***********************************************************************
*                                                                     *
*         PVAR - A PROXIMAL BUNDLE ALGORITHM FOR NONSMOOTH            *
*                OPTIMIZATION.                                        *
*                                                                     *
***********************************************************************


1. Introduction:
----------------

      The double-precision FORTRAN 77 basic subroutine PVAR is designed
to find a close approximation to a local minimum of a nonlinear
nonsmooth function F(X) with simple bounds on variables and general
linear constraints. Here X is a vector of N variables and F(X), is
assumed to be a locally Lipschitz continuous function. Simple bounds
are assumed in the form

               X(I) unbounded if  IX(I) = 0,
      XL(I) <= X(I)           if  IX(I) = 1,
               X(I) <= XU(I)  if  IX(I) = 2,
      XL(I) <= X(I) <= XU(I)  if  IX(I) = 3,
      XL(I)  = X(I)  = XU(I)  if  IX(I) = 5,

where 1 <= I <= N. General linear constraints are assumed in the form

               C(I) unbounded if  IC(I) = 0,
      CL(I) <= C(I)           if  IC(I) = 1,
               C(I) <= CU(I)  if  IC(I) = 2,
      CL(I) <= C(I) <= CU(I)  if  IC(I) = 3,
      CL(I)  = C(I)  = CU(I)  if  IC(I) = 5,

where C(I) = A_I*X, 1 <= I <= NC, are linear functions. To simplify
user's work, three additional easy to use subroutines are added. They
call the basic general subroutine PVAR:

      PVARU - unconstrained nonsmooth optimization,
      PVARS - nonsmooth optimization with simple bounds,
      PVARL - nonsmooth optimization with simple bounds and general
              linear constraints.

All subroutines contain a description of formal parameters and
extensive comments. Furthermore, two test programs TVARU and TVARL are
included, which contain several test problems (see e.g. [4]). These
test programs serve as examples for using the subroutines, verify their
correctness and demonstrate their efficiency.
      In this short guide, we describe all subroutines which can be
called from the user's program. A detailed description of methods is
given in [1], [2], [3]. In the description of formal parameters, we
introduce a type of the argument that specifies whether the argument
must have a value defined on entry to the subroutine (I), whether it
is a value which will be returned (O), or both (U), or whether it is
an auxiliary value (A). Note that the arguments of the type I can be
changed on output under some circumstances, especially if improper
input values were given. Besides formal parameters, we can use a
COMMON /STAT/ block containing statistical information. This block,
used in each subroutine has the following form:

      COMMON /STAT/ NDECF,NRES,NRED,NREM,NADD,NIT,NFV,NFG,NFH

The arguments have the following meaning:

 Argument  Type Significance
 ----------------------------------------------------------------------
  NDECF     O   Positive INTEGER variable that indicates the number of
                matrix decompositions.
  NRES      O   Positive INTEGER variable that indicates the number of
                restarts.
  NRED      O   Positive INTEGER variable that indicates the number of
                reductions.
  NREM      O   Positive INTEGER variable that indicates the number of
                constraint deletions during the QP solutions.
  NADD      O   Positive INTEGER variable that indicates the number of
                constraint additions during the QP solutions.
  NIT       O   Positive INTEGER variable that indicates the number of
                iterations.
  NFV       O   Positive INTEGER variable that indicates the number of
                function evaluations.
  NFG       O   Positive INTEGER variable that specifies the number of
                gradient evaluations.
  NFH       O   Positive INTEGER variable that specifies the number of
                Hessian evaluations.


2. Subroutines PVARU, PVARS, PVARL:
-----------------------------------

The calling sequences are

      CALL PVARU(NF,NA,X,RA,IPAR,RPAR,F,GMAX,ITERM)
      CALL PVARS(NF,NA,NB,X,IX,XL,XU,IA,RA,IPAR,RPAR,FP,GMAX,ITERM)
      CALL PVARL(NF,NA,NB,NC,X,IX,XL,XU,CF,IC,CL,CU,CG,IA,RA,IPAR,
     &           RPAR,FP,GMAX,ITERM)

The arguments have the following meaning.

