NAG Library Manual, Mark 27.3
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NAG FL Interface Introduction
Example description
!   E04MZF Example Program Text
!   Mark 27.3 Release. NAG Copyright 2021.
    Module e04mzfe_mod

!     E04MZF 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 ..
      Real (Kind=nag_wp), Parameter, Public :: xbldef = 0.0_nag_wp
      Real (Kind=nag_wp), Parameter, Public :: xbudef = 1.0E+20_nag_wp
      Integer, Parameter, Public       :: iset = 1, lencw = 600, leniw = 600,  &
                                          lenrw = 600, maxm = 10000,           &
                                          maxn = 10000, maxnnz = 100000,       &
                                          nindat = 7, nout = 6
    Contains
      Subroutine qphx(ncolh,x,hx,nstate,cuser,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(*)
        Character (8), Intent (Inout)  :: cuser(*)
!       .. Executable Statements ..
        If (nstate==1) Then

!         First entry. You may perform any required one-time
!         operations here.

        End If

        hx(1) = 2.0_nag_wp*x(1) + x(2) + x(3) + x(4) + x(5)
        hx(2) = x(1) + 2.0_nag_wp*x(2) + x(3) + x(4) + x(5)
        hx(3) = x(1) + x(2) + 2.0_nag_wp*x(3) + x(4) + x(5)
        hx(4) = x(1) + x(2) + x(3) + 2.0_nag_wp*x(4) + x(5)
        hx(5) = x(1) + x(2) + x(3) + x(4) + 2.0_nag_wp*x(5)

        If (nstate>=2) Then

!         Final entry. You may perform any required clean up
!         operations here.

        End If

        Return

      End Subroutine qphx
    End Module e04mzfe_mod
    Program e04mzfe

!     E04MZF Example Main Program

!     .. Use Statements ..
      Use e04mzfe_mod, Only: iset, lencw, leniw, lenrw, maxm, maxn, maxnnz,    &
                             nindat, nout, qphx, xbldef, xbudef
      Use nag_library, Only: e04mzf, e04npf, e04nqf, e04ntf, nag_wp, x04abf,   &
                             x04acf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Character (*), Parameter         :: fname = 'e04mzfe.opt'
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: obj, objadd, sinf
      Integer                          :: i, ifail, infile, iobj, lenc, m,     &
                                          mode, n, ncolh, ninf, nname, nnz,    &
                                          ns, outchn
      Logical                          :: mpslst, verbose_output
      Character (8)                    :: prob
      Character (1)                    :: start
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:), bl(:), bu(:), c(:), pi(:),     &
                                          rc(:), xs(:)
      Real (Kind=nag_wp)               :: ruser(1), rw(lenrw)
      Integer, Allocatable             :: ha(:), helast(:), istate(:), ka(:)
      Integer                          :: iuser(1), iw(leniw)
      Character (8), Allocatable       :: crname(:)
      Character (8)                    :: cuser(1), cw(lencw), names(5)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'E04MZF Example Program Results'

      Allocate (ha(maxnnz),ka(maxn+1),istate(maxn+maxm),a(maxnnz),             &
        bl(maxn+maxm),bu(maxn+maxm),xs(maxn+maxm),crname(maxn+maxm))

!     Open the data file for reading

      mode = 0

      ifail = 0
      Call x04acf(nindat,fname,mode,ifail)

!     Initialize parameters.

      infile = nindat
      mpslst = .False.
      names(1:5) = '        '

!     Convert the MPSX data file for use by E04NQF.

      Write (nout,99999)

      ifail = 0
      Call e04mzf(infile,maxn,maxm,maxnnz,xbldef,xbudef,mpslst,n,m,nnz,iobj,   &
        ncolh,a,ha,ka,bl,bu,start,names,nname,crname,xs,istate,ifail)

      Write (nout,99998) n, m

!     Set the unit number for advisory messages to OUTCHN.

      outchn = nout
      Call x04abf(iset,outchn)

!     Set the value of NCOLH (the number of columns of the Hessian matrix)

      ncolh = 5

!     Call E04NPF to initialize E04NQF.

      ifail = 0
      Call e04npf(cw,lencw,iw,leniw,rw,lenrw,ifail)

!     Set this to .True. to cause e04nqf to produce intermediate
!     progress output
      verbose_output = .False.
      If (verbose_output) Then
        Call e04ntf('Print file',nout,cw,iw,rw,ifail)
      End If

!     We have no explicit objective vector so set LENC = 0; the
!     objective vector is stored in row IOBJ of A.

      lenc = 0
      Allocate (c(max(1,lenc)),helast(n+m),pi(m),rc(n+m))

      objadd = 0.0_nag_wp
      prob = ' '

!     Do not allow any elastic variables (i.e. they cannot be
!     infeasible).

      helast(1:(n+m)) = 0

      Write (nout,99997)
      ifail = 0
      Call e04nqf(start,qphx,m,n,nnz,nname,lenc,ncolh,iobj,objadd,prob,a,ha,   &
        ka,bl,bu,c,crname,helast,istate,xs,pi,rc,ns,ninf,sinf,obj,cw,lencw,iw, &
        leniw,rw,lenrw,cuser,iuser,ruser,ifail)

      Write (nout,99996) obj
      Write (nout,99995)
      Write (nout,99994)(i,xs(i),i=1,n)

99999 Format (1X,/,1X,'Reading MPSX file:')
99998 Format (1X,'MPSX file contains ',I3,' variables and ',I3,                &
        ' linear constraints')
99997 Format (1X,/,1X,'Solving QP problem:')
99996 Format (1X,'Optimal objective value: ',1P,E11.3)
99995 Format (1X,'Optimal X:')
99994 Format (1X,'  X(',I2,') =',F10.4)
    End Program e04mzfe