TOMLAB OPTIMIZATION ENVIRONMENT: minosTL
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TOMLAB OPTIMIZATION ENVIRONMENT: minosTL |
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minosTL
Purpose
TOMLAB MINOS NLP Interface
Syntax
Result = minosTL(funfdf,funcdc,Prob)
Description
For a problem description, see conAssign
.
MINOS creates a print file (print.dat) and a summary file
(summary.dat).
Input Parameters
funfdf Name of routine [f,gradf] = funfdf(x, Prob, mode, nstate).
Normally funfdf=nlp_fg, included in TOMLAB.
funcdc Name of routine [g,gJac] = funcdc(x, Prob, mode, nstate).
Normally funcdc=nlp_cdcS, included in TOMLAB.
Prob Problem structure in TOMLAB format.
Fields used in input structure Prob
(call Prob=conAssign(...) or
Prob=ProbDef; to define Prob).
x_L, x_U Bounds on variables. b_L, b_U Bounds on linear constraints. c_L, c_U Bounds on nonlinear constraints. A Linear constraint matrix. QP.c Linear coefficients in objective function. PriLevOpt Print level. WarmStart If true, use warm start, otherwise cold start.
Fields used in Prob.SOL:
xs Solution and slacks from previous run.
hs State for solution and slacks from previous run.
nS Number of superbasics from previous run.
SpecsFile Name of user defined SPECS file, read BEFORE optPar() is used.
PrintFile Name of SOL Print file. Amount and type of printing determined
by SPECS parameters or optPar parameters.
SummFile Name of SOL Summary File.
optPar Elements > -999 takes precedence over corresponding TOMLAB
params.
Description of the optPar vector
optPar is a structure with optimization parameters.
MINOS keywords in optPar(#) - and the fields used in
optParam
Define: nnL = max(nnObj,nnJac))
# SPECS keyword text Lower Default Upper Comment
Printing
1. PRINT LEVEL 0 0 11111 JFLXB:
Jac, fCon, lambda, x, B=LU stats
-PriLev=0 to PRINT LEVEL 0, 1 to 1, 2 to 11111, 3 to 111111
3. PRINT FILE 0 0 99 Fortran Unit #
-Set to 9 by default
4. SUMMARY FILE 0 0 Fortran Unit #
-Set to 6 by default
5. PRINT FREQUENCY 0 100
-PriFreq
6. SUMMARY FREQUENCY 0 1
-SummFreq
7. SOLUTION YES/NO 0 1 1 1 = YES; 0 = NO
8. SUPPRESS PARAMETERS 0 0 1 1 = True
Convergence Tolerances
9. ROW TOLERANCE >0 1E-6
-cTol Feasibility tol on nonlinear constraints.
10. OPTIMALITY TOLERANCE >0 max(1E-6,(10eps_R)^0.5)=1.73E-6
-eps_x Optimality tolerance
11. FEASIBILITY TOLERANCE >0 1E-6
-bTol Feasibility tol on linear constraints.
Derivative checking
13. VERIFY LEVEL -1 0 3 {-1,0,1,2,3}
14. START OBJECTIVE CHECK AT COL 0 1 nnObj
15. STOP OBJECTIVE CHECK AT COL 0 nnObj nnObj
16. START CONSTRAINT CHECK AT COL 0 1 nnJac
17. STOP CONSTRAINT CHECK AT COL 0 nnJac nnJac
Scaling
18. SCALE OPTION 0 1 or 2 2 2 if LP,1 if NLP
19. SCALE TOLERANCE >0 0.9 <1
20. SCALE PRINT 0 0 1 1 = True
Other Tolerances
21. CRASH TOLERANCE 0 0.1 <1
22. LINESEARCH TOLERANCE >0 0.9 <1
-sigma Line search accuracy, LineSearch.sigma
23. LU FACTOR TOLERANCE 1 100 or 5 100 if LP
24. LU UPDATE TOLERANCE 1 10 or 5 10 if LP
25 LU DENSITY TOLERANCE >0 0.5
26. LU SINGULARITY TOLERANCE >0 3.25E-11 eps^(0.67)
27. PIVOT TOLERANCE >0 3.25E-11 eps^(0.67)
-eps_Rank Rank tolerance
LP or LC subproblems
28. CRASH OPTION 0 3 3 {0,1,2,3}
29. WEIGHT ON LINEAR OBJECTIVE 0.0 0.0 during Phase 1
