! E04WDF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
Module e04wdfe_mod
! E04WDF 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 ..
Integer, Parameter, Public :: leniw = 600, lenrw = 600, nin = 5, &
nout = 6
Contains
Subroutine objfun(mode,n,x,objf,grad,nstate,iuser,ruser)
! Routine to evaluate objective function 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 (Inout) :: grad(n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
If (mode==0 .Or. mode==2) Then
objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3)
End If
If (mode==1 .Or. mode==2) Then
grad(1) = x(4)*(2.0E0_nag_wp*x(1)+x(2)+x(3))
grad(2) = x(1)*x(4)
grad(3) = x(1)*x(4) + 1.0E0_nag_wp
grad(4) = x(1)*(x(1)+x(2)+x(3))
End If
Return
End Subroutine objfun
Subroutine confun(mode,ncnln,n,ldcj,needc,x,ccon,cjac,nstate,iuser, &
ruser)
! Routine to evaluate the nonlinear constraints and their 1st
! derivatives.
! .. Scalar Arguments ..
Integer, Intent (In) :: ldcj, n, ncnln, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: ccon(max(1,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)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. 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) = 0.0E0_nag_wp
End If
If (needc(1)>0) Then
If (mode==0 .Or. mode==2) Then
ccon(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2
End If
If (mode==1 .Or. mode==2) Then
cjac(1,1) = 2.0E0_nag_wp*x(1)
cjac(1,2) = 2.0E0_nag_wp*x(2)
cjac(1,3) = 2.0E0_nag_wp*x(3)
cjac(1,4) = 2.0E0_nag_wp*x(4)
End If
End If
If (needc(2)>0) Then
If (mode==0 .Or. mode==2) Then
ccon(2) = x(1)*x(2)*x(3)*x(4)
End If
If (mode==1 .Or. mode==2) Then
cjac(2,1) = x(2)*x(3)*x(4)
cjac(2,2) = x(1)*x(3)*x(4)
cjac(2,3) = x(1)*x(2)*x(4)
cjac(2,4) = x(1)*x(2)*x(3)
End If
End If
Return
End Subroutine confun
End Module e04wdfe_mod
Program e04wdfe
! E04WDF Example Main Program
! .. Use Statements ..
Use e04wdfe_mod, Only: confun, leniw, lenrw, nin, nout, objfun
Use nag_library, Only: e04wcf, e04wdf, e04wgf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, lda, ldcj, ldh, majits, n, &
nclin, ncnln, sda, sdcjac
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), ccon(:), &
cjac(:,:), clamda(:), grad(:), &
h(:,:), x(:)
Real (Kind=nag_wp) :: ruser(1), rw(lenrw)
Integer, Allocatable :: istate(:)
Integer :: iuser(1), iw(leniw)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04WDF Example Program Results'
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin, 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
ldh = n
Allocate (istate(n+nclin+ncnln),a(lda,sda),bl(n+nclin+ncnln), &
bu(n+nclin+ncnln),ccon(max(1,ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ &
ncnln),grad(n),h(ldh,n),x(n))
If (nclin>0) Then
Read (nin,*)(a(i,1:sda),i=1,nclin)
End If
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Call E04WCF to initialize E04WDF.
ifail = 0
Call e04wcf(iw,leniw,rw,lenrw,ifail)
! By default E04WDF does not print monitoring
! information. Set the print file unit or the summary
! file unit to get information.
ifail = 0
Call e04wgf('Print file',nout,iw,rw,ifail)
! Solve the problem.
ifail = 0
Call e04wdf(n,nclin,ncnln,lda,ldcj,ldh,a,bl,bu,confun,objfun,majits, &
istate,ccon,cjac,clamda,objf,grad,h,x,iw,leniw,rw,lenrw,iuser,ruser, &
ifail)
Write (nout,*)
Write (nout,99999) objf
Write (nout,99998) x(1:n)
99999 Format (1X,'Final objective value = ',F11.3)
99998 Format (1X,'Optimal X = ',7F9.2)
End Program e04wdfe