diff --git a/pounders/m/formquad.m b/pounders/m/formquad.m index e53707b3..6633dcd8 100644 --- a/pounders/m/formquad.m +++ b/pounders/m/formquad.m @@ -17,7 +17,7 @@ % F [dbl] [nf-by-m] Function values of evaluated points % delta [dbl] Positive trust region radius % xkin [int] Index in (X and F) of the current center -% npmax [int] Max # interpolation points (>n+1) (.5*(n+1)*(n+2)) +% npmax [int] Max # interpolation points (>=n+1) (.5*(n+1)*(n+2)) % Pars(1) [dbl] delta multiplier for checking validity % Pars(2) [dbl] delta multiplier for all interpolation points % Pars(3) [dbl] Pivot threshold for validity @@ -28,8 +28,8 @@ % Mdir [dbl] [(n-np+1)-by-n] Unit directions to improve model % np [int] Number of interpolation points (=length(Mind)) % valid [log] Flag saying if model is valid within Pars(2)*delta -% G [dbl] [n-by-m] Matrix of model gradients at Xk -% H [dbl] [n-by-n-by-m] Array of model Hessians at Xk +% G [dbl] [n-by-m] Matrix of model gradients at centered at X(xkin, :) +% H [dbl] [n-by-n-by-m] Array of model Hessians centered at X(xkin, :) % Mind [int] [npmax-by-1] Integer vector of model interpolation indices % function [Mdir, np, valid, G, H, Mind] = formquad(X, F, delta, xkin, npmax, Pars, vf) diff --git a/pounders/py/formquad.py b/pounders/py/formquad.py index 41a167ab..942ca985 100644 --- a/pounders/py/formquad.py +++ b/pounders/py/formquad.py @@ -23,7 +23,7 @@ def formquad(X, F, delta, xkin, npmax, Pars, vf): F [dbl] [nf-by-m] Function values of evaluated points delta [dbl] Positive trust region radius xkin [int] Index in (X and F) of the current center - npmax [int] Max # interpolation points (>n+1) (.5*(n+1)*(n+2)) + npmax [int] Max # interpolation points (>=n+1) (.5*(n+1)*(n+2)) Pars[0] [dbl] delta multiplier for checking validity Pars[1] [dbl] delta multiplier for all interpolation points Pars[2] [dbl] Pivot threshold for validity @@ -33,8 +33,8 @@ def formquad(X, F, delta, xkin, npmax, Pars, vf): Mdir [dbl] [(n-np+1)-by-n] Unit directions to improve model np [int] Number of interpolation points (=length(Mind)) valid [log] Flag saying if model is valid within Pars[2]*delta - G [dbl] [n-by-m] Matrix of model gradients at Xk - H [dbl] [n-by-n-by-m] Array of model Hessians at Xk + G [dbl] [n-by-m] Matrix of model gradients centered at X[xkin] + H [dbl] [n-by-n-by-m] Array of model Hessians centered at X[xkin] Mind [int] [npmax-by-1] Integer vector of model interpolation indices """ # % --DEPENDS ON------------------------------------------------------------- diff --git a/pounders/py/pounders.py b/pounders/py/pounders.py index c9ee0835..20069075 100644 --- a/pounders/py/pounders.py +++ b/pounders/py/pounders.py @@ -36,7 +36,7 @@ def pounders(fun, X0, n, npmax, nfmax, gtol, delta, nfs, m, F0, xkin, L, U, prin fun [f h] Function handle so that fun(x) evaluates F (@calfun) X0 [dbl] [max(nfs,1)-by-n] Set of initial points (zeros(1,n)) n [int] Dimension (number of continuous variables) - npmax [int] Maximum number of interpolation points (>n+1) (2*n+1) + npmax [int] Maximum number of interpolation points (>=n+1) (2*n+1) nfmax [int] Maximum number of function evaluations (>n+1) (100) gtol [dbl] Tolerance for the 2-norm of the model gradient (1e-4) delta [dbl] Positive trust region radius (.1)