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Minimization related commands
Ind
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2)
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7)
8)
Keyword
NOC
PRINT
FAIL
SFACTOR
FTOL
LSNOC
LSTOL
CANCEL
45
Description
Number of calls
Printout level
Failures allowed
Step factor
Min. relative drop
Line search calls
Line search tolerance
Cancel / Proceed
Value
300
1
4
3.
0.
30
0.001
1
Allowed values
Any int >= 1
{0,1,2}
Any int >= 1
Any real > 1.
0. <= real < 1.
Any int >= 1
0. <= real < 1.
{0,1}
Figure 6.3: The ROLL panel.
Purpose: Sets a short title for the run. The title appears on top of the output produced by the
SHORTDIS command.
Examples:
6.2.16
TITLE Rosenbrock Test Function
RESET
Syntax classication: SIC
Purpose: Resets to zero the partial counters for the calls to the objective function, to the user
supplied code for the gradient (SUBROUTINE GRANAL), the Jacobian (SUBROUTINE JANAL) and the
Hessian (SUBROUTINE HANAL).
6.3 Minimization related commands
6.3.1
ROLL
Syntax classication: PAC
Purpose: Invokes the Roll minimization algorithm. The associated panel is listed in gure 6.3. The
panel parameters are as follows:
NOC
PRINT
An approximate upper bound for the number of calls to the objective function.
Determines the amount of output from the minimization method. Allowed values are:
0 No printout at all.
1 Display lower function values as they are discovered.