! E04UCA Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
Module e04ucae_mod
! E04UCA 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 :: confun, objfun
! .. Parameters ..
Real (Kind=nag_wp), Parameter, Public :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter, Public :: zero = 0.0_nag_wp
Integer, Parameter, Public :: inc1 = 1, lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
Contains
Subroutine objfun(mode,n,x,objf,objgrd,nstate,iuser,ruser)
! Routine to evaluate objective function and its 1st derivatives.
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: objf
Integer, Intent (Inout) :: mode
Integer, Intent (In) :: n, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: objgrd(n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
If (mode==0 .Or. mode==2) Then
objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3)
End If
If (mode==1 .Or. mode==2) Then
objgrd(1) = x(4)*(x(1)+x(1)+x(2)+x(3))
objgrd(2) = x(1)*x(4)
objgrd(3) = x(1)*x(4) + one
objgrd(4) = x(1)*(x(1)+x(2)+x(3))
End If
Return
End Subroutine objfun
Subroutine confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser)
! Routine to evaluate the nonlinear constraints and their 1st
! derivatives.
! .. Scalar Arguments ..
Integer, Intent (In) :: ldcj, n, ncnln, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: c(ncnln)
Real (Kind=nag_wp), Intent (Inout) :: cjac(ldcj,n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
Integer, Intent (In) :: needc(ncnln)
! .. Executable Statements ..
If (nstate==1) Then
! First call to CONFUN. Set all Jacobian elements to zero.
! Note that this will only work when 'Derivative Level = 3'
! (the default; see Section 11.2).
cjac(1:ncnln,1:n) = zero
End If
If (needc(1)>0) Then
If (mode==0 .Or. mode==2) Then
c(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2
End If
If (mode==1 .Or. mode==2) Then
cjac(1,1) = x(1) + x(1)
cjac(1,2) = x(2) + x(2)
cjac(1,3) = x(3) + x(3)
cjac(1,4) = x(4) + x(4)
End If
End If
If (needc(2)>0) Then
If (mode==0 .Or. mode==2) Then
c(2) = x(1)*x(2)*x(3)*x(4)
End If
If (mode==1 .Or. mode==2) Then
cjac(2,1) = x(2)*x(3)*x(4)
cjac(2,2) = x(1)*x(3)*x(4)
cjac(2,3) = x(1)*x(2)*x(4)
cjac(2,4) = x(1)*x(2)*x(3)
End If
End If
Return
End Subroutine confun
End Module e04ucae_mod
Program e04ucae
! E04UCA Example Main Program
! .. Use Statements ..
Use e04ucae_mod, Only: confun, inc1, lcwsav, liwsav, llwsav, lrwsav, &
nin, nout, objfun, one, zero
Use nag_library, Only: dgemv, e04uca, e04wbf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, iter, j, lda, ldcj, ldr, &
liwork, lwork, n, nclin, ncnln, sda, &
sdcjac
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), c(:), &
cjac(:,:), clamda(:), objgrd(:), &
r(:,:), work(:), x(:)
Real (Kind=nag_wp) :: ruser(1), rwsav(lrwsav)
Integer, Allocatable :: istate(:), iwork(:)
Integer :: iuser(1), iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04UCA Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin, ncnln
liwork = 3*n + nclin + 2*ncnln
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
ldcj = max(1,ncnln)
If (ncnln>0) Then
sdcjac = n
Else
sdcjac = 1
End If
ldr = n
If (ncnln==0 .And. nclin>0) Then
lwork = 2*n**2 + 20*n + 11*nclin
Else If (ncnln>0 .And. nclin>=0) Then
lwork = 2*n**2 + n*nclin + 2*n*ncnln + 20*n + 11*nclin + 21*ncnln
Else
lwork = 20*n
End If
Allocate (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), &
bl(n+nclin+ncnln),bu(n+nclin+ncnln),c(max(1, &
ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ncnln),objgrd(n),r(ldr,n), &
x(n),work(lwork))
If (nclin>0) Then
Read (nin,*)(a(i,1:sda),i=1,nclin)
End If
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Initialise E04UCA
ifail = 0
Call e04wbf('E04UCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Solve the problem
ifail = -1
Call e04uca(n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,confun,objfun,iter, &
istate,c,cjac,clamda,objf,objgrd,r,x,iwork,liwork,work,lwork,iuser, &
ruser,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:6,8)
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
! A*x --> work.
! The NAG name equivalent of dgemv is f06paf
Call dgemv('N',nclin,n,one,a,lda,x,inc1,zero,work,inc1)
Write (nout,*)
Write (nout,*)
Write (nout,99997)
Write (nout,*)
Do i = n + 1, n + nclin
j = i - n
Write (nout,99996) j, istate(i), work(j), clamda(i)
End Do
End If
If (ncnln>0) Then
Write (nout,*)
Write (nout,*)
Write (nout,99995)
Write (nout,*)
Do i = n + nclin + 1, n + nclin + ncnln
j = i - n - nclin
Write (nout,99994) j, istate(i), c(j), clamda(i)
End Do
End If
Write (nout,*)
Write (nout,*)
Write (nout,99993) objf
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,'N Con',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99994 Format (1X,'N',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99993 Format (1X,'Final objective value = ',1P,G15.7)
End Program e04ucae