EMPIRE DA  v1.9.1
Data assimilation codes using EMPIRE communication
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cgsub.f90 File Reference

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Functions/Subroutines

subroutine subroutine_cg (method, n, epsin, x, mpi_comm, mpi_size)
 Nonlinear Conjugate gradient method as callable subroutine. More...
 

Function/Subroutine Documentation

subroutine subroutine_cg ( integer, intent(in)  method,
integer, intent(in)  n,
real(kind=rk), intent(in)  epsin,
real(kind=rk), dimension(n), intent(inout)  x,
integer, intent(in)  mpi_comm,
integer, intent(in)  mpi_size 
)

Nonlinear Conjugate gradient method as callable subroutine.


Main program for running the conjugate gradient methods described in the paper:

Gilbert, J.C. and Nocedal, J. (1992). "Global Convergence Properties of Conjugate Gradient Methods", SIAM Journal on Optimization, Vol. 2, pp. 21-42.

A web-based Server which solves unconstrained nonlinear optimization problems using this Conjugate Gradient code can be found at:

http://www-neos.mcs.anl.gov/neos/solvers/UCO:CGPLUS/

Written by G. Liu, J. Nocedal and R. Waltz October 1998


modified to be a callable subroutine by Philip A Browne Jan 2015

Parameters
[in]methodwhich CG method to use
[in]nthe dimension of the state vector
[in]epsinthe value of EPS to be used as convergence tolerance
[in,out]xon entry the initial guess, on exit is the optimized state vector

Definition at line 27 of file cgsub.f90.

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