This piece of software implements the Augmented Lagrangian methods for
inequality constraintes described in [1].
[1] E. G. Birgin, R. Castillo and J. M. Martínez, Numerical comparison of
Augmented Lagrangian algorithms for nonconvex problems, Computational
Optimization and Applications 31, pp. 31-56, 2005.
Description of the files:
phr.f : implements the 67 augmented lagrangian methods for inequality
constraints described in the paper
phrma.f : is the master file to run these methods with the CUTE
collection problems
phrma-nocute.f : is the master file to run these methods with a very easy
inequality constraint problem
param.txt : is an input file which indicates which methods and using which
options will be executed
runphr : is the script required to compile the method toghether with
the CUTE subroutines
For an easy (and CUTE independent) test put files phrma-nocute.f, phr.f and
param.txt in the same directory. Compile typing
f77 phrma-nocute.f phr.f -o phrma-nocute
and execute typing
phrma-nocute.
The output that will appear in the screen will be the application oh PHR
to a very easy problem implemented in subroutines
evalfc : which computes the objective function and the constraints; and
evalgjc: which computes the gradient of the objective function and the
Jacobian of the constraints.
Both subroutines can be easily modified to solve your own problem. Both
subroutines, such as the bounds and the initial point, are in the file
phrma-nocute.f.