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Repository owner: VTopt (vtopt)

qnstop

Serial quasi-Newton stochastic and global optimization with bound constraints.

Repository · Pinned source (39e8273247f5) · Try in playground · Checked package example

GAMS classifications

About this package

Category
Roots and optimization
License
MIT

Topics: bound-constraints, global-optimization, optimization, quasi-newton, stochastic-optimization

Classification scope and review notes

Serial QNSTOP for bound-constrained stochastic and global optimization. An FPM wrapper selects unmodified REAL_PRECISION, ZIGARRAY, QNSTOPS and bundled BLAS/LAPACK sources. Explicit CPP suffix handling lets FPM discover .f95 files. Legacy implicit typing/interfaces and argument-mismatch compatibility retain the upstream calling conventions. The seeded two-variable quadratic example checks normal stopping status, bounds, objective value and distance from its known minimizer. It is an accuracy smoke test, not a general global-optimum guarantee. The parallel QNSTOPP driver, noisy objectives, all stopping rules and performance are not validated.

Package dependencies

Resolved GitHub repositories used by the verified playground build, combining direct and indirect dependencies. This list does not describe internal module dependencies or native system libraries.

Required by this build

No additional GitHub package dependencies were recorded for this verified build.

Build record verified 2026-10-29.

Used by (0 selected packages)

No other selected build records this repository as a dependency. This is not a measure of usage outside the catalog.

Reviewed procedures

These mappings have pinned source evidence. A checked package example may exercise only some of them; source review is not a numerical benchmark.

QNSTOPS

Module: QNSTOPS_MOD

G2

G2: verified

Derivatives / callbacks: not applicable

Serial QNSTOP for bound-constrained stochastic and global optimization. An FPM wrapper selects unmodified REAL_PRECISION, ZIGARRAY, QNSTOPS and bundled BLAS/LAPACK sources. Explicit CPP suffix handling lets FPM discover .f95 files. Legacy implicit typing/interfaces and argument-mismatch compatibility retain the upstream calling conventions. The seeded two-variable quadratic example checks normal stopping status, bounds, objective value and distance from its known minimizer. It is an accuracy smoke test, not a general global-optimum guarantee. The parallel QNSTOPP driver, noisy objectives, all stopping rules and performance are not validated. Dedicated G2 consumer checks four seeded diagonal-quadratic box problems with known interior minimizers in two/three variables. Verifies normal stopping status, feasibility, finite output, evaluation count, returned-objective consistency and unchanged coordinate/objective tolerances. Active-bound probes failed the position tolerance at both 500 and 2000 iterations; source and actual results are retained under docs/gams-candidates/qnstop. Those face probes and an unreached corner fixture are not counted as verified. Seeds use the pinned GNU intrinsic RNG; this is a deterministic accuracy smoke check, not a general global guarantee. Noisy objectives, parallel variants and all stopping/input modes are not verified.

Pinned source: src/qnstops.f95

Author examples/tests: src/sample_main_s.f95

Load checked GAMS driver: gams-qnstop-box-reference