Program e04uffe
! E04UFF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: e04uff, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, irevcm, iter, lda, ldcj, &
ldr, liwork, lwork, n, nclin, ncnln, &
sda, sdcjac
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), c(:), &
cjac(:,:), clamda(:), objgrd(:), &
r(:,:), work(:), x(:)
Integer, Allocatable :: istate(:), iwork(:), needc(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04UFF Example Program Results'
Flush (nout)
! Skip heading in data file.
Read (nin,*)
Read (nin,*) n, nclin, ncnln
liwork = 3*n + nclin + 2*ncnln
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
ldcj = max(1,ncnln)
If (ncnln>0) Then
sdcjac = n
Else
sdcjac = 1
End If
ldr = n
If (ncnln==0 .And. nclin>0) Then
lwork = 2*n**2 + 21*n + 11*nclin + 2
Else If (ncnln>0 .And. nclin>=0) Then
lwork = 2*n**2 + n*nclin + 2*n*ncnln + 21*n + 11*nclin + 22*ncnln + 1
Else
lwork = 21*n + 2
End If
Allocate (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), &
bl(n+nclin+ncnln),bu(n+nclin+ncnln),c(max(1, &
ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ncnln),objgrd(n),r(ldr,n), &
x(n),work(lwork),needc(max(1,ncnln)))
If (nclin>0) Then
Read (nin,*)(a(i,1:n),i=1,nclin)
End If
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Set all constraint Jacobian elements to zero.
! Note that this will only work when 'Derivative Level = 3'
! (the default; see Section 11.2).
cjac(1:ncnln,1:n) = 0.0E0_nag_wp
! Solve the problem.
irevcm = 0
ifail = 0
revcomm: Do
Call e04uff(irevcm,n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,iter,istate,c, &
cjac,clamda,objf,objgrd,r,x,needc,iwork,liwork,work,lwork,ifail)
! On intermediate exit IFAIL should not have been changed
! and IREVCM should be > 0.
If (irevcm==0) Then
Exit revcomm
End If
If (irevcm==1 .Or. irevcm==3) Then
! Evaluate the objective function.
objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3)
End If
If (irevcm==2 .Or. irevcm==3) Then
! Evaluate the objective gradient.
objgrd(1) = x(4)*(2.0E0_nag_wp*x(1)+x(2)+x(3))
objgrd(2) = x(1)*x(4)
objgrd(3) = x(1)*x(4) + 1.0E0_nag_wp
objgrd(4) = x(1)*(x(1)+x(2)+x(3))
End If
If (irevcm==4 .Or. irevcm==6) Then
! Evaluate the nonlinear constraint functions.
If (needc(1)>0) Then
c(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2
End If
If (needc(2)>0) Then
c(2) = x(1)*x(2)*x(3)*x(4)
End If
End If
If (irevcm==5 .Or. irevcm==6) Then
! Evaluate the constraint Jacobian.
If (needc(1)>0) Then
cjac(1,1) = 2.0E0_nag_wp*x(1)
cjac(1,2) = 2.0E0_nag_wp*x(2)
cjac(1,3) = 2.0E0_nag_wp*x(3)
cjac(1,4) = 2.0E0_nag_wp*x(4)
End If
If (needc(2)>0) Then
cjac(2,1) = x(2)*x(3)*x(4)
cjac(2,2) = x(1)*x(3)*x(4)
cjac(2,3) = x(1)*x(2)*x(4)
cjac(2,4) = x(1)*x(2)*x(3)
End If
End If
End Do revcomm
End Program e04uffe