E05.e05jbOptions Class
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Options Class for e05jb See the examples in the Library Introduction.


public class e05jbOptions
Visual Basic (Declaration)
Public Class e05jbOptions
Visual C++
public ref class e05jbOptions
type e05jbOptions =  class end

Description of the Optional Parameters

Any option value given with this keyword will be ignored.
Function Evaluations Limit(nf)   iDefault =100nr2
This puts an approximate limit on the number of function calls allowed. The total number of calls made is checked at the top of an internal iteration loop, so it is possible that a few calls more than nf may be made.
Constraint: nf>0.
Infinite Bound Size(infbnd)   rDefault =rmax14
This defines the ‘infinite’ bound infbnd in the definition of the problem constraints. Any upper bound greater than or equal to infbnd will be regarded as  (and similarly any lower bound less than or equal to -infbnd will be regarded as -).
Constraint: rmax14infbndrmax12.
Local Searches(lcsrch)   aDefault ='ON'
If you want to try to accelerate convergence of e05jb by starting local searches from candidate minima, you will require lcsrch to be ‘ON’.
Constraint: lcsrch='ON'​ or ​'OFF'.
Local Searches Limit(loclim)   iDefault =50
This defines the maximal number of iterations to be used in the trust-region loop of the local-search procedure.
Constraint: loclim>0.
Local Searches Tolerance(loctol)   rDefault =2ε
The value of loctol is the multiplier used during local searches as a stopping criterion for when the approximated gradient is small, in the sense described in [Local Search].
Constraint: loctol2ε.
These keywords specify the required direction of optimization. Any option value given with these keywords will be ignored.
These options control the echoing of each optional parameter specification as it is supplied. List turns printing on, Nolist turns printing off. The output is sent to the current advisory message unit (as defined by (x04ab not in this release)).
Any option value given with these keywords will be ignored.
Repeatability(repeat)   aDefault ='OFF'
For use with random initialization lists (iinit=4). When set to ‘ON’, an internally-initialized random state is stored in the array comm for use in subsequent calls to e05jb.
Constraint: repeat='ON'​ or ​'OFF'.
Splits Limit(smax)   iDefault =dnr+2/3
Along with the initialization list list, this defines a limit on the number of times the root box will be split along any single coordinate direction. If Local Searches is ‘OFF’ you may find the default value to be too small.
Constraint: smax>nr+2.
Static Limit(stclim)   iDefault =3nr
As the default termination criterion, computation stops when the best function value is static for stclim sweeps through levels. This parameter is ignored if you have specified a target value to reach in Target Objective Value.
Constraint: stclim>0.
Target Objective Error(objerr)   rDefault =ε14
If you have given a target objective value to reach in objval (the value of the optional parameter Target Objective Value), objerr sets your desired relative error (from above if Minimize is set, from below if Maximize is set) between obj and objval, as described in [Accuracy]. See also the description of the optional parameter Target Objective Safeguard.
Constraint: objerr2ε.
Target Objective Safeguard(objsfg)   rDefault =ε12
If you have given a target objective value to reach in objval (the value of the optional parameter Target Objective Value), objsfg sets your desired safeguarded termination tolerance, for when objval is close to zero.
Constraint: objsfg2ε.
Target Objective Value(objval)   r
This parameter may be set if you wish e05jb to use a specific value as the target function value to reach during the optimization. Setting objval overrides the default termination criterion determined by the optional parameter Static Limit.

Inheritance Hierarchy


See Also