! E04DGA Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
Module e04dgae_mod
! E04DGA Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: objfun
! .. Parameters ..
Integer, Parameter, Public :: lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
Contains
Subroutine objfun(mode,n,x,objf,objgrd,nstate,iuser,ruser)
! Routine to evaluate F(x) and its 1st derivatives.
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: objf
Integer, Intent (Inout) :: mode
Integer, Intent (In) :: n, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: objgrd(n)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: expx1, x1, x2
! .. Intrinsic Procedures ..
Intrinsic :: exp
! .. Executable Statements ..
x1 = x(1)
x2 = x(2)
expx1 = exp(x1)
objf = expx1*(4.0_nag_wp*x1**2+2.0_nag_wp*x2**2+4.0_nag_wp*x1*x2+ &
2.0_nag_wp*x2+1.0_nag_wp)
If (mode==2) Then
objgrd(1:n) = (/4.0_nag_wp*expx1*(2.0_nag_wp*x1+x2)+objf, &
2.0_nag_wp*expx1*(2.0_nag_wp*x2+2.0_nag_wp*x1+1.0_nag_wp)/)
End If
Return
End Subroutine objfun
End Module e04dgae_mod
Program e04dgae
! E04DGA Example Main Program
! .. Use Statements ..
Use e04dgae_mod, Only: lcwsav, liwsav, llwsav, lrwsav, nin, nout, objfun
Use nag_library, Only: e04dga, e04wbf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, iter, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: objgrd(:), work(:), x(:)
Real (Kind=nag_wp) :: rwsav(lrwsav), user(1)
Integer :: iuser(1), iwsav(liwsav)
Integer, Allocatable :: iwork(:)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Executable Statements ..
Write (nout,*) 'E04DGA Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
Allocate (iwork(n+1),objgrd(n),x(n),work(13*n))
Read (nin,*) x(1:n)
! Initialise E04DGA
ifail = 0
Call e04wbf('E04DGA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Solve the problem
ifail = -1
Call e04dga(n,objfun,iter,objf,objgrd,x,iwork,work,iuser,user,lwsav, &
iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:8)
Write (nout,*)
Write (nout,99999)
Write (nout,*)
Do i = 1, n
Write (nout,99998) i, x(i), objgrd(i)
End Do
Write (nout,*)
Write (nout,*)
Write (nout,99997) objf
End Select
99999 Format (1X,'Variable',10X,'Value',8X,'Gradient value')
99998 Format (1X,'Varbl',1X,I3,4X,1P,G15.7,4X,1P,G9.1)
99997 Format (1X,'Final objective value = ',G15.7)
End Program e04dgae