IMPLICIT REAL*8(A-H,O-Z)
C GQ4T11 PROBIT
DIMENSION X(4),DATA(30,4),Y(4)
DIMENSION IOPT(3)
character*8 alabel(4),xlabel,ylabel
DATA XLABEL/'X(1) '/,YLABEL/'X(2) '/
COMMON/BSTACK/AINT(250)
COMMON/BSTOP/NVAR1,ISTOP(3)
COMMON/BPRINT/IPT,NFILE,NDIG,NPUNCH,JPT,MFILE
COMMON/BOPT/IVER,LT,IFP,ISP,NLOOP,IST,ILOOP
COMMON/BFIDIF/FDFRAC,FDMIN
COMMON/BSTAK/NQ,NTOP
COMMON/BPRM/IPRM(3)
COMMON/BPRM2/XPRM(3)
COMMON/USERP2/NDIM,K
COMMON/USERP1/DATA
COMMON/BPROB/IPROB,JPROB
COMMON/BPROB1/WP,SSR,ER2,WSSR,SCC,FAD,JFLG,IFLG,KFLG,LFLG
EXTERNAL PROB1A,GRADX,DFP,PERM,PROB2A
open(unit=8,file='gq4t11.out',status='unknown')
CALL DFLT
IPROB=1
IOPT(1)=0
IOPT(2)=0
IOPT(3)=50
ISTOP(3)=0
NQ=250
ITERL=30
MAX=1
ACC=.00001
NP=3
NDIM=30
K=3
NPE=3
C We set up the IPRM array, but in natural order, so that when we use it, the
C variables will remain unpermuted. The two optimizations should therefore
C produce the same answers
DO 22 I=1,3
22 IPRM(I)=I
WRITE (*,901) NPE,IPRM
901 FORMAT(' NPE = ',I1,' IPRM = ',3(I1,1X))
X(1)=.5
X(2)=.5
X(3)=.3
CALL LABEL(ALABEL,NP)
C Next statement will generate the data
CALL GENT(NDIM,NP,K,X,DATA)
CALL PRMCHK(NP,X,ALABEL,1,*950)
CALL OPT(X,NPE,FU0,DFP,ITERL,MAX,IER,ACC,PERM,ALABEL)
CALL OPTOUT(0)
C If IPRM were not in natural order, the next 2 statements would unpermute X into Y
DO 200 I=1,3
200 Y(IPRM(I))=X(I)
CALL OPTOU3(Y,NP,FU0,DFP)
Y(1)=.5
Y(2)=.5
Y(3)=.3
CALL PRMCHK(NP,Y,ALABEL,1,*950)
CALL OPT(Y,NPE,FU0,GRADX,ITERL,MAX,IER,ACC,PERM,ALABEL)
CALL OPTOUT(0)
C Set up parameters for a call to countour plotting
C X(3) is being held at the optimal value for that variable and we plot X(1) against
C X(2)
XMIN=-1.
XMAX=1.
YMIN=-.3
YMAX=.5
I1=1
I2=2
CALL CNTR(X,NP,I1,I2,XMIN,XMAX,YMIN,YMAX,ZMIN,ZMAX,IOPT,ZINT,
1 PROB1A,XLABEL,YLABEL)
close(8)
STOP
950 WRITE (*,940)
940 FORMAT(' PRMCHK ERROR')
STOP
END
SUBROUTINE GENT(N,NP,K,X,DATA)
IMPLICIT REAL*8 (A-H,O-Z)
DIMENSION X(NP),DATA(N,K)
NP1=K-1
DO 50 I=1,N
DO 40 J=1,K
40 DATA(I,J+1)=J*10.*(RAND (DUM)-0.5)
50 CONTINUE
DO 100 I=1,N
DATA(I,1)=0.
DO 90 J=1,K
90 DATA(I,1)=DATA(I,1)+DATA(I,J+1)*X(J)
DO 10 J=1,NP
10 DATA(I,1)=DATA(I,1)+3.*GAUS (DUM)
IF(DATA(I,1).LE.0.) DATA(I,1)=0.
IF(DATA(I,1).GT.0.) DATA(I,1)=1.