 Argument  Type Significance
 ----------------------------------------------------------------------
  NF        I   Positive INTEGER variable that specifies the number of
                variables of the objective function.
  NA        I   Nonnegative INTEGER variable that specifies the maximum
                bundle dimension. The choice NA=0 causes that the
                default value NA=NF+3 will be taken.
  NB        I   Nonnegative INTEGER variable that specifies whether the
                simple bounds are suppressed (NB=0) or accepted (NB>0).
  NC        I   Nonnegative INTEGER variable that specifies the number
                of linear constraints; if NC=0 the linear constraints
                are suppressed.
  X(NF)     U   On input, DOUBLE PRECISION vector with the initial
                estimate to the solution. On output, the approximation
                to the minimum.
  IX(NF)    I   On input (significant only if NB>0) INTEGER vector
                containing the simple bounds types:
                   IX(I)=0 - the variable X(I) is unbounded,
                   IX(I)=1 - the lower bound X(I) >= XL(I),
                   IX(I)=2 - the upper bound X(I) <= XU(I),
                   IX(I)=3 - the two side bound XL(I) <= X(I) <= XU(I),
                   IX(I)=5 - the variable X(I) is fixed (given by its
                             initial estimate).
  XL(NF)    I   DOUBLE PRECISION vector with lower bounds for variables
                (significant only if NB>0).
  XU(NF)    I   DOUBLE PRECISION vector with upper bounds for variables
                (significant only if NB>0).
  CF(NC)    A   DOUBLE PRECISION vector which contains values of
                constraint functions (only if NC>0).
  IC(NC)    I   On input (significant only if NC>0) INTEGER vector which
                contains constraint types:
                  IC(K)=0 - the constraint CF(K) is not used,
                  IC(K)=1 - the lower constraint CF(K) >= CL(K),
                  IC(K)=2 - the upper constraint CF(K) <= CU(K),
                  IC(K)=3 - the two side constraint
                            CL(K) <= CF(K) <= CU(K),
                  IC(K)=5 - the equality constraint CF(K) = CL(K).
  CL(NC)    I   DOUBLE PRECISION vector with lower bounds for constraint
                functions (significant only if NC>0).
  CU(NC)    I   DOUBLE PRECISION vector with upper bounds for constraint
                functions (significant only if NC>0).
  CG(NF*NC) I   DOUBLE PRECISION matrix whose columns are normals of the
                linear constraints (significant only if NC>0).
  IA(NIA)   A   INTEGER working array of the dimension of at least
                NIA=NF+NA+1.
  RA(NRA)   A   DOUBLE PRECISION working array of the dimension of at
                least NRA=NF*(NF+11)/2+NA*(NF+2).
  IPAR(7)   A   INTEGER parameters:
                  IPAR(1)=MEX,   IPAR(2)=MOS,   IPAR(3)=MTESX,
                  IPAR(4)=MTESF, IPAR(5)=MIT,   IPAR(6)=MFV,
                  IPAR(7)=IPRNT.
                Parameters MEX, MOS, MTESX, MTESF, MIT, MFV, IPRNT are
                described in Section 3 together with other parameters
                of the subroutine PVAR.
  RPAR(7)   A   DOUBLE PRECISION parameters:
                  RPAR(1)=TOLX,  RPAR(2)=TOLF,  RPAR(3)=TOLB,
                  RPAR(4)=TOLG,  RPAR(5)=ETA,   RPAR(6)=EPS,
                  RPAR(7)=XMAX.
                Parameters TOLX, TOLF, TOLB, TOLG, ETA, EPS, XMAX are
                described in Section 3 together with other parameters
                of the subroutine PVAR.
  F         O   DOUBLE PRECISION value of the objective function at the
                solution X.
  GMAX      O   DOUBLE PRECISION maximum absolute value of a partial
                derivative of the Lagrangian function.
  ITERM     O   INTEGER variable that indicates the cause of termination:
                  ITERM= 1 - if |X - XO| was less than or equal to TOLX
                             in MTESX subsequent iterations,
                  ITERM= 2 - if |F - FO| was less than or equal to TOLF
                             in MTESF subsequent iterations,
                  ITERM= 3 - if F is less than or equal to TOLB,
                  ITERM= 4 - if GMAX is less than or equal to TOLG,
                  ITERM=11 - if NFV exceeded MFV,
                  ITERM=12 - if NIT exceeded MIT,
                  ITERM< 0 - if the method failed.

The subroutines PVARU, PVARS, PVARL require the user supplied subroutine
FUNDER that defines the objective function and its subgradient and has
the form

      SUBROUTINE FUNDER(NF,X,F,G)

The arguments of the user supplied subroutine have the following meaning.

