! E04KYF Example Program Text
! Mark 26.2 Release. NAG Copyright 2017.
Module e04kyfe_mod
! E04KYF 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 :: funct2
! .. Parameters ..
Integer, Parameter, Public :: n = 4, nout = 6
Integer, Parameter, Public :: liw = n + 2
Integer, Parameter, Public :: lw = 10*n + n*(n-1)/2
Contains
Subroutine funct2(n,xc,fc,gc,iuser,ruser)
! Routine to evaluate objective function and its 1st derivatives.
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: fc
Integer, Intent (In) :: n
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: gc(n)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: xc(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: x1, x2, x3, x4
! .. Executable Statements ..
x1 = xc(1)
x2 = xc(2)
x3 = xc(3)
x4 = xc(4)
fc = (x1+10.0_nag_wp*x2)**2 + 5.0_nag_wp*(x3-x4)**2 + &
(x2-2.0_nag_wp*x3)**4 + 10.0_nag_wp*(x1-x4)**4
gc(1) = 2.0_nag_wp*(x1+10.0_nag_wp*x2) + 40.0_nag_wp*(x1-x4)**3
gc(2) = 20.0_nag_wp*(x1+10.0_nag_wp*x2) + 4.0_nag_wp*(x2-2.0_nag_wp*x3 &
)**3
gc(3) = 10.0_nag_wp*(x3-x4) - 8.0_nag_wp*(x2-2.0_nag_wp*x3)**3
gc(4) = -10.0_nag_wp*(x3-x4) - 40.0_nag_wp*(x1-x4)**3
Return
End Subroutine funct2
End Module e04kyfe_mod
Program e04kyfe
! E04KYF Example Main Program
! .. Use Statements ..
Use e04kyfe_mod, Only: funct2, liw, lw, n, nout
Use nag_library, Only: e04kyf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: f
Integer :: ibound, ifail
! .. Local Arrays ..
Real (Kind=nag_wp) :: bl(n), bu(n), g(n), ruser(1), w(lw), &
x(n)
Integer :: iuser(1), iw(liw)
! .. Executable Statements ..
Write (nout,*) 'E04KYF Example Program Results'
x(1:n) = (/3.0_nag_wp,-1.0_nag_wp,0.0_nag_wp,1.0_nag_wp/)
ibound = 0
! X(3) is unconstrained, so we set BL(3) to a large negative
! number and BU(3) to a large positive number.
bl(1:n) = (/1.0_nag_wp,-2.0_nag_wp,-1.0E6_nag_wp,1.0_nag_wp/)
bu(1:n) = (/3.0_nag_wp,0.0_nag_wp,1.0E6_nag_wp,3.0_nag_wp/)
ifail = -1
Call e04kyf(n,ibound,funct2,bl,bu,x,f,g,iw,liw,w,lw,iuser,ruser,ifail)
Select Case (ifail)
Case (0,2:)
Write (nout,*)
Write (nout,99999) 'Function value on exit is ', f
Write (nout,99998) 'at the point', x(1:n)
Write (nout,*) 'The corresponding (machine dependent) gradient is'
Write (nout,99997) g(1:n)
End Select
99999 Format (1X,A,F9.4)
99998 Format (1X,A,4F9.4)
99997 Format (13X,4E12.4)
End Program e04kyfe