Program e04ncae
! E04NCA Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: dgemv, e04nca, e04wbf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter :: inc1 = 1, lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, iter, lda, ldc, liwork, &
lwork, m, n, nclin, sdc
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), bl(:), bu(:), c(:,:), &
clamda(:), cvec(:), work(:), x(:)
Real (Kind=nag_wp) :: rwsav(lrwsav)
Integer, Allocatable :: istate(:), iwork(:), kx(:)
Integer :: iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04NCA Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n, nclin
liwork = n
ldc = max(1,nclin)
lda = max(1,m)
If (nclin>0) Then
sdc = n
Else
sdc = 1
End If
! This particular example problem is of type LS1, so we allocate
! A(LDA,N), CVEC(1), B(M) and define LWORK as below
If (nclin>0) Then
lwork = 2*n**2 + 9*n + 6*nclin
Else
lwork = 9*n
End If
Allocate (istate(n+nclin),kx(n),iwork(liwork),c(ldc,sdc),bl(n+nclin), &
bu(n+nclin),cvec(1),x(n),a(lda,n),b(m),clamda(n+nclin),work(lwork))
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
Read (nin,*)(c(i,1:sdc),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*) bu(1:(n+nclin))
Read (nin,*) x(1:n)
! Initialise E04NCA
ifail = 0
Call e04wbf('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Solve the problem
ifail = -1
Call e04nca(m,n,nclin,ldc,lda,c,bl,bu,cvec,istate,kx,x,a,b,iter,obj, &
clamda,iwork,liwork,work,lwork,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:5,7:)
! Print variable headers
Write (nout,99999)
Do i = 1, n
Write (nout,99998) i, istate(i), x(i), clamda(i)
End Do
If (nclin>0) Then
! C*x --> work
! The NAG name equivalent of dgemv is f06paf
Call dgemv('N',nclin,n,one,c,ldc,x,inc1,zero,work,inc1)
! Print constraint headers
Write (nout,99997)
Do i = 1, nclin
Write (nout,99996) i, istate(i+n), work(i), clamda(i+n)
End Do
End If
Write (nout,99995) obj
End Select
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,'Final objective value = ',G15.7)
End Program e04ncae