! E04UQA Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
Module e04uqae_mod
! E04UQA 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 :: confun, objfun
! .. Parameters ..
Real (Kind=nag_wp), Parameter, Public :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter, Public :: zero = 0.0_nag_wp
Integer, Parameter, Public :: inc1 = 1, iset = 1, lcwsav = 1, &
liwsav = 610, llwsav = 120, &
lrwsav = 475, nin = 5, ninopt = 7, &
nout = 6
Contains
Subroutine objfun(mode,m,n,ldfj,needfi,x,f,fjac,nstate,iuser,ruser)
! Routine to evaluate the subfunctions and their 1st derivatives.
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: a(44) = (/8.0_nag_wp,8.0_nag_wp, &
10.0_nag_wp,10.0_nag_wp,10.0_nag_wp, &
10.0_nag_wp,12.0_nag_wp,12.0_nag_wp, &
12.0_nag_wp,12.0_nag_wp,14.0_nag_wp, &
14.0_nag_wp,14.0_nag_wp,16.0_nag_wp, &
16.0_nag_wp,16.0_nag_wp,18.0_nag_wp, &
18.0_nag_wp,20.0_nag_wp,20.0_nag_wp, &
20.0_nag_wp,22.0_nag_wp,22.0_nag_wp, &
22.0_nag_wp,24.0_nag_wp,24.0_nag_wp, &
24.0_nag_wp,26.0_nag_wp,26.0_nag_wp, &
26.0_nag_wp,28.0_nag_wp,28.0_nag_wp, &
30.0_nag_wp,30.0_nag_wp,30.0_nag_wp, &
32.0_nag_wp,32.0_nag_wp,34.0_nag_wp, &
36.0_nag_wp,36.0_nag_wp,38.0_nag_wp, &
38.0_nag_wp,40.0_nag_wp, &
42.0_nag_wp/)
! .. Scalar Arguments ..
Integer, Intent (In) :: ldfj, m, n, needfi, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: f(m)
Real (Kind=nag_wp), Intent (Inout) :: fjac(ldfj,n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: ai, temp, x1, x2
Integer :: i
Logical :: mode02, mode12
! .. Intrinsic Procedures ..
Intrinsic :: exp
! .. Executable Statements ..
x1 = x(1)
x2 = x(2)
mode02 = (mode==0 .Or. mode==2)
mode12 = (mode==1 .Or. mode==2)
loop: Do i = 1, m
If (needfi==i) Then
f(i) = x1 + (0.49_nag_wp-x1)*exp(-x2*(a(i)-8.0_nag_wp))
Exit loop
End If
ai = a(i)
temp = exp(-x2*(ai-8.0_nag_wp))
If (mode02) Then
f(i) = x1 + (0.49_nag_wp-x1)*temp
End If
If (mode12) Then
fjac(i,1) = one - temp
fjac(i,2) = -(0.49_nag_wp-x1)*(ai-8.0_nag_wp)*temp
End If
End Do loop
Return
End Subroutine objfun
Subroutine confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser)
! Routine to evaluate the nonlinear constraint and its 1st
! derivatives.
! .. Scalar Arguments ..
Integer, Intent (In) :: ldcj, n, ncnln, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: c(ncnln)
Real (Kind=nag_wp), Intent (Inout) :: cjac(ldcj,n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
Integer, Intent (In) :: needc(ncnln)
! .. Executable Statements ..
If (nstate==1) Then
! First call to CONFUN. Set all Jacobian elements to zero.
! Note that this will only work when 'Derivative Level = 3'
! (the default; see Section 11.2).
cjac(1:ncnln,1:n) = zero
End If
If (needc(1)>0) Then
If (mode==0 .Or. mode==2) Then
c(1) = -0.09_nag_wp - x(1)*x(2) + 0.49_nag_wp*x(2)
End If
If (mode==1 .Or. mode==2) Then
cjac(1,1) = -x(2)
cjac(1,2) = -x(1) + 0.49_nag_wp
End If
End If
Return
End Subroutine confun
End Module e04uqae_mod
Program e04uqae
! E04UQA Example Main Program
! .. Use Statements ..