 Argument  Type Significance
 ----------------------------------------------------------------------
  NF        I   Positive INTEGER variable that specifies the number of
                variables of the objective function.
  X(NF)     I   DOUBLE PRECISION an estimate to the solution.
  F         O   DOUBLE PRECISION value of the objective function at the
                point X.
  G(NF)     O   DOUBLE PRECISION subgradient of the objective function
                at the point X.


3. Subroutine PVAR:
-------------------

This general subroutine is called from all the subroutines described
in Section 2. The calling sequence is

      CALL PVAR(NF,NA,NB,NC,X,IX,XL,XU,CF,IC,CL,CU,CG,ICA,CFD,CR,CZ,
     & AF,AX,AG,G,GN,H,S,SN,XO,GO,GP,GS,TOLX,TOLF,TOLB,TOLG,ETA,EPS,
     & XMAX,GMAX,F,MEX,MOS,MTESX,MTESF,MIT,MFV,IPRNT,ITERM).

The arguments NF, NA, NB, NC, X, IX, XL, XU, CF, IC, CL, CU, CG,
GMAX, F, ITERM, have the same meaning as in Section 2. Other
arguments have the following meaning:

 Argument  Type Significance
 ----------------------------------------------------------------------
  ICA(NC)   A   INTEGER vector containing indices of active constraints.
  CFD(NC)   A   DOUBLE PRECISION vector of constraint function
                increments.
  CR(NCR)   A   DOUBLE PRECISION matrix containing triangular
                decomposition of the orthogonal projection kernel
                (NCR is equal to NF*(NF+1)/2).
  CZ(NF*NF) A   DOUBLE PRECISION matrix containing orthogonal basis
                of linear manifold defined by active constraints.
  AF(4*NA)  A   DOUBLE PRECISION vector of bundle function values.
  AX(NF*NA) A   DOUBLE PRECISION matrix whose columns are bundle
                points.
  AG(NF*NA) A   DOUBLE PRECISION matrix whose columns are bundle
                gradients.
  G(NF)     A   DOUBLE PRECISION subgradient of the objective function.
  GN(NF)    A   DOUBLE PRECISION Reduced aggregated subgradient of the
                objective function.
  H(NH)     A   DOUBLE PRECISION variable metric approximation of the
                Hessian matrix.
  S(NF)     A   DOUBLE PRECISION direction vector.
  SN(NF)    A   DOUBLE PRECISION reduced direction vector.
  XO(NF)    A   DOUBLE PRECISION vector which contains increments of
                variables.
  GO(NF)    A   DOUBLE PRECISION vector which contains increments of
                gradients.
  GP(NF)    A   DOUBLE PRECISION Aggregated subgradient of the objective
                function.
  GS(NF)    A   DOUBLE PRECISION Auxiliary vector.
  TOLX      I   DOUBLE PRECISION tolerance for the change of the
                coordinate vector X; the choice TOLX=0 causes that the
                default value TOLX=1.0D-16 will be taken.
  TOLF      I   DOUBLE PRECISION tolerance for the change of function
                values; the choice TOLF=0 causes that the default
                value TOLF=1.0D-8 will be taken.
  TOLB      I   DOUBLE PRECISION minimum acceptable function value;
                the choice TOLB=0 causes that the default value
                TOLB=-1.0D60 will be taken.
  TOLG      I   DOUBLE PRECISION tolerance for the Lagrangian function
                gradient; the choice TOLG=0 causes that the default
                value TOLG=1.0D-6 will be taken.
  ETA       I   DOUBLE PRECISION distance measure parameter.
  EPS       I   DOUBLE PRECISION parameter for constraint deletion;
                the choice EPS=0 causes that the default value
                EPS=5.0D-1 will be taken.
  XMAX      I   DOUBLE PRECISION maximum stepsize; the choice XMAX=0
                causes that the default value 1.0D3 will be taken.
  MEX       I   INTEGER version of nonsmooth variable metric method:
                  MEX=0 - convex version,
                  MET=1 - nonconvex version.
  MOS       I   INTEGER distance measure exponent (MOS=1 or MOS=2).
                The choice MOS=0 causes that the default value MOS=1
                will be taken.
  MTESX     I   INTEGER variable that specifies the maximum number of
                iterations with changes of the coordinate vector X
                smaller than TOLX; the choice MTESX=0 causes that the
                default value MTESX=20 will be taken.
  MTESF     I   INTEGER variable that specifies the maximum number of
                iterations with changes of function values smaller
                than TOLF; the choice MTESF=0 causes that the default
                value MTESF=2 will be taken.
  MIT       I   INTEGER variable that specifies the maximum number of
                iterations; the choice MIT=0 causes that the default
                value 200 will be taken.
  MFV       I   INTEGER variable that specifies the maximum number of
                function evaluations; the choice |MFV|=0 causes that
                the default value 500 will be taken.
  IPRNT     I   INTEGER variable that specifies PRINT:
                  IPRNT= 0 - print is suppressed,
                  IPRNT= 1 - basic print of final results,
                  IPRNT=-1 - extended print of final results,
                  IPRNT= 2 - basic print of intermediate and final
                             results,
                  IPRNT=-2 - extended print of intermediate and final
                             results.