100 CONTINUE
RETURN
END
SUBROUTINE PERM(A,NPE,FU0,*)
IMPLICIT REAL*8 (A-H,O-Z)
DIMENSION A(3)
EXTERNAL PROB1A
CALL PERM1(A,3,NPE,FU0,*10,PROB1A)
RETURN
10 RETURN 1
END
******************************************************************************
OUTPUT FILE FOLLOWS
******************************************************************************
DFP VERSION 1 BEGINS
CALLING PARAMETERS
NP= 3 MX= 1 IPT= 2
ITERL= 30 NVAR1= 3
ISTOP= 0 0 0
IST= 1
NLNSR= 20
NLOOP= 7
LT= 1
IFP= 3
ACC FDFRAC FDMIN STEP1
1.000E-05 1.000E-04 1.000E-06 1.000E+00
STPACC STPMIN FOPT
1.000E-05 1.000E-10 0.000E+00
******* THIS IS A SIMPLE PROBIT PROBLEM *******
INITIAL F VALUE = -3.865059E+01
INITIAL X VECTOR =
0.500000E+00 0.500000E+00 0.300000E+00
ITERA TYPE NO. FUNCTION
TION EVAL VALUE
0 STRT 4 -3.865059E+01 X= 5.000000E-01 5.000000E-01 3.000000E-01
1 NORM 26 -2.204818E+01 X= 2.502615E-01 9.289423E-02 5.554566E-02
2 NORM 37 -1.969865E+01 X= 1.211333E-01 4.822925E-02 7.366283E-02
3 NORM 45 -1.856351E+01 X= 3.764689E-02 6.617835E-02 3.694755E-02
4 NORM 52 -1.828212E+01 X= 4.151692E-02 1.028865E-01 5.559842E-02
5 NORM 56 -1.828138E+01 X= 3.880286E-02 1.021899E-01 5.573846E-02
FUNCTION VALUE IS ACCURATE TO RELATIVE ACC
OPTIMUM REACHED
FUNCTION EVALUATIONS= 60
ITERATION COUNT = 6
FUNCTION VALUE = -1.8281381768E+01
X VECTOR
X1 3.8837642585E-02
X2 1.0217339402E-01
X3 5.5687944128E-02
ARRAY H FROM ROUTINE OUT
3 BY 3 ARRAY
-6.63179410E-03-6.48959954E-04-9.89391717E-04
-6.48959954E-04-2.87055240E-03-8.04075858E-04
-9.89391717E-04-8.04075858E-04-1.36955405E-03
ARRAY GRAD FROM ROUTINE OUT
1 BY 3 ARRAY
1.41833488E-04-1.07351178E-03-2.59024258E-03
ARRAY SRCH FROM ROUTINE OUT
1 BY 3 ARRAY
3.07666311E-05-2.04504041E-05-5.19253793E-05
ARRAY D2ND FROM ROUTINE OUT
1 BY 3 ARRAY
-1.69058667E+02-4.17068116E+02-9.58085453E+02
FRACTION WRONG PREDICTIONS = 0.367
SUM OF SQUARED RESIDUALS = 0.645965E+01
EFRON R-SQUARED = 0.135
WGHTD SUM OF SQD RESIDUALS = 0.285368E+02
SQUARED CORR. COEFFICIENT = 0.137
MCFADDEN R-SQUARED = 0.121
GRADX VERSION 1 BEGINS
CALLING PARAMETERS
NP= 3 MX= 1 IPT= 2
ITERL= 30 NVAR1= 3
ISTOP= 0 0 0
IST= 1
NLNSR= 20
NLOOP= 7
LT= 1
ISP= 2
ISPD= 1
RTM EIG RTMULT ACTI
2.500E-01 1.000E-07 1.150E+00 2.000E-01
ACTW ZFUL BETM
2.000E-01 2.000E+00 5.000E-01
ACC FDFRAC FDMIN STPACC
1.000E-05 1.000E-04 1.000E-06 1.000E-05
******* THIS IS A SIMPLE PROBIT PROBLEM *******
INITIAL F VALUE = -3.865059E+01
INITIAL X VECTOR =
0.500000E+00 0.500000E+00 0.300000E+00
ITERA TYPE NO. FUNCTION
TION EVAL VALUE
0 STRT 10 -3.865059E+01 X= 5.000000E-01 5.000000E-01 3.000000E-01
1 R12 34 -1.829444E+01 X= 4.925443E-02 9.891826E-02 5.431795E-02
2 R12 44 -1.828138E+01 X= 3.884632E-02 1.021448E-01 5.567351E-02
3 R12 54 -1.828138E+01 X= 3.883518E-02 1.021682E-01 5.568363E-02
NORM OF GRADIENT IS LESS THAN ACC
OPTIMUM REACHED
FUNCTION EVALUATIONS= 54
ITERATION COUNT = 4
FUNCTION VALUE = -1.8281381760E+01
X VECTOR
X1 3.8835183327E-02
X2 1.0216815867E-01
X3 5.5683634554E-02
ARRAY H FROM ROUTINE OUT
3 BY 3 ARRAY
-6.74687002E-03-7.52840884E-04-1.02868475E-03
-7.52840884E-04-2.98306369E-03-8.41465697E-04
-1.02868475E-03-8.41465697E-04-1.38306349E-03
ARRAY 2NDD FROM ROUTINE OUT
3 BY 3 ARRAY
-1.67357370E+02 8.59991271E+00 1.19243581E+02
8.59991271E+00-4.05118367E+02 2.40080525E+02
1.19243581E+02 2.40080525E+02-9.57789419E+02
ARRAY GRAD FROM ROUTINE OUT
1 BY 3 ARRAY
-1.50945021E-08 2.30546307E-07 2.96359158E-07
ARRAY SRCH FROM ROUTINE OUT
1 BY 3 ARRAY
1.11357192E-05-2.33904727E-05-1.01223042E-05
