! E04NKA Example Program Text
! Mark 27.2 Release. NAG Copyright 2021.
Module e04nkae_mod
! E04NKA 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 :: qphx
! .. Parameters ..
Integer, Parameter, Public :: lcwsav = 1, liwsav = 380, &
llwsav = 20, lrwsav = 285, nin = 5, &
nout = 6
Contains
Subroutine qphx(nstate,ncolh,x,hx,iuser,ruser)
! Routine to compute H*x. (In this version of QPHX, the Hessian
! matrix H is not referenced explicitly.)
! .. Scalar Arguments ..
Integer, Intent (In) :: ncolh, nstate
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: hx(ncolh)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(ncolh)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
hx(1) = 2.0E0_nag_wp*x(1)
hx(2) = 2.0E0_nag_wp*x(2)
hx(3) = 2.0E0_nag_wp*(x(3)+x(4))
hx(4) = hx(3)
hx(5) = 2.0E0_nag_wp*x(5)
hx(6) = 2.0E0_nag_wp*(x(6)+x(7))
hx(7) = hx(6)
Return
End Subroutine qphx
End Module e04nkae_mod
Program e04nkae
! E04NKA Example Main Program
! .. Use Statements ..
Use e04nkae_mod, Only: lcwsav, liwsav, llwsav, lrwsav, nin, nout, qphx
Use nag_library, Only: e04nka, e04wbf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj, sinf
Integer :: i, icol, ifail, iobj, jcol, leniz, &
lenz, m, miniz, minz, n, ncolh, &
ninf, nname, nnz, ns
Character (1) :: start
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), bl(:), bu(:), clamda(:), &
xs(:), z(:)
Real (Kind=nag_wp) :: ruser(1), rwsav(lrwsav)
Integer, Allocatable :: ha(:), istate(:), iz(:), ka(:)
Integer :: iuser(1), iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (8), Allocatable :: crname(:)
Character (80) :: cwsav(lcwsav)
Character (8) :: names(5)
! .. Executable Statements ..
Write (nout,*) 'E04NKA Example Program Results'
Flush (nout)
! Skip heading in data file.
Read (nin,*)
Read (nin,*) n, m
Read (nin,*) nnz, iobj, ncolh, start, nname
Allocate (ha(nnz),ka(n+1),istate(n+m),a(nnz),bl(n+m),bu(n+m),xs(n+m), &
clamda(n+m),crname(nname))
Read (nin,*) names(1:5)
Read (nin,*) crname(1:nname)
! Read the matrix A from data file. Set up KA.
jcol = 1
ka(jcol) = 1
Do i = 1, nnz
! Element ( HA( I ), ICOL ) is stored in A( I ).
Read (nin,*) a(i), ha(i), icol
If (icol<jcol) Then
! Elements not ordered by increasing column index.
Write (nout,99999) 'Element in column', icol, &
' found after element in column', jcol, '. Problem', ' abandoned.'
Go To 100
Else If (icol==jcol+1) Then
! Index in A of the start of the ICOL-th column equals I.
ka(icol) = i
jcol = icol
Else If (icol>jcol+1) Then
! Index in A of the start of the ICOL-th column equals I,
! but columns JCOL+1,JCOL+2,...,ICOL-1 are empty. Set the
! corresponding elements of KA to I.
ka((jcol+1):icol) = i
jcol = icol
End If
End Do
ka(n+1) = nnz + 1
! Columns N,N-1,...,ICOL+1 are empty. Set the corresponding
! elements of KA accordingly.
Do i = n, icol + 1, -1
ka(i) = ka(i+1)
End Do
Read (nin,*) bl(1:(n+m))
Read (nin,*) bu(1:(n+m))
If (start=='C') Then
Read (nin,*) istate(1:n)
Else If (start=='W') Then
Read (nin,*) istate(1:(n+m))
End If
Read (nin,*) xs(1:n)
! Initialise E04NKA
ifail = 0
Call e04wbf('E04NKA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Solve the QP problem.
! First call is a workspace query
leniz = 1
lenz = 1
Allocate (iz(leniz),z(lenz))
ifail = 1
Call e04nka(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, &
crname,ns,xs,istate,miniz,minz,ninf,sinf,obj,clamda,iz,leniz,z,lenz, &
iuser,ruser,lwsav,iwsav,rwsav,ifail)
If (ifail/=0 .And. ifail/=12 .And. ifail/=13) Then
Write (nout,99993) 'Query call to E04NKA failed with IFAIL =', ifail
Go To 100
End If
Deallocate (iz,z)
lenz = minz
leniz = miniz
Allocate (iz(leniz),z(lenz))
ifail = -1
Call e04nka(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, &
crname,ns,xs,istate,miniz,minz,ninf,sinf,obj,clamda,iz,leniz,z,lenz, &
iuser,ruser,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:6,8:)
Write (nout,*)
Write (nout,99998)
Write (nout,*)
Do i = 1, n
Write (nout,99997) crname(i), istate(i), xs(i), clamda(i)
End Do
If (m>0) Then
Write (nout,*)
Write (nout,*)
Write (nout,99996)
Write (nout,*)
Do i = n + 1, n + m
Write (nout,99995) crname(i), istate(i), xs(i), clamda(i)
End Do
End If
Write (nout,*)
Write (nout,*)
Write (nout,99994) obj
End Select
100 Continue
99999 Format (/,1X,A,I5,A,I5,A,A)
99998 Format (1X,'Variable',2X,'Istate',5X,'Value',9X,'Lagr Mult')
99997 Format (1X,1X,A,1X,I3,4X,1P,G14.6,2X,1P,G12.4)
99996 Format (1X,'Constrnt',2X,'Istate',5X,'Value',9X,'Lagr Mult')
99995 Format (1X,1X,A,1X,I3,4X,1P,G14.6,2X,1P,G12.4)
99994 Format (1X,'Final objective value = ',G15.7)
99993 Format (1X,A,I5)
End Program e04nkae