Program e04ne_p0w_fe
! E04NE_P0W_F Example Program Text
! Mark 28.3 Release. NAG Copyright 2022.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: e04nc_p0w_f, e04ne_p0w_f, e04wb_p0w_f
Use nag_library, Only: dgemv, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: lcwsav = 1, liwsav = 610, &
llwsav = 120, lrwsav = 475, nin = 5, &
nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, inform, iter, lda, ldc, &
liwork, lwork, m, n, nclin, sdc
Logical :: verbose_output
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), bl(:), bu(:), c(:,:), &
clamda(:), cvec(:), rwsav(:), &
work(:), x(:)
Integer, Allocatable :: istate(:), iwork(:), iwsav(:), kx(:)
Logical, Allocatable :: lwsav(:)
Character (80), Allocatable :: cwsav(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'E04NE_P0W_F Example Program Results'
! 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 LS1, so we allocate
! A(LDA,N), CVEC(1), B(M) and define LWORK as below
If (nclin>0) Then
lwork = 2*n**2 + 9*n + 6*nclin
Else
lwork = 9*n
End If
Allocate (istate(n+nclin),kx(n),iwork(liwork),c(ldc,sdc),bl(n+nclin), &
bu(n+nclin),cvec(1),x(n),a(lda,n),b(m),clamda(n+nclin),work(lwork), &
iwsav(liwsav),lwsav(llwsav),cwsav(lcwsav),rwsav(lrwsav))
Read (nin,*)(a(i,1:n),i=1,m)
Read (nin,*) b(1:m)
Read (nin,*)(c(i,1:sdc),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*) bu(1:(n+nclin))
Read (nin,*) x(1:n)
! Initialise e04ne
ifail = 0
Call e04wb_p0w_f('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, &
lrwsav,ifail)
! Set option via string: Control the output of the solver
verbose_output = .False.
If (.Not. verbose_output) Then
Call e04ne_p0w_f('Print Level = 0',lwsav,iwsav,rwsav,inform)
Else
Call e04ne_p0w_f('Print Level = 1',lwsav,iwsav,rwsav,inform)
End If
! Solve the problem
ifail = -1
Call e04nc_p0w_f(ad_handle,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)
! Print the solution if the solver converged
If (ifail==0) Then
! Print variables
Write (nout,99999)
Do i = 1, n
Write (nout,99998) i, istate(i), x(i), clamda(i)
End Do
! Print linear constraints
! C*x --> work
! The NAG name equivalent of dgemv is f06paf
Call dgemv('N',nclin,n,1.0_nag_wp,c,ldc,x,1,0.0_nag_wp,work,1)
Write (nout,99997)
Do i = 1, nclin
Write (nout,99996) i, istate(i+n), work(i), clamda(i+n)
End Do
! Print final objective value
Write (nout,99995) obj
End If
99999 Format (/,1X,'Varbl',3X,'Istate',4X,'Value',9X,'Lagr Mult')
99998 Format (1X,'V',2(1X,I3),4X,1P,E14.3,2X,1P,E12.3)
99997 Format (/,1X,'L Con',3X,'Istate',4X,'Value',9X,'Lagr Mult')
99996 Format (1X,'L',2(1X,I3),4X,1P,E14.3,2X,1P,E12.3)
99995 Format (/,1X,'Final objective value = ',1P,E15.3)
End Program e04ne_p0w_fe