! H02CFF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
Module h02cffe_mod
! H02CFF 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 :: monit, qphx
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: cutoff = -1840000.0_nag_wp
Integer, Parameter, Public :: iset = 1, lintvr = 10, &
mdepth = 2000, nin = 5, ninopt = 7, &
nout = 6
Contains
Subroutine qphx(nstate,ncolh,x,hx)
! Routine to compute H*x. (In this version of QPHX, the Hessian
! matrix H is not referenced explicitly.)
! .. Scalar Arguments ..
Integer, Intent (In) :: ncolh, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: hx(ncolh)
Real (Kind=nag_wp), Intent (In) :: x(ncolh)
! .. Executable Statements ..
hx(1) = 2.0_nag_wp*x(1)
hx(2) = 2.0_nag_wp*x(2)
hx(3) = 2.0_nag_wp*(x(3)+x(4))
hx(4) = hx(3)
hx(5) = 2.0_nag_wp*x(5)
hx(6) = 2.0_nag_wp*(x(6)+x(7))
hx(7) = hx(6)
Return
End Subroutine qphx
Subroutine monit(intfnd,nodes,depth,obj,x,bstval,bstsol,bl,bu,n,halt, &
count)
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: bstval
Real (Kind=nag_wp), Intent (In) :: obj
Integer, Intent (Inout) :: count
Integer, Intent (In) :: depth, intfnd, n, nodes
Logical, Intent (Inout) :: halt
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: bl(n), bstsol(n), bu(n), x(n)
! .. Executable Statements ..
If (intfnd==0) Then
bstval = cutoff
End If
Return
End Subroutine monit
End Module h02cffe_mod
Program h02cffe
! H02CFF Example Main Program
! .. Use Statements ..
Use h02cffe_mod, Only: iset, lintvr, mdepth, monit, nin, ninopt, nout, &
qphx
Use nag_library, Only: h02cef, h02cff, h02cgf, nag_wp, x04abf, x04acf, &
x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'h02cffe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, icol, ifail, inform, iobj, jcol, &
leniz, lenz, m, miniz, minz, mode, &
n, ncolh, nname, nnz, ns, outchn, &
strtgy
Character (200) :: rec
Character (1) :: start
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), bl(:), bu(:), clamda(:), &
xs(:), z(:)
Integer, Allocatable :: ha(:), intvar(:), istate(:), iz(:), &
ka(:)
Character (8), Allocatable :: crname(:)
Character (8) :: names(5)
! .. Executable Statements ..
Write (rec,99996) 'H02CFF Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file.
Read (nin,*)
Read (nin,*) n, m
Read (nin,*) nnz, iobj, ncolh, start, nname
Allocate (a(nnz),bl(n+m),bu(n+m),clamda(n+m),xs(n+m),ha(nnz), &
intvar(lintvr),istate(n+m),ka(n+1),crname(nname))
Read (nin,*) names(1:5)
Read (nin,*) crname(1:nname)
! Read the matrix A from data file. Set up KA.
jcol = 1
ka(jcol) = 1
Do i = 1, nnz
! Element ( HA( I ), ICOL ) is stored in A( I ).
Read (nin,*) a(i), ha(i), icol
If (icol==jcol+1) Then
! Index in A of the start of the ICOL-th column equals I.
ka(icol) = i
jcol = icol
Else If (icol>jcol+1) Then
! Index in A of the start of the ICOL-th column equals I,
! but columns JCOL+1,JCOL+2,...,ICOL-1 are empty. Set the
! corresponding elements of KA to I.
ka((jcol+1):(icol-1)) = i
ka(icol) = i
jcol = icol
End If
End Do
ka(n+1) = nnz + 1
Read (nin,*) bl(1:n+m)
Read (nin,*) bu(1:n+m)
Read (nin,*) istate(1:n)
Read (nin,*) xs(1:n)
! Set three options using H02CGF.
Call h02cgf(' Check Frequency = 10 ')
Call h02cgf(' Feasibility Tolerance = 0.00001 ')
Call h02cgf(' Infinite Bound Size = 1.0D+25 ')
! Set the unit number for advisory messages to OUTCHN.
outchn = nout
Call x04abf(iset,outchn)
! 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 h02cff(ninopt,inform)
If (inform/=0) Then
Write (rec,99997) 'H02CFF terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
strtgy = 3
intvar(1:7) = (/2,3,4,5,6,7,-1/)
Call h02cgf('NoList')
Call h02cgf('Print Level = 0')
! Solve the QP problem.
! First call is a workspace query
leniz = 1
lenz = 1
Allocate (iz(leniz),z(lenz))
ifail = 1
Call h02cef(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, &
crname,ns,xs,intvar,lintvr,mdepth,istate,miniz,minz,obj,clamda,strtgy, &
iz,leniz,z,lenz,monit,ifail)
If (ifail/=14) Then
Write (rec,99995) ifail
Call x04baf(nout,rec)
Else
Deallocate (iz,z)
leniz = miniz
lenz = minz
Allocate (iz(leniz),z(lenz))
ifail = 0
Call h02cef(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, &
crname,ns,xs,intvar,lintvr,mdepth,istate,miniz,minz,obj,clamda, &
strtgy,iz,leniz,z,lenz,monit,ifail)
! Print out the best integer solution found
Write (rec,99999) obj
Call x04baf(nout,rec)
Call x04baf(nout,' Components are')
Do i = 1, n
Write (rec,99998) i, xs(i)
Call x04baf(nout,rec)
End Do
End If
100 Continue
99999 Format (1X,'Optimal Integer Value is = ',E20.8)
99998 Format (1X,'X(',I3,') = ',F10.2)
99997 Format (A,I5)
99996 Format (1X,A)
99995 Format (1X,'** Workspace query in H02CEF exited with IFAIL = ',I0)
End Program h02cffe