! E04WEF Example Program Text
! Mark 27.0 Release. NAG Copyright 2019.
Module e04wefe_mod
! E04WEF 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 :: confun, objfun
! .. Parameters ..
Integer, Parameter, Public :: leniw = 600, lenrw = 600, nin = 5, &
ninopt = 7, nout = 6
Contains
Subroutine objfun(mode,n,x,objf,grad,nstate,iuser,ruser)
! Routine to evaluate objective function and its 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 (Inout) :: grad(n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Executable Statements ..
If (mode==0 .Or. mode==2) Then
objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3)
End If
If (mode==1 .Or. mode==2) Then
grad(1) = x(4)*(2.0E0_nag_wp*x(1)+x(2)+x(3))
grad(2) = x(1)*x(4)
grad(3) = x(1)*x(4) + 1.0E0_nag_wp
grad(4) = x(1)*(x(1)+x(2)+x(3))
End If
Return
End Subroutine objfun
Subroutine confun(mode,ncnln,n,ldcj,needc,x,ccon,cjac,nstate,iuser, &
ruser)
! Routine to evaluate the nonlinear constraints and their 1st
! derivatives.
! .. Scalar Arguments ..
Integer, Intent (In) :: ldcj, n, ncnln, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: ccon(max(1,ncnln))
Real (Kind=nag_wp), Intent (Inout) :: cjac(ldcj,n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
Integer, Intent (In) :: needc(ncnln)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
If (nstate==1) Then
! First call to CONFUN. Set all 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
End If
If (needc(1)>0) Then
If (mode==0 .Or. mode==2) Then
ccon(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2
End If
If (mode==1 .Or. mode==2) 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
End If
If (needc(2)>0) Then
If (mode==0 .Or. mode==2) Then
ccon(2) = x(1)*x(2)*x(3)*x(4)
End If
If (mode==1 .Or. mode==2) 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
Return
End Subroutine confun
End Module e04wefe_mod
Program e04wefe
! E04WEF Example Main Program
! .. Use Statements ..
Use e04wefe_mod, Only: confun, leniw, lenrw, nin, ninopt, nout, objfun
Use nag_library, Only: e04wcf, e04wdf, e04wef, e04wff, e04wgf, e04whf, &
e04wkf, e04wlf, nag_wp, x04acf, x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04wefe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: bndinf, featol, objf
Integer :: elmode, i, ifail, lda, ldcj, ldh, &
majits, mode, n, nclin, ncnln, sda, &
sdcjac
Character (80) :: rec
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), ccon(:), &
cjac(:,:), clamda(:), grad(:), &
h(:,:), x(:)
Real (Kind=nag_wp) :: ruser(1), rw(lenrw)
Integer, Allocatable :: istate(:)
Integer :: iuser(1), iw(leniw)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (rec,99995) 'E04WEF Example Program Results'
Call x04baf(nout,rec)
! This program demonstrates the use of routines to set and
! get values of optional parameters associated with E04WDF.
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin, 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
ldh = n
Allocate (istate(n+nclin+ncnln),a(lda,sda),bl(n+nclin+ncnln), &
bu(n+nclin+ncnln),ccon(max(1,ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ &
ncnln),grad(n),h(ldh,n),x(n))
If (nclin>0) Then
Read (nin,*)(a(i,1:sda),i=1,nclin)
End If
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Call E04WCF to initialize E04WDF.
ifail = 0
Call e04wcf(iw,leniw,rw,lenrw,ifail)
! By default E04WDF does not print monitoring
! information. Set the print file unit or the summary
! file unit to get information.
ifail = 0
Call e04wgf('Print file',nout,iw,rw,ifail)
! Open the options file for reading
mode = 0
ifail = 0
Call x04acf(ninopt,fname,mode,ifail)
! Use E04WEF to read some options from the options file
ifail = 0
Call e04wef(ninopt,iw,rw,ifail)
Write (rec,'()')
Call x04baf(nout,rec)
! Use E04WKF to find the value of integer-valued option
! 'Elastic mode'.
ifail = 0
Call e04wkf('Elastic mode',elmode,iw,rw,ifail)
Write (rec,99999) elmode
Call x04baf(nout,rec)
! Use E04WHF to set the value of real-valued option
! 'Infinite bound size'.
bndinf = 1.0E10_nag_wp
ifail = 0
Call e04whf('Infinite bound size',bndinf,iw,rw,ifail)
! Use E04WLF to find the value of real-valued option
! 'Feasibility tolerance'.
ifail = 0
Call e04wlf('Feasibility tolerance',featol,iw,rw,ifail)
Write (rec,99998) featol
Call x04baf(nout,rec)
! Use E04WFF to set the option 'Major iterations limit'.
ifail = 0
Call e04wff('Major iterations limit 50',iw,rw,ifail)
! Solve the problem.
ifail = 0
Call e04wdf(n,nclin,ncnln,lda,ldcj,ldh,a,bl,bu,confun,objfun,majits, &
istate,ccon,cjac,clamda,objf,grad,h,x,iw,leniw,rw,lenrw,iuser,ruser, &
ifail)
Write (rec,'()')
Call x04baf(nout,rec)
Write (rec,99997) objf
Call x04baf(nout,rec)
Write (rec,99996)(x(i),i=1,n)
Call x04baf(nout,rec)
99999 Format (1X,'Option ''Elastic mode'' has the value ',I3,'.')
99998 Format (1X,'Option ''Feasibility tolerance'' has the value ',1P,E13.5, &
'.')
99997 Format (1X,'Final objective value = ',F11.3)
99996 Format (1X,'Optimal X = ',7F9.2)
99995 Format (1X,A)
End Program e04wefe