! E04DJF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
Module e04djfe_mod
! E04DJF 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 :: objfn1
! .. Parameters ..
Integer, Parameter, Public :: nin = 5, ninopt = 7, nout = 6
Contains
Subroutine objfn2(mode,n,x,objf,objgrd,nstate,iuser,ruser)
! Routine to evaluate F(x) and its exact 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 (Out) :: objgrd(n)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: x1, x2
! .. Intrinsic Procedures ..
Intrinsic :: exp
! .. Executable Statements ..
x1 = x(1)
x2 = x(2)
objf = exp(x1)*(4.0_nag_wp*x1**2+2.0_nag_wp*x2**2+4.0_nag_wp*x1*x2+ &
2.0_nag_wp*x2+1.0_nag_wp)
If (mode==2) Then
objgrd(1:n) = (/4.0_nag_wp*exp(x1)*(2.0_nag_wp*x1+x2)+objf, &
2.0_nag_wp*exp(x1)*(2.0_nag_wp*x2+2.0_nag_wp*x1+1.0_nag_wp)/)
End If
Return
End Subroutine objfn2
Subroutine objfn1(mode,n,x,objf,objgrd,nstate,iuser,ruser)
! Routine to evaluate F(x) and approximate its 1st derivatives
! .. Use Statements ..
Use nag_library, Only: e04xaf
! .. 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 (Out) :: objgrd(n)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: epsrf
Integer :: ifail, imode, iwarn, ldh, msglvl
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: h(:,:), hcntrl(:), hforw(:), &
work(:), xcopy(:)
Integer, Allocatable :: info(:)
! .. Executable Statements ..
Select Case (mode)
Case (0)
! Evaluate F(x) only
Call objfn2(mode,n,x,objf,objgrd,nstate,iuser,ruser)
Case (2)
! Evaluate F(x) and approximate its 1st derivatives
imode = 0
ldh = n
Allocate (info(n),hforw(n),hcntrl(n),h(ldh,1),work(n),xcopy(n))
xcopy(1:n) = x(1:n)
hforw(1:n) = 0.0_nag_wp
msglvl = 0
epsrf = 0.0_nag_wp
ifail = 1
Call e04xaf(msglvl,n,epsrf,xcopy,imode,objfn2,ldh,hforw,objf,objgrd, &
hcntrl,h,iwarn,work,iuser,ruser,info,ifail)
End Select
Return
End Subroutine objfn1
End Module e04djfe_mod
Program e04djfe
! E04DJF Example Main Program
! .. Use Statements ..
Use e04djfe_mod, Only: nin, ninopt, nout, objfn1
Use nag_library, Only: e04dgf, e04djf, e04dkf, nag_wp, x04abf, x04acf, &
x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04djfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: ifail, inform, iter, mode, n, outchn
Character (80) :: rec
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: objgrd(:), work(:), x(:)
Real (Kind=nag_wp) :: ruser(1)
Integer :: iuser(1)
Integer, Allocatable :: iwork(:)
! .. Executable Statements ..
Write (rec,99998) 'E04DJF Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
Allocate (iwork(n+1),objgrd(n),x(n),work(13*n))
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(1,outchn)
Read (nin,*) x(1:n)
! Set two options using E04DKF
Call e04dkf(' Verify Level = -1 ')
Call e04dkf(' Maximum Step Length = 100.0 ')
! Open the options file for reading
mode = 0
ifail = 0
Call x04acf(ninopt,fname,mode,ifail)
! Read the options file for the remaining options
Call e04djf(ninopt,inform)
If (inform/=0) Then
Write (rec,99999) 'E04DJF terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
! Solve the problem
ifail = -1
Call e04dgf(n,objfn1,iter,objf,objgrd,x,iwork,work,iuser,ruser,ifail)
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,A)
End Program e04djfe