NAG Library Manual, Mark 30.1
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NAG FL Interface Introduction
Example description
!   E04UGA Example Program Text
!   Mark 30.1 Release. NAG Copyright 2024.

    Module e04ugae_mod

!     E04UGA 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       :: lcwsav = 1, liwsav = 550,            &
                                          llwsav = 20, lrwsav = 550, nin = 5,  &
                                          nout = 6
    Contains
      Subroutine confun(mode,ncnln,njnln,nnzjac,x,f,fjac,nstate,iuser,ruser)
!       Computes the nonlinear constraint functions and their Jacobian.

!       .. Scalar Arguments ..
        Integer, Intent (Inout)        :: mode
        Integer, Intent (In)           :: ncnln, njnln, nnzjac, nstate
!       .. Array Arguments ..
        Real (Kind=nag_wp), Intent (Out) :: f(ncnln)
        Real (Kind=nag_wp), Intent (Inout) :: fjac(nnzjac), ruser(*)
        Real (Kind=nag_wp), Intent (In) :: x(njnln)
        Integer, Intent (Inout)        :: iuser(*)
!       .. Intrinsic Procedures ..
        Intrinsic                      :: cos, sin
!       .. Executable Statements ..
        If (mode==0 .Or. mode==2) Then
          f(1) = 1000.0E+0_nag_wp*sin(-x(1)-0.25E+0_nag_wp) +                  &
            1000.0E+0_nag_wp*sin(-x(2)-0.25E+0_nag_wp)
          f(2) = 1000.0E+0_nag_wp*sin(x(1)-0.25E+0_nag_wp) +                   &
            1000.0E+0_nag_wp*sin(x(1)-x(2)-0.25E+0_nag_wp)
          f(3) = 1000.0E+0_nag_wp*sin(x(2)-x(1)-0.25E+0_nag_wp) +              &
            1000.0E+0_nag_wp*sin(x(2)-0.25E+0_nag_wp)
        End If

        If (mode==1 .Or. mode==2) Then

!         Nonlinear Jacobian elements for column 1.

          fjac(1) = -1000.0E+0_nag_wp*cos(-x(1)-0.25E+0_nag_wp)
          fjac(2) = 1000.0E+0_nag_wp*cos(x(1)-0.25E+0_nag_wp) +                &
            1000.0E+0_nag_wp*cos(x(1)-x(2)-0.25E+0_nag_wp)
          fjac(3) = -1000.0E+0_nag_wp*cos(x(2)-x(1)-0.25E+0_nag_wp)

!         Nonlinear Jacobian elements for column 2.

          fjac(4) = -1000.0E+0_nag_wp*cos(-x(2)-0.25E+0_nag_wp)
          fjac(5) = -1000.0E+0_nag_wp*cos(x(1)-x(2)-0.25E+0_nag_wp)
          fjac(6) = 1000.0E+0_nag_wp*cos(x(2)-x(1)-0.25E+0_nag_wp) +           &
            1000.0E+0_nag_wp*cos(x(2)-0.25E+0_nag_wp)
        End If

        Return

      End Subroutine confun
      Subroutine objfun(mode,nonln,x,objf,objgrd,nstate,iuser,ruser)
!       Computes the nonlinear part of the objective function and its
!       gradient

!       .. Scalar Arguments ..
        Real (Kind=nag_wp), Intent (Out) :: objf
        Integer, Intent (Inout)        :: mode
        Integer, Intent (In)           :: nonln, nstate
!       .. Array Arguments ..
        Real (Kind=nag_wp), Intent (Inout) :: objgrd(nonln), ruser(*)
        Real (Kind=nag_wp), Intent (In) :: x(nonln)
        Integer, Intent (Inout)        :: iuser(*)
!       .. Executable Statements ..
        If (mode==0 .Or. mode==2) Then
          objf = 1.0E-6_nag_wp*x(3)**3 + 2.0E-6_nag_wp*x(4)**3/3.0E+0_nag_wp
        End If

        If (mode==1 .Or. mode==2) Then
          objgrd(1) = 0.0E+0_nag_wp
          objgrd(2) = 0.0E+0_nag_wp
          objgrd(3) = 3.0E-6_nag_wp*x(3)**2
          objgrd(4) = 2.0E-6_nag_wp*x(4)**2
        End If

