! E04RTF Example Program Text
! Mark 27.2 Release. NAG Copyright 2021.
Module e04rtfe_mod
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: monit
Contains
Subroutine monit(handle,rinfo,stats,iuser,ruser,cpuser,inform)
! Monitoring function can be used to monitor the progress
! or, for example, to implement bespoke stopping criteria
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
! .. Scalar Arguments ..
Type (c_ptr), Intent (In) :: cpuser, handle
Integer, Intent (Inout) :: inform
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: rinfo(100), stats(100)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: tol
Integer :: nout, tol_reached
! .. Executable Statements ..
nout = iuser(1)
tol_reached = iuser(2)
tol = ruser(1)
! If x is close to the solution, print a message
If (rinfo(15)<tol .And. rinfo(16)<tol .And. rinfo(17)<tol .And. &
rinfo(18)<tol) Then
If (tol_reached==0) Then
Write (nout,*)
Write (nout,99999) &
'monit() reports good approximate solution (tol =', tol, ')'
iuser(2) = 1
End If
End If
Return
99999 Format (5X,A,Es9.2,A)
End Subroutine monit
End Module e04rtfe_mod
Program e04rtfe
! .. Use Statements ..
Use e04rtfe_mod, Only: monit
Use iso_c_binding, Only: c_null_ptr, c_ptr
Use nag_library, Only: e04ptf, e04raf, e04rhf, e04rjf, e04rtf, e04rzf, &
e04zmf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: cpuser, handle
Integer :: i, idlc, idqc, ifail, j, m, n, nnza, &
nnzu, nnzuc, x_idx
Logical :: verbose_output
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), b(:), r0(:), u(:), uc(:), &
x(:), xl(:), xu(:)
Real (Kind=nag_wp) :: lc(3), lc_rhs(1), rinfo(100), &
ruser(1), stats(100)
Integer, Allocatable :: icola(:), idxr0(:), irowa(:)
Integer :: icollc(3), irowlc(3), iuser(2)
! .. Executable Statements ..
Write (nout,*) 'E04RTF Example Program Results'
! Skip Header in data file
Read (nin,*)
! Read dimensions of the problem
Read (nin,*) n, m, nnza
! Allocate memory to read data
Allocate (a(nnza),icola(nnza),irowa(nnza),idxr0(n),r0(n),b(m),xl(n), &
xu(n))
! Read problem data
Read (nin,*) irowa(1:nnza)
Read (nin,*) icola(1:nnza)
Read (nin,*) a(1:nnza)
Read (nin,*) b(1:m)
Read (nin,*) xl(1:n)
Read (nin,*) xu(1:n)
! Compute -2*b'A as linear term in quadratic function
r0(1:n) = 0.0_nag_wp
idxr0(1:n) = (/(j,j=1,n)/)
Do i = 1, nnza
r0(icola(i)) = r0(icola(i)) + a(i)*b(irowa(i))
End Do
! Compute size of multipliers
! One linear constraint in the model will have
! 2 multipliers for both bounds
nnzu = 2*n + 2
! No cone constraint in the model, so set nnzuc to 0
nnzuc = 0
! Allocate memory for final results
Allocate (x(n),u(nnzu),uc(nnzuc))
! Create the problem handle
ifail = 0
Call e04raf(handle,n,ifail)
! Set quadratic objective function
idqc = -1
ifail = 0
Call e04rtf(handle,0.0_nag_wp,n,idxr0,r0,m,nnza,irowa,icola,a,idqc, &
ifail)
! Set box constraints
ifail = 0
Call e04rhf(handle,n,xl,xu,ifail)
! Set linear constraint: x1 + x2 + x3 = 1
irowlc(1:3) = 1
icollc(1:3) = (/(j,j=1,n)/)
lc(1:3) = 1.0_nag_wp
lc_rhs = 1.0_nag_wp
ifail = 0
idlc = 0
Call e04rjf(handle,1,lc_rhs,lc_rhs,3,irowlc,icollc,lc,idlc,ifail)
! Turn on monitoring
ifail = 0
Call e04zmf(handle,'SOCP Monitor Frequency = 1',ifail)
! Set this to .True. to cause e04ptf to produce intermediate
! progress output
verbose_output = .False.
If (verbose_output) Then
! Require printing of primal and dual solutions at the end of the solve
ifail = 0
Call e04zmf(handle,'Print Solution = YES',ifail)
Else
! Turn off printing of intermediate progress output
ifail = 0
Call e04zmf(handle,'Print Level = 1',ifail)
End If
! Call SOCP interior point solver
cpuser = c_null_ptr
iuser(1) = nout
iuser(2) = 0
ruser(1) = 1.0E-07_nag_wp
ifail = -1
Call e04ptf(handle,n,x,nnzu,u,nnzuc,uc,rinfo,stats,monit,iuser,ruser, &
cpuser,ifail)
! Print solution if optimal or suboptimal solution found
If (ifail==0 .Or. ifail==50) Then
Write (nout,99999) 'Optimal X:'
Write (nout,99997) 'x_idx', ' Value '
Do x_idx = 1, n
Write (nout,99998) x_idx, x(x_idx)
End Do
End If
! Free the handle memory
ifail = 0
Call e04rzf(handle,ifail)
99999 Format (1X,A)
99998 Format (2X,I5,3X,Es11.3e2)
99997 Format (2X,A5,3X,A12)
End Program e04rtfe