! E04RSF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
Module e04rsfe_mod
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: monit
Contains
Subroutine monit(handle,rinfo,stats,iuser,ruser,cpuser,inform)
! Monitoring function can be used to monitor the progress
! or, for example, to implement bespoke stopping criteria
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
! .. Scalar Arguments ..
Type (c_ptr), Intent (In) :: cpuser, handle
Integer, Intent (Inout) :: inform
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: rinfo(100), stats(100)
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: tol
Integer :: nout, tol_reached
! .. Executable Statements ..
nout = iuser(1)
tol_reached = iuser(2)
tol = ruser(1)
! If x is close to the solution, print a message
If (rinfo(15)<tol .And. rinfo(16)<tol .And. rinfo(17)<tol .And. &
rinfo(18)<tol) Then
If (tol_reached==0) Then
Write (nout,*)
Write (nout,99999) &
'monit() reports good approximate solution (tol =', tol, ')'
iuser(2) = 1
End If
End If
Return
99999 Format (5X,A,Es9.2,A)
End Subroutine monit
End Module e04rsfe_mod
Program e04rsfe
! .. Use Statements ..
Use e04rsfe_mod, Only: monit
Use iso_c_binding, Only: c_null_ptr, c_ptr
Use nag_library, Only: e04ptf, e04raf, e04rsf, e04rzf, e04zmf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: cpuser, handle
Real (Kind=nag_wp) :: s
Integer :: idqc, ifail, n, nnzq0, nnzq1, nnzu, &
nnzuc, x_idx
Logical :: verbose_output
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: q0(:), q1(:), r0(:), r1(:), u(:), &
uc(:), x(:)
Real (Kind=nag_wp) :: rinfo(100), ruser(1), stats(100)
Integer, Allocatable :: icolq0(:), icolq1(:), idxr0(:), &
idxr1(:), irowq0(:), irowq1(:)
Integer :: iuser(2)
! .. Executable Statements ..
Write (nout,*) 'E04RSF Example Program Results'
! Skip Header in data file
Read (nin,*)
! Read dimensions of the problem
Read (nin,*) n, nnzq0, nnzq1
! Allocate memory to read data
Allocate (irowq0(nnzq0),icolq0(nnzq0),q0(nnzq0),irowq1(nnzq1), &
icolq1(nnzq1),q1(nnzq1),idxr0(n),r0(n),idxr1(n),r1(n))
! Read problem data
Read (nin,*) irowq0(1:nnzq0)
Read (nin,*) icolq0(1:nnzq0)
Read (nin,*) q0(1:nnzq0)
Read (nin,*) irowq1(1:nnzq1)
Read (nin,*) icolq1(1:nnzq1)
Read (nin,*) q1(1:nnzq1)
Read (nin,*) idxr0(1:n)
Read (nin,*) r0(1:n)
Read (nin,*) idxr1(1:n)
Read (nin,*) r1(1:n)
Read (nin,*) s
! Compute size of multipliers
! One quadratic constraint in the model will have
! 2 multipliers for both bounds
nnzu = 2
! No cone constraint in the model, so set nnzuc to 0
nnzuc = 0
! Allocate memory for final results
Allocate (x(n),u(nnzu),uc(nnzuc))
! Create the problem handle
ifail = 0
Call e04raf(handle,n,ifail)
! Set objective function
idqc = -1
ifail = 0
Call e04rsf(handle,0.0_nag_wp,n,idxr0,r0,nnzq0,irowq0,icolq0,q0,idqc, &
ifail)
! Set quadratic constraint
idqc = 0
ifail = 0
Call e04rsf(handle,s,n,idxr1,r1,nnzq1,irowq1,icolq1,q1,idqc,ifail)
! Turn on monitoring
ifail = 0
Call e04zmf(handle,'SOCP Monitor Frequency = 1',ifail)
! Set this to .True. to cause e04ptf to produce intermediate
! progress output
verbose_output = .False.
If (verbose_output) Then
! Require printing of primal and dual solutions at the end of the solve
ifail = 0
Call e04zmf(handle,'Print Solution = YES',ifail)
Else
! Turn off printing of intermediate progress output
ifail = 0
Call e04zmf(handle,'Print Level = 1',ifail)
End If
! Call SOCP interior point solver
cpuser = c_null_ptr
iuser(1) = nout
iuser(2) = 0
ruser(1) = 1.0E-07_nag_wp
ifail = -1
Call e04ptf(handle,n,x,nnzu,u,nnzuc,uc,rinfo,stats,monit,iuser,ruser, &
cpuser,ifail)
! Print solution if optimal or suboptimal solution found
If (ifail==0 .Or. ifail==50) Then
Write (nout,99999) 'Optimal X:'
Write (nout,99997) 'x_idx', ' Value '
Do x_idx = 1, n
Write (nout,99998) x_idx, x(x_idx)
End Do
End If
! Free the handle memory
ifail = 0
Call e04rzf(handle,ifail)
99999 Format (1X,A)
99998 Format (2X,I5,3X,Es11.3e2)
99997 Format (2X,A5,3X,A12)
End Program e04rsfe