IMSL

[ignacio82]

Hi everyone,

I'm trying to learn how to use IMSL. I have a very simple program that finds a minimum and I would like to make a modification to it.
Right now the function I'm minimizing is
F = 1.0E2*(X(2)-X(1)*X(1))**2 + (1.0E0-X(1))**2

I'm trying to figure out whether is possible to write my own subroutine (minimize1) that uses IMSL and takes a and b as arguments instead of having 1.0E2 and 1.0E0 as numbers in F.
Is this posible?
Thanks!!

USE BCONF_INT
USE UMACH_INT
 
      IMPLICIT   NONE
      INTEGER    N
      PARAMETER  (N=2)
!
      INTEGER    IPARAM(7), ITP, L, NOUT
      REAL       F, FSCALE, RPARAM(7), X(N), XGUESS(N), &
                XLB(N), XSCALE(N), XUB(N)
      EXTERNAL   ROSBRK
!
      DATA XGUESS/-1.2E0, 1.0E0/
      DATA XLB/-2.0E0, -1.0E0/, XUB/0.5E0, 2.0E0/
!                                 All the bounds are provided
      ITP = 0
!                                 Default parameters are used
      IPARAM(1) = 0
!                                 Minimize Rosenbrock function using
!                                 initial guesses of -1.2 and 1.0
      CALL BCONF (ROSBRK, ITP, XLB, XUB, X, XGUESS=XGUESS,  &
                 iparam=iparam, FVALUE=F)
!                                 Print results
      CALL UMACH (2, NOUT)
      WRITE (NOUT,99999) X, F, (IPARAM(L),L=3,5)
!
99999 FORMAT ('  The solution is ', 6X, 2F8.3, //, '  The function ', &
            'value is ', F8.3, //, '  The number of iterations is ', &
            10X, I3, /, '  The number of function evaluations is ', &
            I3, /, '  The number of gradient evaluations is ', I3)
!
      END
!
      SUBROUTINE ROSBRK (N, X, F)
      INTEGER    N
      REAL       X(N), F
!
      F = 1.0E2*(X(2)-X(1)*X(1))**2 + (1.0E0-X(1))**2
!
      RETURN
      END

 

[xwb]

You could be sneaky and set them up using ENTRY but I don't know if that works for your version of Fortran.

      SUBROUTINE ROSBRK (N, X, F)
      INTEGER    N
      REAL       X(N), F
      REAL       A,B
      SAVE       A,B
!
      F = A*(X(2)-X(1)*X(1))**2 + (B-X(1))**2
!
      RETURN
      ENTRY ROSBRKINIT (AVAL, BVAL)
      A = AVAL
      B = BVAL
      RETURN
      END