! E04VHF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
Module e04vhfe_mod
! E04VHF 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 :: usrfun
! .. Parameters ..
Integer, Parameter, Public :: lencw = 600, leniw = 600, &
lenrw = 600, nin = 5, nout = 6
Contains
Subroutine usrfun(status,n,x,needf,nf,f,needg,leng,g,cuser,iuser,ruser)
! .. Scalar Arguments ..
Integer, Intent (In) :: leng, n, needf, needg, nf
Integer, Intent (Inout) :: status
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: f(nf), g(leng), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
Character (8), Intent (Inout) :: cuser(*)
! .. Intrinsic Procedures ..
Intrinsic :: cos, sin
! .. Executable Statements ..
If (needf>0) Then
! The nonlinear components of f_i(x) need to be assigned,
! for i = 1 to NF
f(1) = 1000.0E+0_nag_wp*sin(-x(1)-0.25E+0_nag_wp) + &
1000.0E+0_nag_wp*sin(-x(2)-0.25E+0_nag_wp)
f(2) = 1000.0E+0_nag_wp*sin(x(1)-0.25E+0_nag_wp) + &
1000.0E+0_nag_wp*sin(x(1)-x(2)-0.25E+0_nag_wp)
f(3) = 1000.0E+0_nag_wp*sin(x(2)-x(1)-0.25E+0_nag_wp) + &
1000.0E+0_nag_wp*sin(x(2)-0.25E+0_nag_wp)
! N.B. in this example there is no need to assign for the wholly
! linear components f_4(x) and f_5(x).
f(6) = 1.0E-6_nag_wp*x(3)**3 + 2.0E-6_nag_wp*x(4)**3/3.0E+0_nag_wp
End If
If (needg>0) Then
! The derivatives of the function f_i(x) need to be assigned.
! G(k) should be set to partial derivative df_i(x)/dx_j where
! i = IGFUN(k) and j = IGVAR(k), for k = 1 to LENG.
g(1) = -1000.0E+0_nag_wp*cos(-x(1)-0.25E+0_nag_wp)
g(2) = -1000.0E+0_nag_wp*cos(-x(2)-0.25E+0_nag_wp)
g(3) = 1000.0E+0_nag_wp*cos(x(1)-0.25E+0_nag_wp) + &
1000.0E+0_nag_wp*cos(x(1)-x(2)-0.25E+0_nag_wp)
g(4) = -1000.0E+0_nag_wp*cos(x(1)-x(2)-0.25E+0_nag_wp)
g(5) = -1000.0E+0_nag_wp*cos(x(2)-x(1)-0.25E+0_nag_wp)
g(6) = 1000.0E+0_nag_wp*cos(x(2)-x(1)-0.25E+0_nag_wp) + &
1000.0E+0_nag_wp*cos(x(2)-0.25E+0_nag_wp)
g(7) = 3.0E-6_nag_wp*x(3)**2
g(8) = 2.0E-6_nag_wp*x(4)**2
End If
Return
End Subroutine usrfun
End Module e04vhfe_mod
Program e04vhfe
! E04VHF Example Main Program
! .. Use Statements ..
Use nag_library, Only: e04vgf, e04vhf, e04vmf, nag_wp
Use e04vhfe_mod, Only: lencw, leniw, lenrw, nin, nout, usrfun
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: objadd, sinf
Integer :: i, ifail, lena, leng, n, nea, &
neg, nf, nfname, ninf, ns, &
nxname, objrow, start
Character (8) :: prob
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), f(:), flow(:), fmul(:), &
fupp(:), x(:), xlow(:), xmul(:), &
xupp(:)
Real (Kind=nag_wp) :: ruser(1), rw(lenrw)
Integer, Allocatable :: fstate(:), iafun(:), igfun(:), &
javar(:), jgvar(:), xstate(:)
Integer :: iuser(1), iw(leniw)
Character (8) :: cuser(1), cw(lencw)
Character (8), Allocatable :: fnames(:), xnames(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04VHF Example Program Results'
Flush (nout)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nf
Read (nin,*) nea, neg, objrow, start
lena = max(1,nea)
leng = max(1,neg)
nxname = n
nfname = nf
Allocate (iafun(lena),javar(lena),igfun(leng),jgvar(leng),xstate(n), &
fstate(nf),a(lena),xlow(n),xupp(n),flow(nf),fupp(nf),x(n),xmul(n), &
f(nf),fmul(nf),xnames(nxname),fnames(nfname))
! Read the variable names
Read (nin,*) xnames(1:nxname)
! Read the function names
Read (nin,*) fnames(1:nfname)
! Read the sparse matrix A, the linear part of F
Do i = 1, nea
! For each element read row, column, A(row,column)
Read (nin,*) iafun(i), javar(i), a(i)
End Do
! Read the structure of sparse matrix G, the nonlinear part of F
Do i = 1, neg
! For each element read row, column
Read (nin,*) igfun(i), jgvar(i)
End Do
! Read the lower and upper bounds on the variables
Do i = 1, n
Read (nin,*) xlow(i), xupp(i)
End Do
! Read the lower and upper bounds on the functions
Do i = 1, nf
Read (nin,*) flow(i), fupp(i)
End Do
! Initialise X, XSTATE, XMUL, F, FSTATE, FMUL
Read (nin,*) x(1:n)
Read (nin,*) xstate(1:n)
Read (nin,*) xmul(1:n)
Read (nin,*) f(1:nf)
Read (nin,*) fstate(1:nf)
Read (nin,*) fmul(1:nf)
objadd = 0.0E0_nag_wp
prob = ' '
! Call E04VGF to initialise E04VHF.
ifail = 0
Call e04vgf(cw,lencw,iw,leniw,rw,lenrw,ifail)
! By default E04VHF does not print monitoring
! information. Set the print file unit or the summary
! file unit to get information.
ifail = 0
Call e04vmf('Print file',nout,cw,iw,rw,ifail)
! Solve the problem.
ifail = 0
Call e04vhf(start,nf,n,nxname,nfname,objadd,objrow,prob,usrfun,iafun, &
javar,a,lena,nea,igfun,jgvar,leng,neg,xlow,xupp,xnames,flow,fupp, &
fnames,x,xstate,xmul,f,fstate,fmul,ns,ninf,sinf,cw,lencw,iw,leniw,rw, &
lenrw,cuser,iuser,ruser,ifail)
Write (nout,*)
Write (nout,99999) f(objrow)
Write (nout,99998) x(1:n)
99999 Format (1X,'Final objective value = ',F11.1)
99998 Format (1X,'Optimal X = ',7F9.2)
End Program e04vhfe