Program e04nfae
! E04NFA Example Program Text
! Mark 26.2 Release. NAG Copyright 2017.
! .. Use Statements ..
Use nag_library, Only: e04nfa, e04wbf, e54nfu, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, iter, j, lda, ldh, liwork, &
lwork, n, nclin, sda
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), ax(:), bl(:), bu(:), &
clamda(:), cvec(:), h(:,:), work(:), &
x(:)
Real (Kind=nag_wp) :: ruser(1), rwsav(lrwsav)
Integer, Allocatable :: istate(:), iwork(:)
Integer :: iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04NFA Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin
liwork = 2*n + 3
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
! This particular example problem is of type QP2 with H stored explicitly,
! so we allocate CVEC(N) and H(LDH,N), and define LDH and LWORK as below
ldh = n
If (nclin>0) Then
lwork = 2*n**2 + 8*n + 5*nclin
Else
lwork = n**2 + 8*n
End If
Allocate (istate(n+nclin),ax(max(1,nclin)),iwork(liwork),h(ldh,n),bl(n+ &
nclin),bu(n+nclin),cvec(n),x(n),a(lda,sda),clamda(n+nclin), &
work(lwork))
Read (nin,*) cvec(1:n)
Read (nin,*)(a(i,1:sda),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*) bu(1:(n+nclin))
Read (nin,*) x(1:n)
Read (nin,*)(h(i,1:n),i=1,n)
! Initialise E04NFA
ifail = 0
Call e04wbf('E04NFA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Solve the problem
ifail = -1
Call e04nfa(n,nclin,a,lda,bl,bu,cvec,h,ldh,e54nfu,istate,x,iter,obj,ax, &
clamda,iwork,liwork,work,lwork,iwsav,ruser,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:5,7:)
Write (nout,*)
Write (nout,99999)
Write (nout,*)
Do i = 1, n
Write (nout,99998) i, istate(i), x(i), clamda(i)
End Do
If (nclin>0) Then
Write (nout,*)
Write (nout,*)
Write (nout,99997)
Write (nout,*)
Do i = n + 1, n + nclin
j = i - n
Write (nout,99996) j, istate(i), ax(j), clamda(i)
End Do
End If
Write (nout,*)
Write (nout,*)
Write (nout,99995) obj
Write (nout,*)
Write (nout,*)
Write (nout,99994) iter
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)
99994 Format (1X,'Exit from problem after',1X,I6,1X,'iterations.')
End Program e04nfae