Program e04ndae
! E04NDA Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: dgemv, e04nca, e04nda, e04nea, e04wbf, nag_wp, &
x04abf, x04acf, x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp
Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp
Integer, Parameter :: inc1 = 1, iset = 1, lcwsav = 1, &
liwsav = 610, llwsav = 120, &
lrwsav = 475, nin = 5, ninopt = 7, &
nout = 6
Character (*), Parameter :: fname = 'e04ndae.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, inform, iter, j, lda, ldc, &
liwork, lwork, m, mode, n, nclin, &
outchn, sdc
Character (80) :: rec
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), bl(:), bu(:), c(:,:), &
clamda(:), cvec(:), work(:), x(:)
Real (Kind=nag_wp) :: rwsav(lrwsav)
Integer, Allocatable :: istate(:), iwork(:), kx(:)
Integer :: iwsav(liwsav)
Logical :: lwsav(llwsav)
Character (80) :: cwsav(lcwsav)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (rec,99993) 'E04NDA Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n, nclin
liwork = n
ldc = max(1,nclin)
lda = max(1,m)
If (nclin>0) Then
sdc = n
Else
sdc = 1
End If
! This particular example problem is of type QP2, so we allocate
! A(LDA,N), CVEC(N), B(1) and define LWORK as below
If (nclin>0) Then
lwork = 2*n**2 + 10*n + 6*nclin
Else
lwork = 10*n
End If
Allocate (istate(n+nclin),kx(n),iwork(liwork),c(ldc,sdc),bl(n+nclin), &
bu(n+nclin),cvec(n),x(n),a(lda,n),b(1),clamda(n+nclin),work(lwork))
Read (nin,*) cvec(1:n)
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*)(c(i,1:sdc),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*)
Read (nin,*) bu(1:(n+nclin))
Read (nin,*)
Read (nin,*) x(1:n)
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(iset,outchn)
! Initialise E04NCA
ifail = 0
Call e04wbf('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Set one option using E04NEA
Call e04nea(' Problem Type = QP2 ',lwsav,iwsav,rwsav,inform)
If (inform/=0) Then
Write (rec,99999) ' ** E04NEA terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
! 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 e04nda(ninopt,lwsav,iwsav,rwsav,inform)
If (inform/=0) Then
Write (rec,99999) ' ** E04NDA terminated with INFORM =', inform
Call x04baf(nout,rec)
Go To 100
End If
! Solve the problem
ifail = -1
Call e04nca(m,n,nclin,ldc,lda,c,bl,bu,cvec,istate,kx,x,a,b,iter,obj, &
clamda,iwork,liwork,work,lwork,lwsav,iwsav,rwsav,ifail)
Select Case (ifail)
Case (0:5,7:)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99998)
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Do i = 1, n
Write (rec,99997) i, istate(i), x(i), clamda(i)
Call x04baf(nout,rec)
End Do
If (nclin>0) Then
! C*x --> work.
! The NAG name equivalent of dgemv is f06paf
Call dgemv('N',nclin,n,one,c,ldc,x,inc1,zero,work,inc1)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99996)
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Do i = n + 1, n + nclin
j = i - n
Write (rec,99995) j, istate(i), work(j), clamda(i)
Call x04baf(nout,rec)
End Do
End If
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99994) obj
Call x04baf(nout,rec)
End Select
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,'Varbl',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99997 Format (1X,'V',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99996 Format (1X,'L Con',2X,'Istate',3X,'Value',9X,'Lagr Mult')
99995 Format (1X,'L',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4)
99994 Format (1X,'Final objective value = ',G15.7)
99993 Format (1X,A)
End Program e04ndae