Program e04mgfe
! E04MGF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: e04mff, e04mgf, e04mhf, nag_wp, x04abf, x04acf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: iset = 1, nin = 5, ninopt = 7, &
nout = 6
Character (*), Parameter :: fname = 'e04mgfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, inform, iter, j, lda, &
liwork, lwork, mode, n, nclin, &
outchn, sda
Logical :: verbose_output
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), ax(:), bl(:), bu(:), &
clamda(:), cvec(:), work(:), x(:)
Integer, Allocatable :: istate(:), iwork(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04MGF Example Program Results'
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin
liwork = 2*n + 3
! The minimum LWORK for an LP problem:
If (0<nclin .And. nclin<n) Then
lwork = 2*(nclin+1)**2 + 7*n + 5*nclin
Else If (nclin>=n) Then
lwork = 2*n**2 + 7*n + 5*nclin
Else
lwork = 7*n + 1
End If
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
Allocate (istate(n+nclin),iwork(liwork),a(lda,sda),bl(n+nclin), &
bu(n+nclin),cvec(n),x(n),ax(max(1,nclin)),clamda(n+nclin),work(lwork))
Read (nin,*) cvec(1:n)
Read (nin,*)(a(i,1:sda),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*) bu(1:(n+nclin))
Read (nin,*) x(1:n)
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(iset,outchn)
! Set this to .True. to cause e04nqf to produce intermediate
! progress output
verbose_output = .False.
If (.Not. verbose_output) Then
! Turn off intermediate output from e04mff - it is on by default
Call e04mhf('Print Level = 0')
End If
! Set some other options using E04MHF
Call e04mhf('Check Frequency = 10')
Call e04mhf('Infinite Bound Size = 1.0D+25')
! Open the options file for reading
mode = 0
ifail = 0
Call x04acf(ninopt,fname,mode,ifail)
! Read the options file for the remaining options
Call e04mgf(ninopt,inform)
If (inform/=0) Then
Write (nout,99999) 'E04MGF terminated with INFORM = ', inform
Go To 100
End If
! Solve the problem
ifail = 0
Call e04mff(n,nclin,a,lda,bl,bu,cvec,istate,x,iter,obj,ax,clamda,iwork, &
liwork,work,lwork,ifail)
Select Case (ifail)
Case (0:5,7:)
Write (nout,*)
Write (nout,99998)
Do i = 1, n
Write (nout,99997) i, istate(i), x(i), clamda(i)
End Do
If (nclin>0) Then
Write (nout,*)
Write (nout,99996)
Do i = n + 1, n + nclin
j = i - n
Write (nout,99995) j, istate(i), ax(j), clamda(i)
End Do
End If
Write (nout,*)
Write (nout,99994) obj
End Select
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,'Varbl',3X,'Istate',4X,'Value',9X,'Lagr Mult')
99997 Format (1X,'V',2(1X,I3),4X,1P,E14.3,2X,1P,E12.3)
99996 Format (1X,'L Con',3X,'Istate',4X,'Value',9X,'Lagr Mult')
99995 Format (1X,'L',2(1X,I3),4X,1P,E14.3,2X,1P,E12.3)
99994 Format (1X,'Final objective value = ',1P,E15.3)
End Program e04mgfe