! E04MXF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
Module e04mxfe_mod
! E04MXF 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 :: qphx
Contains
Subroutine qphx(ncolh,x,hx,nstate,cuser,iuser,ruser)
! Subroutine to compute H*x.
! Note: IUSER and RUSER contain the following data:
! RUSER(1:NNZH) = H(1:NNZH)
! IUSER(1:NCOLH+1) = ICCOLH(1:NCOLH+1)
! IUSER(NCOLH+2:NNZH+NCOLH+1) = IROWH(1:NNZH)
! .. Scalar Arguments ..
Integer, Intent (In) :: ncolh, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: hx(ncolh)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(ncolh)
Integer, Intent (Inout) :: iuser(*)
Character (8), Intent (Inout) :: cuser(*)
! .. Local Scalars ..
Integer :: end, icol, idx, irow, start
! .. Executable Statements ..
hx(1:ncolh) = 0.0E0_nag_wp
Do icol = 1, ncolh
start = iuser(icol)
end = iuser(icol+1) - 1
Do idx = start, end
irow = iuser(ncolh+1+idx)
hx(irow) = hx(irow) + x(icol)*ruser(idx)
If (irow/=icol) Then
hx(icol) = hx(icol) + x(irow)*ruser(idx)
End If
End Do
End Do
Return
End Subroutine qphx
End Module e04mxfe_mod
Program e04mxfe
! .. Use Statements ..
Use e04mxfe_mod, Only: qphx
Use nag_library, Only: e04mxf, e04npf, e04nqf, e04nsf, e04ntf, nag_wp, &
x04acf, x04adf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lencw = 600, leniw = 600, &
lenrw = 600, mpslst = 1, nin = 7, &
nout = 6
Logical, Parameter :: readints = .False.
Character (*), Parameter :: fname = 'e04mxfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj, objadd, sinf
Integer :: i, ifail, iobj, lenc, lintvar, m, &
maxlintvar, maxm, maxn, maxncolh, &
maxnnz, maxnnzh, minmax, mode, n, &
ncolh, ninf, nname, nnz, nnzh, ns
Logical :: verbose_output
Character (1) :: start
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), bl(:), bu(:), c(:), h(:), &
pi(:), rc(:), ruser(:), rw(:), x(:)
Integer, Allocatable :: helast(:), hs(:), iccola(:), &
iccolh(:), intvar(:), irowa(:), &
irowh(:), iuser(:), iw(:)
Character (8), Allocatable :: crname(:), cw(:)
Character (8) :: cuser(1), pnames(5)
! .. Intrinsic Procedures ..
Intrinsic :: max, min
! .. Executable Statements ..
Write (nout,*) 'E04MXF Example Program Results'
Flush (nout)
! Initialize
pnames(1:5) = ' '
maxm = 0
maxn = 0
maxnnz = 0
maxnnzh = 0
maxncolh = 0
maxlintvar = 0
! Open the data file for reading
mode = 0
ifail = 0
Call x04acf(nin,fname,mode,ifail)
! Call e04mxf in query mode
Allocate (a(maxnnz),irowa(maxnnz),iccola(maxn+1),bl(maxn+maxm), &
bu(maxn+maxm),crname(maxn+maxm),h(maxnnzh),irowh(maxnnzh), &
iccolh(maxncolh+1),intvar(maxlintvar))
ifail = 0
Call e04mxf(nin,maxn,maxm,maxnnz,maxncolh,maxnnzh,maxlintvar,mpslst,n,m, &
nnz,ncolh,nnzh,lintvar,iobj,a,irowa,iccola,bl,bu,pnames,nname,crname, &
h,irowh,iccolh,minmax,intvar,ifail)
Deallocate (a,irowa,iccola,bl,bu,crname,h,irowh,iccolh,intvar)
! Close the data file
ifail = 0
Call x04adf(nin,ifail)
! set maxm maxn and maxnnz
maxm = m
maxn = n
maxnnz = nnz
maxnnzh = nnzh
maxncolh = ncolh
If (readints) Then
maxlintvar = lintvar
Else
maxlintvar = -1
End If
! Allocate memory
Allocate (irowa(maxnnz),iccola(maxn+1),a(maxnnz),bl(maxn+maxm), &
bu(maxn+maxm),crname(maxn+maxm),irowh(maxnnzh),iccolh(maxncolh+1), &
h(maxnnzh),intvar(maxlintvar))
! Open the data file for reading
mode = 0
ifail = 0
Call x04acf(nin,fname,mode,ifail)
! Call e04mxf to read the problem
ifail = 0
Call e04mxf(nin,maxn,maxm,maxnnz,maxncolh,maxnnzh,maxlintvar,mpslst,n,m, &
nnz,ncolh,nnzh,lintvar,iobj,a,irowa,iccola,bl,bu,pnames,nname,crname, &
h,irowh,iccolh,minmax,intvar,ifail)
! Close the data file
ifail = 0
Call x04adf(nin,ifail)
! Data has been read. Set up and run the solver
Allocate (iw(leniw),rw(lenrw),cw(lencw))
! Call e04npf to initialize workspace
ifail = 0
Call e04npf(cw,lencw,iw,leniw,rw,lenrw,ifail)
! Call option setter e04nsf to change the direction of optimization.
! Minimization is assumed by default.
If (minmax==1) Then
ifail = 0
Call e04nsf('Maximize',cw,iw,rw,ifail)
Else If (minmax==0) Then
ifail = 0
Call e04nsf('Feasible Point',cw,iw,rw,ifail)
End If
! Set this to .True. to cause e04nqf to produce intermediate
! progress output
verbose_output = .False.
If (verbose_output) Then
! By default E04NQF does not print monitoring
! information. Set the print file unit or the summary
! file unit to get information.
ifail = 0
Call e04ntf('Print file',nout,cw,iw,rw,ifail)
Else
Write (nout,99999) n, m
End If
! We have no explicit objective vector so set LENC = 0; the
! objective vector is stored in row IOBJ of ACOL.
lenc = 0
objadd = 0.0E0_nag_wp
start = 'C'
Allocate (c(max(1,lenc)),helast(n+m),x(n+m),pi(m),rc(n+m),hs(n+m),iuser( &
ncolh+1+nnzh),ruser(nnzh))
helast(1:n+m) = 0
hs(1:n+m) = 0
Do i = 1, n + m
x(i) = min(max(0.0E0_nag_wp,bl(i)),bu(i))
End Do
If (ncolh>0) Then
! Store the non zeros of H in ruser for use by qphx
ruser(1:nnzh) = h(1:nnzh)
! Store iccolh and irowh in iuser for use by qphx
iuser(1:ncolh+1) = iccolh(1:ncolh+1)
iuser(ncolh+2:nnzh+ncolh+1) = irowh(1:nnzh)
End If
! Call e04nqf to solve the problem
ifail = 0
Call e04nqf(start,qphx,m,n,nnz,nname,lenc,ncolh,iobj,objadd,pnames(1),a, &
irowa,iccola,bl,bu,c,crname,helast,hs,x,pi,rc,ns,ninf,sinf,obj,cw, &
lencw,iw,leniw,rw,lenrw,cuser,iuser,ruser,ifail)
If (.Not. verbose_output) Then
Write (nout,*)
Write (nout,99998) obj
Write (nout,*) 'Optimal X = '
Write (nout,99997) x(1:n)
End If
99999 Format (1X,/,1X,'Problem contains ',I3,' variables and ',I3, &
' linear constraints')
99998 Format (1X,'Final objective value = ',1P,E11.3)
99997 Format (14X,7F9.2)
End Program e04mxfe