30. ITERATION LIMIT 0 3m + 10nnL
-MaxIter
31. PARTIAL PRICE 1 10 or 1 10 if LP
SLC method
32. MAXIMIZE 0 0 1 1=maximize
33. LAGRANGIAN 0 1 1 1=YES, 0=NO
34. PENALTY PARAMETER 0.0 1.0
35. MAJOR ITERATIONS LIMIT >0 50
-MajorIter Iterations (major its)
36. MINOR ITERATIONS LIMIT >0 40
-MinorIter Iterations (minor its)
37. MAJOR DAMPING PARAMETER >0 2.0
38. MINOR DAMPING PARAMETER >0 2.0
39. DERIVATIVE LEVEL 0 3 3 {0,1,2,3}
-DerLevel - Is set by minosTL dependent on Prob.ConsDiff, Prob.NumDiff
40. RADIUS OF CONVERGENCE 0.0 0.01
41. FUNCTION PRECISION >0 3.0E-13 eps^0.8=eps_R
-fTol Relative tolerance on function
42. DIFFERENCE INTERVAL >0 5.48E-8 eps^0.4
-DiffInt
43. CENTRAL DIFFERENCE INTERVAL >0 6.70E-5 eps^{0.8/3}
-CentralDiff
44. COMPLETION 0 1 LC, 0 NC 1 0=PARTIAL 1=FULL
45. UNBOUNDED STEP SIZE >0 1E20
46. UNBOUNDED OBJECTIVE >0 1E10
Hessian approximation
47. HESSIAN DIMENSION 1 50 1+nnL
48. SUPERBASICS LIMIT 1 50 1+nnL
Frequencies
51. CHECK FREQUENCY >0 60
52. EXPAND FREQUENCY >0 10000
53. FACTORIZATION FREQUENCY >0 50
54. SAVE FREQUENCY >0 100
BASIS files
55. OLD BASIS file 0 0
56. NEW BASIS file 0 0
57. BACKUP BASIS file 0 0
58. INSERT file 0 0
59. PUNCH file 0 0
60. LOAD file 0 0
61. DUMP file 0 0
62. SOLUTION file 0 0
63. LU COMPLETE PIVOTING 0 0 1 1=complete,0=partial
or LU PARTIAL PIVOTING
Fields used in optParam: MINOS keywords
cTol Feasibility tol on nonlinear constraints (FEASIBILITY TOL)
bTol Feasibility tol on linear constraints (FEASIBILITY TOL)
fTol Relative tolerance on function (FUNCTION PRECISION)
eps_x Optimality tolerance (OPTIMALITY TOL)
eps_x Optimality tolerance in QP sub problems (OPTIMALITY TOL)
eps_Rank Rank tolerance (PIVOT TOLERANCE)
sigma Line search accuracy, LineSearch.sigma (LINESEARCH TOLERANCE)
MaxIter Iterations (ITERATIONS)
MajorIter Major Iterations (MAJOR ITERATIONS)
MinorIter Minor Iterations (MINOR ITERATIONS)
Output Parameters
Result Structure with results (see ResultDef.m):
f_k Function value at optimum.
x_k Solution vector.
x_0 Initial solution vector.
g_k Gradient of the function.
c_k Nonlinear constraint residuals.
cJac Nonlinear constraint gradients.
xState State of variables. Free == 0; On lower == 1; On upper == 2;
Fixed == 3;
bState State of linear constraints. Free == 0; Lower == 1; Upper == 2;
Equality == 3;
cState State of nonlinear constraints. Free == 0; Lower == 1; Upper == 2;
Equality == 3;
v_k Lagrangian multipliers (for bounds + dual solution vector).
ExitFlag Exit status from minos.m (similar to TOMLAB).
Inform MINOS information parameter.
rc Reduced costs. If ninf=0, last m == -v_k.
Iter Number of iterations.
FuncEv Number of function evaluations.
GradEv Number of gradient evaluations.
ConstrEv Number of constraint evaluations.
QP.B Basis vector in TOMLAB QP standard.
MinorIter Number of minor iterations.
Solver Name of the solver (minos).
SolverAlgorithm Description of the solver.
The following output are set in the Result.SOL sub field
xs Solution and slack variables. hs State for variables and slacks in xs. nS # of superbasics. nInf # of infeasibilities. sInf Sum of infeasibilities.
See Also
conAssign, MINOS, minos
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minos |