lineSearch.f90 File Reference

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Functions/Subroutines
subroutine	searpas (vw, step, b, bh, m, delta, fim, namefunc)
	Perform line search, find a better magnitude of move.
subroutine	valfpa (vw, fi, b, bk, m, delta, namefunc)
	Value of log-likelihood/function computation during the line search iterations.

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Function Documentation

subroutine searpas	(	double precision,intent(inout)	vw,
		double precision,intent(inout)	step,
		double precision,dimension(m),intent(in)	b,
		double precision,dimension(m),intent(in)	bh,
		integer,intent(in)	m,
		double precision,dimension(m),intent(in)	delta,
		double precision,intent(inout)	fim,
		double precision,external	namefunc
	)

Perform line search, find a better magnitude of move.

AUTHOR : Melanie Prague Daniel Commenges Julia Drylewicz Jeremy guedj Rodolphe Thiebaut

DESCRIPTION :

This performs line search in case that the first proposed move roughtly computed from gradients do not improve the log-likelihood Line search can be performed either for global optimization (type=1) or for random effect (type=2). In each dimension, the best magnitude of move is searched iteratively.

MODIFICATION :

01/09/2012 - Prague - Refactoring 15/12/2012 - Prague - Debug options 01/01/2013 - Prague - "if(fi1.gt.fi2) goto 50" is commented. Surface is better explored. Convergences seem faster.

INFORMATIONS:

Parameters:

[in]	vw	Magnitude of the proposition for line search.
[in,out]	step	Magnitude of the displacement during iterative search.
[in]	b	Optimized Parameters Value
[in]	m	Length of the vector of parameters to optimize.
[in,out]	delta	Initial then final proposed movement
[in,out]	FIM	Old then New likelihood value
[in]	type	=1 for global optimization and =2 for random effects

Definition at line 42 of file lineSearch.f90.

References debugage::debugSEARPAS, mpimod::numproc, and valfpa().

Referenced by marquardt(), and optim().

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subroutine valfpa	(	double precision	vw,
		double precision,intent(out)	fi,
		double precision,dimension(m),intent(in)	b,
		double precision,dimension(m),intent(out)	bk,
		integer,intent(in)	m,
		double precision,dimension(m),intent(in)	delta,
		double precision,external	namefunc
	)

Value of log-likelihood/function computation during the line search iterations.

AUTHOR : Melanie Prague Daniel Commenges Julia Drylewicz Jeremy guedj Rodolphe Thiebaut

DESCRIPTION :

This subroutine computes the total log-likelihood (type=1) or the random-effects log-likelihood (type=2) after a parameter movement of length dexp(vw)*delta(i). This is part of the line-search.

MODIFICATION :

01/09/2012 - Prague - Refactoring 15/12/2012 - Prague - Debug options

INFORMATIONS:

Parameters:

[in]	vw	Magnitude of the proposition for line search.
[in]	b	Optimized Parameters Value
[in]	m	Length of the vector of parameters to optimize.
[in]	delta	Initial proposed movement
[out]	fi	Old then New likelihood value
[in]	type	=1 for global optimization and =2 for random effects

Definition at line 158 of file lineSearch.f90.

References mpimod::numproc.

Referenced by searpas().

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