        Return

      End Subroutine objfun
    End Module e04ugae_mod
    Program e04ugae

!     E04UGA Example Main Program

!     .. Use Statements ..
      Use e04ugae_mod, Only: confun, lcwsav, liwsav, llwsav, lrwsav, nin,      &
                             nout, objfun
      Use nag_library, Only: e04uga, e04wbf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: obj, sinf
      Integer                          :: i, icol, ifail, iobj, j, jcol,       &
                                          leniz, lenz, m, miniz, minz, n,      &
                                          ncnln, ninf, njnln, nname, nnz,      &
                                          nonln, ns
      Character (1)                    :: start
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:), bl(:), bu(:), clamda(:),       &
                                          xs(:), z(:)
      Real (Kind=nag_wp)               :: rwsav(lrwsav), user(1)
      Integer, Allocatable             :: ha(:), istate(:), iz(:), ka(:)
      Integer                          :: iuser(1), iwsav(liwsav)
      Logical                          :: lwsav(llwsav)
      Character (80)                   :: cwsav(lcwsav)
      Character (8), Allocatable       :: names(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'E04UGA Example Program Results'

!     Skip heading in data file.
      Read (nin,*)

      Read (nin,*) n, m
      Read (nin,*) ncnln, nonln, njnln
      Read (nin,*) nnz, iobj, 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),names(nname))

      Read (nin,*) names(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,99999) 'Element in column', icol,                        &
            ' found after element in column', jcol, '. Problem', ' abandoned.'
          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)

      If (ncnln>0) Then
        Read (nin,*) clamda((n+1):(n+ncnln))
      End If

!     Initialise E04UGA

      ifail = 0
      Call e04wbf('E04UGA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav,       &
        lrwsav,ifail)

!     Solve the problem.
!     First call is a workspace query

      leniz = max(500,n+m)
      lenz = 500
      Allocate (iz(leniz),z(lenz))

      ifail = 1
      Call e04uga(confun,objfun,n,m,ncnln,nonln,njnln,iobj,nnz,a,ha,ka,bl,bu,  &
        start,nname,names,ns,xs,istate,clamda,miniz,minz,ninf,sinf,obj,iz,     &
        leniz,z,lenz,iuser,user,lwsav,iwsav,rwsav,ifail)

      If (ifail/=0 .And. ifail/=15 .And. ifail/=16) Then
        Write (nout,99990) 'Query call to E04UGA failed with IFAIL =', ifail
        Go To 100
      End If

      Deallocate (iz,z)

!     The length of the workspace required for the basis factors in this
!     problem is longer than the minimum returned by the query

      lenz = 2*minz
      leniz = 2*miniz
      Allocate (iz(leniz),z(lenz))

      ifail = -1
      Call e04uga(confun,objfun,n,m,ncnln,nonln,njnln,iobj,nnz,a,ha,ka,bl,bu,  &
        start,nname,names,ns,xs,istate,clamda,miniz,minz,ninf,sinf,obj,iz,     &
        leniz,z,lenz,iuser,user,lwsav,iwsav,rwsav,ifail)

      Select Case (ifail)
      Case (0:6)
        Write (nout,*)
        Write (nout,99998)
        Write (nout,*)

        Do i = 1, n
          Write (nout,99997) i, istate(i), xs(i), clamda(i)
        End Do

        Write (nout,*)
        Write (nout,*)
        Write (nout,99995)
        Write (nout,*)

        If (ncnln>0) Then

          Do i = n + 1, n + ncnln
            j = i - n
            Write (nout,99994) j, istate(i), xs(i), clamda(i)
          End Do

        End If

        If ((ncnln==0) .And. (m==1) .And. (a(1)==0.0E0_nag_wp)) Then
          Write (nout,99992) istate(n+1), xs(n+1), clamda(n+1)
        Else If (m>ncnln) Then

          Do i = n + ncnln + 1, n + m
            j = i - n - ncnln

            If (i-n==iobj) Then
              Write (nout,99993) istate(i), xs(i), clamda(i)
            Else
              Write (nout,99996) j, istate(i), xs(i), clamda(i)
            End If

          End Do

        End If

        Write (nout,*)
        Write (nout,*)
        Write (nout,99991) obj
      End Select

100   Continue

99999 Format (/,1X,A,I5,A,I5,A,A)
99998 Format (1X,'Variable',2X,'Istate',5X,'Value',9X,'Lagr Mult')
99997 Format (1X,'Varble',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4)
99996 Format (1X,'LinCon',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4)
99995 Format (1X,'Constrnt',2X,'Istate',5X,'Value',9X,'Lagr Mult')
99994 Format (1X,'NlnCon',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4)
99993 Format (1X,'Free Row',2X,I3,4X,1P,G14.6,2X,1P,G12.4)
99992 Format (1X,'DummyRow',2X,I3,4X,1P,G14.6,2X,1P,G12.4)
99991 Format (1X,'Final objective value = ',1P,G15.7)
99990 Format (1X,A,I5)
    End Program e04ugae