! E04NLF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
Module e04nlfe_mod
! E04NLF 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 :: iset = 1, nin = 5, ninopt = 7, &
nout = 6
Contains
Subroutine qphx(nstate,ncolh,x,hx)
! 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 (In) :: x(ncolh)
! .. Executable Statements ..
If (nstate==1) Then
! First entry.
Write (nout,*)
Write (nout,99999) ncolh
Flush (nout)
End If
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)
If (nstate>=2) Then
! Final entry.
Write (nout,*)
Write (nout,99998)
Flush (nout)
End If
Return
99999 Format (1X,'This is the E04NLF example. NCOLH =',I4,'.')
99998 Format (1X,'Finished the E04NLF example.')
End Subroutine qphx
End Module e04nlfe_mod
Program e04nlfe
! E04NLF Example Main Program
! .. Use Statements ..
Use e04nlfe_mod, Only: iset, nin, ninopt, nout, qphx
Use nag_library, Only: e04nkf, e04nlf, e04nmf, nag_wp, x04abf, x04acf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04nlfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj, sinf
Integer :: i, icol, ifail, inform, iobj, jcol, &
leniz, lenz, m, miniz, minz, mode, &
n, ncolh, ninf, nname, nnz, ns, &
outchn
Character (1) :: start
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), bl(:), bu(:), clamda(:), &
xs(:), z(:)
Integer, Allocatable :: ha(:), istate(:), iz(:), ka(:)
Character (8), Allocatable :: crname(:)
Character (8) :: names(5)
! .. Executable Statements ..
Write (nout,99997) 'E04NLF 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,*)
Flush (nout)
Write (nout,99998) 'Element in column', icol, &
' found after element in column', jcol, '. Problem', ' abandoned.'
Flush (nout)
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)
! Set the unit number for advisory messages to OUTCHN.
outchn = nout
Call x04abf(iset,outchn)
! Set three options using E04NMF.
Call e04nmf(' Check Frequency = 10 ')
Call e04nmf(' Crash Tolerance = 0.05 ')
Call e04nmf(' Infinite Bound Size = 1.0E+25 ')
! 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 e04nlf(ninopt,inform)
If (inform/=0) Then
Write (nout,99999) 'E04NLF terminated with INFORM = ', inform
Flush (nout)
Go To 100
End If
! Solve the QP problem.
! First call is a workspace query
leniz = 1
lenz = 1
Allocate (iz(leniz),z(lenz))
ifail = 1
Call e04nkf(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, &
ifail)
If (ifail/=0 .And. ifail/=12 .And. ifail/=13) Then
Write (nout,99999) 'Query call to E04NKF failed with IFAIL =', ifail
Go To 100
End If
Deallocate (iz,z)
lenz = minz
leniz = miniz
Allocate (iz(leniz),z(lenz))
ifail = 0
Call e04nkf(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, &
ifail)
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,A,I5,A,I5,A,A)
99997 Format (1X,A)
End Program e04nlfe