1CONTOUR PLOT
0X VARIABLE 1
Y VARIABLE 2
X RANGE -0.100000E+01 0.100000E+01
Y RANGE -0.300000E+00 0.500000E+00
F RANGE -0.152195E+03 -0.183179E+02
BOTTOM FUNCTION INTERVAL = 0.133877E+02
SUCCESSIVE INTERVAL DIFF = 0.000000E+00
0.500000E+00 23334445555666667777777788888888777777776666555544
0.483673E+00 23334445556666677777778888888888887777776666655544
0.467347E+00 23344455556666777777888888888888888777777666655544
0.451020E+00 33344455566667777778888888888888888877777666655544
0.434694E+00 33344455566667777788888888888888888887777766665554
0.418367E+00 33444555666677777888888888888888888887777766665554
0.402041E+00 33444555666677777888888888888888888888777766665554
0.385714E+00 33444555666777778888888888998888888888777776665554
0.369388E+00 33445556666777788888888899999998888888877776665554
0.353061E+00 34445556667777788888889999999999888888877776665554
0.336735E+00 34445556667777888888899999999999988888877776666554
0.320408E+00 34445566667777888888999999999999998888877776666554
0.287755E+00 34455566677778888889999999999999999888887777666554
0.271429E+00 34455566677778888899999999999999999888887777666555
0.255102E+00 44455566677778888899999999999999999888887777666555
0.238776E+00 44455566677788888999999999999999999888887777666555
0.222449E+00 44455666777788888999999999999999999988887777666554
0.206122E+00 44455666777788888999999999999999999988887777666554
0.189796E+00 44455666777788889999999999999999999988887777666554
0.173469E+00 44455666777788889999999999999999999988887777666554
0.157143E+00 44455666777788889999999999999999999988887777666554
0.140816E+00 44455666777788889999999999999999999988887777666554
0.124490E+00 34455666777788889999999999999999999988887777666554
0.108163E+00 3445566677778888999999999+999999999988887777665554
0.918367E-01 34455566777788889999999999999999999988887777665554
0.755102E-01 34455566677788889999999999999999999988887776665554
0.591837E-01 34455566677788889999999999999999999988887776665554
0.428571E-01 34455566677788889999999999999999999888887776665544
0.265306E-01 34445566677788888999999999999999999888887776665544
0.102041E-01 33445566677778888999999999999999999888877776665544
-0.612246E-02 33445556677778888999999999999999999888877776655544
-0.224490E-01 33445556667778888899999999999999998888877766655544
-0.387755E-01 33444556667778888899999999999999998888877766655544
-0.551020E-01 33344556667777888889999999999999988888777766655444
-0.714286E-01 23344555666777888889999999999999988888777666555443
-0.877551E-01 23344455666777788888999999999999888888777666555443
-0.104082E+00 23334455566677788888899999999998888887777666555443
-0.120408E+00 22334455566677778888889999999988888887776666554443
-0.136735E+00 22334445566667777888888899998888888877776665554433
-0.153061E+00 22333445556667777888888888888888888777776665554433
-0.169388E+00 12233444556666777788888888888888888777766655544433
-0.185714E+00 12233344555666777778888888888888887777766655544333
-0.202041E+00 11223344455566677777888888888888877777666655444332
-0.218367E+00 11223334455566667777778888888888777776666555444332
-0.234694E+00 11122334445556666777777788888777777776666555443332
-0.251020E+00 01122333444555666677777777777777777766665554443322
-0.267347E+00 01112233444555566667777777777777777666655554433322
-0.283673E+00 00112233344455556666677777777777776666655544433222
-0.300000E+00 -0011223334445555666666777777777666666555444333221
- . . . . .
-0.100E+01 -0.200E+00 0.600E+00
-0.600E+00 0.200E+00 0.100E+01
Return to
|Sect. E|Beginning|