     The subroutine PVAR has a modular structure. The following list
contains its most important subroutines:

      PLLPB1 - Primal null space method for solving a linear
               programming subproblem with linear constraints.
      PS1L07 - Simplified line search using function values and
               derivatives.
      PS1L08 - Nonsmooth line search using function values and
               derivatives.
      PUDVI2 - Special nonsmooth variable metric updates.

The subroutine PVAR requires the user supplied subroutine FUNDER
which is described in Section 2.


4. Subroutine PLLPB1:
---------------------

Since the primal null space method for linear programming subproblems
can be used separately in many applications, we describe the subroutine
PLLPB1 in more details. The calling sequence is

      CALL PLLPB1(NF,NC,X,IX,XO,XL,XU,CF,CFD,IC,ICA,CL,CU,CG,CR,
     & CZ,G,GO,S,MFP,KBF,KBC,ETA9,EPS7,EPS9,UMAX,GMAX,N,ITERL)

The arguments NF, NC, X, IX, XL, XU, CF, IC, CL, CU, CG have
the same meaning as in Section 2 (only with the difference that the
arguments X and CF are of the type (I), i.e. they  must have a value
defined on entry to PLLPB1 and they are not changed). The arguments CFD,
ICA, CR, CZ have the same meaning as in Section 3 (only with the
difference that the arguments CFD, ICA, CR, CZ are of the type (O),
i.e. their values can be used subsequently). Other arguments have the
following meaning:

 Argument  Type Significance
 ---------------------------------------------------------------------
  G(NF)     I   DOUBLE PRECISION gradient of the objective function.
  XO(NF)    A   DOUBLE PRECISION auxiliary vector.
                approximate Hessian (NH is equal to NF*(NF+1)/2).
  S(NF)     O   DOUBLE PRECISION direction vector.
  MFP       I   INTEGER variable that specifies the type of the
                computed point.
                  MFP=1 - computation is terminated whenever an
                          arbitrary feasible point is found,
                  MFP=2 - computation is terminated whenever an
                          optimum feasible point is found,
                  MFP=3 - computation starts from the previously
                          reached point and is terminated whenever
                          an optimum feasible point is found.
  KBF       I   INTEGER variable that specifies simple bounds on
                variables.
                  KBF=0 - simple bounds are suppressed,
                  KBF=1 - one sided simple bounds,
                  KBF=2 - two sided simple bounds.
  KBC       I   INTEGER variable that specifies general linear
                constraints.
                  KBC=0 - linear constraints are suppressed,
                  KBC=1 - one sided linear constraints,
                  KBC=2 - two sided linear constraints.
  ETA9      I   DOUBLE PRECISION maximum floating point number.
  EPS7      I   DOUBLE PRECISION tolerance for linear independence
                of constraints (the recommended value is 1.0D-10).
  EPS9      I   DOUBLE PRECISION tolerance for the definition of active
                constraints (the recommended value is 1.0D-8).
  UMAX      O   DOUBLE PRECISION maximum absolute value of the negative
                Lagrange multiplier.
  GMAX      O   DOUBLE PRECISION infinity norm of the gradient of the
                Lagrangian function.
  N         O   INTEGER dimension of the manifold defined by active
                constraints.
  ITERL     O   INTEGER variable that indicates the type of the
                computed feasible point.
                  ITERL= 1 - an arbitrary feasible point was found,
                  ITERL= 2 - the optimum feasible point was found,
                  ITERL=-1 - an arbitrary feasible point does not
                             exist,
                  ITERL=-2 - the optimum feasible point does not
                             exist.


