This is the code corresponding to the paper:

E. G. Birgin, J. L. Gardenghi, J. M. Martínez, and S. A. Santos, On the use of third-order models with fourth-order regularization for unconstrained optimization, 2018.

This distribution includes Algencan 3.1.1.

Compiling and running the code

Consider $(AR4) the root folder of this repository.

1. Go to $(AR4) folder and type

make

2. You can run the drivers to MGH problems and the Packing problem in $(AR4)/bin folder by running mgh and pack binaries files, respectively. Follow the instructions given by these programs to run the tests.

Algencan and HSL

The tests in the paper were run using MA57 and BLAS subroutines. Algencan does not need these files to work, but in order to reproduce the tests in the paper, the user must include them. To include them, follow these steps:

1. Obtain HSL_MA57 from Harwell Subroutine Library website.

2. Obtain BLAS subroutine from Netlib website.

3. Copy the files in $(AR4)/algencan/sources/hsl folder:

   • From BLAS library: dgemm.f, dgemv.f, dtpmv.f, dtpsv.f, idamax.f, lsame.f, xerbla.f.

   • From HSL MA57 library: hsl_ma57d.f90, hsl_zd11d.f90, ma57ad.f, mc21ad.f, mc34ad.f, mc47ad.f, mc59ad.f, mc64ad.f, mc71ad.f. (Except hsl_ma57d.f90, all other routines usually comes inside files named deps.f and deps90.f90. The user may need to save them in files with these names.)

   • HSL MA57 requires MeTIS. You can use fakemetis.f that comes with HSL MA57 distribution.

4. Include -lhsl flag in variable ALGENCAN_FLAGS inside $(AR4)/Makefile file.