Use e04uqae_mod, Only: confun, inc1, iset, lcwsav, liwsav, llwsav, &
lrwsav, nin, ninopt, nout, objfun, one, zero
Use nag_library, Only: dgemv, e04uqa, e04ura, e04usa, e04wbf, nag_wp, &
x04abf, x04acf, x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04uqae.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, inform, iter, j, lda, &
ldcj, ldfj, ldr, liwork, lwork, m, &
mode, n, nclin, ncnln, outchn, sda, &
sdcjac
Character (80) :: rec
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), c(:), &
cjac(:,:), clamda(:), f(:), &
fjac(:,:), r(:,:), work(:), x(:), &
y(:)
Real (Kind=nag_wp) :: rwsav(lrwsav), user(1)
Integer, Allocatable :: istate(:), iwork(:)
Integer :: iuser(1), iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (rec,99991) 'E04UQA Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
Read (nin,*) nclin, ncnln
liwork = 3*n + nclin + 2*ncnln
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
ldcj = max(1,ncnln)
If (ncnln>0) Then
sdcjac = n
Else
sdcjac = 1
End If
ldfj = m
ldr = n
If (ncnln==0 .And. nclin>0) Then
lwork = 20*n + m*(n+3) + 2*n**2 + 11*nclin
Else If (ncnln>0 .And. nclin>=0) Then
lwork = 20*n + m*(n+3) + 2*n**2 + 11*nclin + n*nclin + 2*n*ncnln + &
21*ncnln
Else
lwork = 20*n + m*(n+3)
End If
Allocate (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), &
bl(n+nclin+ncnln),bu(n+nclin+ncnln),y(m),c(max(1, &
ncnln)),cjac(ldcj,sdcjac),f(m),fjac(ldfj,n),clamda(n+nclin+ncnln), &
r(ldr,n),x(n),work(lwork))
If (nclin>0) Then
Read (nin,*)(a(i,1:sda),i=1,nclin)
End If
Read (nin,*) y(1:m)
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(iset,outchn)
! Initialise E04USA
ifail = 0
Call e04wbf('E04USA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Set two options using E04URF
Call e04ura(' Infinite Bound Size = 1.0D+25 ',lwsav,iwsav,rwsav,inform)
If (inform==0) Then
Call e04ura(' Verify Level = -1 ',lwsav,iwsav,rwsav,inform)
End If
If (inform/=0) Then
Write (rec,99992) 'E04URA terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
! 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 e04uqa(ninopt,lwsav,iwsav,rwsav,inform)
If (inform/=0) Then
Write (rec,99992) 'E04UQA terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
! Solve the problem
ifail = -1
Call e04usa(m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,confun,objfun, &
iter,istate,c,cjac,f,fjac,clamda,objf,r,x,iwork,liwork,work,lwork, &
iuser,user,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:8)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99999)
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Do i = 1, n
Write (rec,99998) i, istate(i), x(i), clamda(i)
Call x04baf(nout,rec)
End Do
If (nclin>0) Then
! A*x --> work
! The NAG name equivalent of dgemv is f06paf
Call dgemv('N',nclin,n,one,a,lda,x,inc1,zero,work,inc1)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99997)
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Do i = n + 1, n + nclin
j = i - n
Write (rec,99996) j, istate(i), work(j), clamda(i)
Call x04baf(nout,rec)
End Do
End If
If (ncnln>0) Then
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99995)
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Do i = n + nclin + 1, n + nclin + ncnln
j = i - n - nclin
Write (rec,99994) j, istate(i), c(j), clamda(i)
Call x04baf(nout,rec)
End Do
End If
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99993) objf
Call x04baf(nout,rec)
End Select
100 Continue
99999 Format (1X,'Varbl',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99998 Format (1X,'V',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99997 Format (1X,'L Con',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99996 Format (1X,'L',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99995 Format (1X,'N Con',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99994 Format (1X,'N',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99993 Format (1X,'Final objective value = ',G15.7)
99992 Format (1X,A,I5)
99991 Format (1X,A)
End Program e04uqae