5. Form of printed results:
---------------------------
      The form of printed results is specified by the parameter IPRNT
as is described in Section 3. Here we demonstrate individual forms of
printed results by the simple use of the program TVARU described in the
next section (with NEXT=11). If we set IPRNT=1, then the printed results
will have the form

NIT=  14  NFV=  14  NFG=  14  F= -.79999998D+01  G= .4535D-06  ITERM=  4

If we set IPRNT=-1, then the printed results will have the form

EXIT FROM PVAR :
NIT=  14  NFV=  14  NFG=  14  F= -.79999998D+01  G= .4535D-06  ITERM=  4
X= -.1000072D+01 -.1728811D-09

If we set IPRNT=2, then the printed results will have the form

ENTRY TO PVAR :
NIT=   0  NFV=   1  NFG=   1  F=  .60207973D+02  G= .1329D+02
NIT=   1  NFV=   2  NFG=   2  F=  .43113601D+02  G= .1229D+02
NIT=   2  NFV=   3  NFG=   3  F=  .26633740D+02  G= .1346D+02
NIT=   3  NFV=   4  NFG=   4  F=  .11345282D+02  G= .1495D+02
NIT=   4  NFV=   5  NFG=   5  F=  .37878798D+01  G= .1600D+02
NIT=   5  NFV=   6  NFG=   6  F= -.52179782D+01  G= .1600D+02
NIT=   6  NFV=   7  NFG=   7  F= -.52179782D+01  G= .6225D+01
NIT=   7  NFV=   8  NFG=   8  F= -.65520912D+01  G= .1600D+02
NIT=   8  NFV=   9  NFG=   9  F= -.77403014D+01  G= .1600D+02
NIT=   9  NFV=  10  NFG=  10  F= -.79743187D+01  G= .1600D+02
NIT=  10  NFV=  11  NFG=  11  F= -.79987188D+01  G= .1600D+02
NIT=  11  NFV=  12  NFG=  12  F= -.79999678D+01  G= .1600D+02
NIT=  12  NFV=  13  NFG=  13  F= -.79999994D+01  G= .1600D+02
NIT=  13  NFV=  14  NFG=  14  F= -.79999998D+01  G= .1600D+02
EXIT FROM PVAR :
NIT=  14  NFV=  14  NFG=  14  F= -.79999998D+01  G= .4535D-06  ITERM=  4

If we set IPRNT=-2, then the printed results will have the form

ENTRY TO PVAR :
NIT=   0  NFV=   1  NFG=   1  F=  .60207973D+02  G= .1329D+02
NIT=   1  NFV=   2  NFG=   2  F=  .43113601D+02  G= .1229D+02
NIT=   2  NFV=   3  NFG=   3  F=  .26633740D+02  G= .1346D+02
NIT=   3  NFV=   4  NFG=   4  F=  .11345282D+02  G= .1495D+02
NIT=   4  NFV=   5  NFG=   5  F=  .37878798D+01  G= .1600D+02
NIT=   5  NFV=   6  NFG=   6  F= -.52179782D+01  G= .1600D+02
NIT=   6  NFV=   7  NFG=   7  F= -.52179782D+01  G= .6225D+01
NIT=   7  NFV=   8  NFG=   8  F= -.65520912D+01  G= .1600D+02
NIT=   8  NFV=   9  NFG=   9  F= -.77403014D+01  G= .1600D+02
NIT=   9  NFV=  10  NFG=  10  F= -.79743187D+01  G= .1600D+02
NIT=  10  NFV=  11  NFG=  11  F= -.79987188D+01  G= .1600D+02
NIT=  11  NFV=  12  NFG=  12  F= -.79999678D+01  G= .1600D+02
NIT=  12  NFV=  13  NFG=  13  F= -.79999994D+01  G= .1600D+02
NIT=  13  NFV=  14  NFG=  14  F= -.79999998D+01  G= .1600D+02
EXIT FROM PVAR :
NIT=  14  NFV=  14  NFG=  14  F= -.79999998D+01  G= .4535D-06  ITERM=  4
X= -.1000072D+01 -.1728811D-09


6. Verification of the subroutines:
-----------------------------------

      Subroutine PVARU can be verified and tested using the program
TVARU. This program calls the subroutines TIUD19 (initiation), TFFU19
(function evaluation) and TFGU19 (subgradient evaluation) containing
20 academic test problems with at most 50 variables [4]. The results
obtained by the program TVARU (with MEX=0) on a PC computer with
Microsoft Power Station Fortran compiler have the following form.

