settol_min - fabiankindermann/ce-fortran GitHub Wiki

subroutine settol_min(tol)

Allows to alter the tolerance level of the minimizer fminsearch. By default, the tolerance level is . The tolerance level is used by fminsearch to indicate whether a minimum of the function has been found. The subroutine thereby considers the value an (approximate) minimum of the function, if for two successive iterates and of the minimization process

holds.

• real*8 :: tol
  A scalar value indicating the new tolerance level for the minimizer fminsearch. Note that tol needs to be strictly greater than 0, otherwise the subroutine will throw an error message.

• For further reading refer to:
  • Brent, R.P. (2003). Algorithms for Minimization without Derivatives. Mineola: Dover Books on Mathematics.
  • Acton, F.S. (1997). Numerical Methods that Work. The Mathematical Association of America.
• This routine is used in the following programs:
  • prog05_04.f90
  • prog05_05.f90