User Guide

The package QNSTOP is a suite of serial and parallel Fortran 95/2003 codes for deterministic global optimization and stochastic optimization, with the serial driver subroutine QNSTOPS and the parallel driver subroutine QNSTOPP Due to the limitations of OpenMP threads, the logic in the parallel code QNSTOPP is rather different from that in the serial code QNSTOPS without any OpenMP directives. The subroutines QNSTOP{S|P} are Fortran 95/2003 implementations of the bound constrained quasi-Newton stochastic optimization algorithm QNSTOP from Indiana University. The subroutines QNSTOP{S|P} use the module REAL_PRECISION from HOMPACK90 (ACM TOMS Algorithm 777) for specifying the real data type, and the module ZIGARRAY to provide normally distributed random numbers using the ziggurat algorithm. The modules QNSTOP{S|P}_MOD (files qnstop{s|p}.f95) contain the driver subroutines QNSTOP{S|P}, data type declarations, and auxiliary subroutines and functions. Comments at the beginning of the driver subroutines QNSTOP{S|P} document the arguments and usage.

The physical organization into files is as follows.

The modules REAL_PRECISION and ZIGARRAY are in separate files because they may be of interest independent of QNSTOP.

To compile and link, use the command (where {s|p} means either s (serial) or p (parallel)) 

$f95 $OPTS real_precision.f95 zigarray.f95 qnstop{s|p}.f95 sample_main_{s|p}.f95 -o sample_main_{s|p} $LIB

where $f95 is the name of the Fortran 95/2003 compiler, $OPTS are compiler options, and $LIB are flags to link LAPACK and BLAS. If the LAPACK and BLAS libraries are not available on your system, then replace $LIB with the filenames blas.f lapack.f; these provided files contain just the necessary routines from the BLAS and LAPACK libraries. Then execute 

./sample_main_{s|p}

to test the installation.

To call QNSTOP{S|P} from your program, include the Fortran statement USE QNSTOP{S|P}_MOD and provide an interface block to your objective function similar to that for the Griewank function in sample_main_s.f95.

Notes: the file duni_omp.f95, unrelated to QNSTOP{S|P}, contains a parallel OpenMP version of a high quality random number generator DUNI() due to Kahaner and Marsaglia, which may be of value when the QNSTOPP argument OMP > 0 and the objective function evaluation involves a stochastic simulation.