NIT=  33  NFV=  33  NFG=  33  F=  .31998143D-07  G= .6222D-07  ITERM=  4
NIT=  15  NFV=  16  NFG=  16  F=  .94894120D-10  G= .4745D-10  ITERM=  4
NIT=  17  NFV=  17  NFG=  17  F=  .19522247D+01  G= .9348D-06  ITERM=  4
NIT=  17  NFV=  17  NFG=  17  F=  .20000000D+01  G= .2918D-07  ITERM=  4
NIT=  20  NFV=  20  NFG=  20  F= -.29999997D+01  G= .4258D-06  ITERM=  4
NIT=  19  NFV=  19  NFG=  19  F=  .72000001D+01  G= .1901D-06  ITERM=  4
NIT=  10  NFV=  10  NFG=  10  F= -.14142133D+01  G= .1414D-06  ITERM=  4
NIT=  55  NFV=  59  NFG=  59  F= -.99999247D+00  G= .4052D-06  ITERM=  4
NIT=  35  NFV=  35  NFG=  35  F= -.99999978D+00  G= .9370D-06  ITERM=  4
NIT=  14  NFV=  14  NFG=  14  F= -.79999998D+01  G= .4535D-06  ITERM=  4
NIT=  35  NFV=  36  NFG=  36  F= -.43999995D+02  G= .5050D-05  ITERM=  2
NIT=  30  NFV=  31  NFG=  31  F=  .22600186D+02  G= .5327D-05  ITERM=  2
NIT=  46  NFV=  47  NFG=  47  F= -.32348674D+02  G= .9524D-05  ITERM=  2
NIT=  32  NFV=  32  NFG=  32  F= -.29197004D+01  G= .3444D-06  ITERM=  4
NIT=  74  NFV=  76  NFG=  76  F=  .55981840D+00  G= .7330D-06  ITERM=  4
NIT=  89  NFV=  89  NFG=  89  F= -.84140570D+00  G= .3911D-06  ITERM=  4
NIT= 176  NFV= 176  NFG= 176  F=  .97859847D+01  G= .9253D-06  ITERM=  4
NIT=  77  NFV=  78  NFG=  78  F=  .16703846D+02  G= .1430D-04  ITERM=  2
NIT= 123  NFV= 123  NFG= 123  F=  .14683216D-05  G= .9099D-06  ITERM=  4
NIT=  23  NFV=  23  NFG=  23  F=  .00000000D+00  G= .3200D-22  ITERM=  4

The rows corresponding to individual test problems contain the number of
iterations NIT, the number of function evaluations NFV, the number of
gradient evaluations NFG, the final value of the objective function F,
the value of the criterion for the termination G and the cause of
termination ITERM.
      Subroutine PVARL can be verified and tested using the program
TVARL. This program calls the subroutines TIUD22 (initiation), TAFU22
(function evaluation), TAGU22 (subgradient evaluation) containing
6 academic test problems with at most 20 variables [4]. The results
obtained by the program TVARL on a PC computer with Microsoft Power
Station Fortran compiler have the following form.

NIT=  10  NFV=  10  NFG=  10  F= -.38965950D+00  G= .4188D-06  ITERM=  4
NIT=   4  NFV=   4  NFG=   4  F= -.33035714D+00  G= .8804D-32  ITERM=  4
NIT=  14  NFV=  14  NFG=  14  F= -.44891078D+00  G= .3474D-07  ITERM=  4
NIT=  88  NFV=  89  NFG=  89  F= -.42928061D+00  G= .2323D+01  ITERM=  2
NIT=  24  NFV=  24  NFG=  24  F= -.18596186D+01  G= .2939D-06  ITERM=  4
NIT=  25  NFV=  25  NFG=  25  F=  .10183094D+00  G= .9428D-07  ITERM=  4
NIT=  93  NFV=  93  NFG=  93  F=  .37907365D-05  G= .7469D-06  ITERM=  4
NIT= 137  NFV= 138  NFG= 138  F=  .24306604D+02  G= .2434D-05  ITERM=  2
NIT= 119  NFV= 120  NFG= 120  F=  .13372950D+03  G= .1969D-04  ITERM=  2
NIT= 138  NFV= 139  NFG= 139  F=  .50695309D+00  G= .5476D-01  ITERM=  2


References:
-----------

[1] Luksan L., Vlcek J.: Globally convergent variable metric method
    for convex nonsmooth unconstrained minimization. Journal of
    Optimization Theory and Applications Vol.102, 1999, pp.593-613.

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