! E04FGF Example Program Text
Program e04fgfe
! Mark 27.1 Release. NAG Copyright 2020.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nag_library, Only: e04fgf, e04raf, e04rhf, e04rmf, e04rzf, e04zmf, &
nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: infbnd = 1.0E20_nag_wp
Integer, Parameter :: nout = 6
! .. Local Scalars ..
Type (c_ptr) :: handle
Integer :: i, ifail, irevcm, isparse, maxeval, &
neval, nnzrd, nres, nvar
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: lx(:), rx(:,:), ux(:), x(:,:)
Real (Kind=nag_wp) :: rinfo(100), stats(100)
Integer :: icolrd(1), irowrd(1)
! .. Executable Statements ..
Write (nout,*) 'E04FGF Example Program Results'
Write (nout,*)
Flush (nout)
nvar = 2
nres = 2
maxeval = 2
! Initialize handle
ifail = 0
Call e04raf(handle,nvar,ifail)
! Define residuals structure, isparse=0 means the residual structure is
! dense => irowrd and icolrd are not accessed
isparse = 0
nnzrd = 1
Call e04rmf(handle,nres,isparse,nnzrd,irowrd,icolrd,ifail)
! Set options
! relax the main convergence criteria a bit
Call e04zmf(handle,'DFO Trust Region Tolerance = 5.0e-6',ifail)
! Print the solution
Call e04zmf(handle,'Print Solution = YES',ifail)
! Define starting point
Allocate (x(nvar,maxeval),rx(nres,maxeval))
x(1:2,1) = (/-1.2_nag_wp,1.0_nag_wp/)
! Define bounds for the variables
Allocate (lx(nvar),ux(nvar))
lx(1:2) = (/-1.5_nag_wp,-2.0_nag_wp/)
ux(1:2) = (/2.0_nag_wp,infbnd/)
Call e04rhf(handle,nvar,lx,ux,ifail)
! Call the solver in the reverse communication loop
irevcm = 1
Do While (irevcm/=0)
ifail = -1
Call e04fgf(handle,irevcm,neval,maxeval,nvar,x,nres,rx,rinfo,stats, &
ifail)
If (irevcm==1) Then
Do i = 1, neval
! Compute the rosenbrock objective function on the required points
rx(1,i) = 1.0_nag_wp - x(1,i)
rx(2,i) = 10.0_nag_wp*(x(2,i)-x(1,i)**2)
End Do
End If
End Do
! Free the handle memory
ifail = 0
Call e04rzf(handle,ifail)
End Program e04fgfe