddo enddo end subroutine cpnonsyssolver