10 SOME ADVICE

How to proceed:

  1. Adapt sysdepen.f to your system. If nothing works, use dummy.f instead of sysdepen.f . In this case you will miss information on date and time of the run and the cpu-time used. Nothing else.
  2. Check whether the setting in O8PARA.INC is appropriate for your machine. The present setting needs about 8MB user memory (due to the setting of NRESM and NX), the maximum number of variables and constraints allowed) Reset these parameters appropriately. You need about

             NX*(NX+NRESM+10)+NRESM*(50+NSTEP)+ (NX+NRESM)*((NX+NRESM)*2+8)+CONST 

    double precision numbers to store. Observe that there must hold NRESM ³ NX.
  3. If you work on a UNIX-system, edit the Makefile (you possibly must modify the compilerflags).
  4. Having written your problem-description, first compile and link it with testgrad.f in order to check your analytical gradients if you have supplied these. You should supply analytical expressions whenever this is possible. The numerical differentiation feature will normally degrade reliability and efficiency. With DIFFTYPE=3 , which of course is quite costly, all testcases but one could be solved to almost the same precision as with analytical gradients. However the costs are very high (6n function evaluations for a single gradient).
  5. !!! In writing your example, remember you must completely specify your problem, such that the evaluation of any function is well defined in the box given by the bound constraints. E.g. if you have to use log , Ö, xy with y real or double, /(....) when you must add the appropriate lower
    bounds ³ Î > 0 ( or £ -Î < 0 for denominators ) for the expressions occuring there.
  6. !!! Many machines nowadays use IEEE-arithmetic and have floating-errors disabled. Optimizing NaN's of course is useless. If possible, use linker- or compiler switches which enable error reporting of floating point errors in order to detect such behaviour.
  7. Compile your application programs and link with donlp2.o , donlp2main.o and sysdepen.o . If you work on a UNIX-system, you may copy the suite of function evaluation routines to run.f and type "make exe"
  8. !!! If DONLP2 behaves "strange", proceed as follows: use

            SUBROUTINE SETUP 
            'INCLUDE O8COMM.INC' 
             TE2=.TRUE. 
    C**** the following for small N, NG only
             TE3=.TRUE. 
             ....... 
             RETURN 
             END

    after runnning the testcase, grep for 'NaN' in the *.PRO-file. If these are present, you can be sure that there is an error in your coding of the example of the kind indicated above.