nonlin_optimize Module



Contents


Derived Types

type, public, extends(line_search_optimizer) ::  bfgs

Defines a Broyden–Fletcher–Goldfarb–Shanno (BFGS) solver for minimization of functions of multiple variables.

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Type-Bound Procedures

procedure , public :: get_line_search => lso_get_line_search Subroutine
procedure , public :: get_max_fcn_evals => oe_get_max_eval Function
procedure , public :: get_print_status => oe_get_print_status Function
procedure , public :: get_tolerance => oe_get_tol Function
procedure , public :: get_use_line_search => lso_get_use_search Function
procedure , public :: get_var_tolerance => lso_get_var_tol Function
procedure , public :: is_line_search_defined => lso_is_line_search_defined Function
procedure , public :: set_default_line_search => lso_set_default Subroutine
procedure , public :: set_line_search => lso_set_line_search Subroutine
procedure , public :: set_max_fcn_evals => oe_set_max_eval Subroutine
procedure , public :: set_print_status => oe_set_print_status Subroutine
procedure , public :: set_tolerance => oe_set_tol Subroutine
procedure , public :: set_use_line_search => lso_set_use_search Subroutine
procedure , public :: set_var_tolerance => lso_set_var_tol Subroutine
procedure , public :: solve => bfgs_solve Subroutine

type, public, extends(equation_optimizer) ::  line_search_optimizer

A class describing equation optimizers that use a line search algorithm to improve convergence behavior.

Type-Bound Procedures

procedure , public :: get_line_search => lso_get_line_search Subroutine
procedure , public :: get_max_fcn_evals => oe_get_max_eval Function
procedure , public :: get_print_status => oe_get_print_status Function
procedure , public :: get_tolerance => oe_get_tol Function
procedure , public :: get_use_line_search => lso_get_use_search Function
procedure , public :: get_var_tolerance => lso_get_var_tol Function
procedure , public :: is_line_search_defined => lso_is_line_search_defined Function
procedure , public :: set_default_line_search => lso_set_default Subroutine
procedure , public :: set_line_search => lso_set_line_search Subroutine
procedure , public :: set_max_fcn_evals => oe_set_max_eval Subroutine
procedure , public :: set_print_status => oe_set_print_status Subroutine
procedure , public :: set_tolerance => oe_set_tol Subroutine
procedure , public :: set_use_line_search => lso_set_use_search Subroutine
procedure , public :: set_var_tolerance => lso_set_var_tol Subroutine
procedure (nonlin_optimize_fcn) , public , pass :: solve

type, public, extends(equation_optimizer) ::  nelder_mead

Defines a solver based upon Nelder and Mead's simplex algorithm for minimization of functions of multiple variables.

Type-Bound Procedures

procedure , public :: get_initial_size => nm_get_size Function
procedure , public :: get_max_fcn_evals => oe_get_max_eval Function
procedure , public :: get_print_status => oe_get_print_status Function
procedure , public :: get_simplex => nm_get_simplex Function
procedure , public :: get_tolerance => oe_get_tol Function
procedure , public :: set_initial_size => nm_set_size Subroutine
procedure , public :: set_max_fcn_evals => oe_set_max_eval Subroutine
procedure , public :: set_print_status => oe_set_print_status Subroutine
procedure , public :: set_simplex => nm_set_simplex Subroutine
procedure , public :: set_tolerance => oe_set_tol Subroutine
procedure , public :: solve => nm_solve Subroutine