! E04UQF Example Program Text
! Mark 30.2 Release. NAG Copyright 2024.
Module e04uqfe_mod
! E04UQF 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 :: iset = 1, nin = 5, ninopt = 7, &
nout = 6
Contains
Subroutine objfun(mode,m,n,ldfj,needfi,x,f,fjac,nstate,iuser,ruser)
! Routine to evaluate the subfunctions and their 1st derivatives.
! .. Parameters ..
Real (Kind=nag_wp), Parameter :: a(44) = (/8.0E0_nag_wp,8.0E0_nag_wp, &
10.0E0_nag_wp,10.0E0_nag_wp, &
10.0E0_nag_wp,10.0E0_nag_wp, &
12.0E0_nag_wp,12.0E0_nag_wp, &
12.0E0_nag_wp,12.0E0_nag_wp, &
14.0E0_nag_wp,14.0E0_nag_wp, &
14.0E0_nag_wp,16.0E0_nag_wp, &
16.0E0_nag_wp,16.0E0_nag_wp, &
18.0E0_nag_wp,18.0E0_nag_wp, &
20.0E0_nag_wp,20.0E0_nag_wp, &
20.0E0_nag_wp,22.0E0_nag_wp, &
22.0E0_nag_wp,22.0E0_nag_wp, &
24.0E0_nag_wp,24.0E0_nag_wp, &
24.0E0_nag_wp,26.0E0_nag_wp, &
26.0E0_nag_wp,26.0E0_nag_wp, &
28.0E0_nag_wp,28.0E0_nag_wp, &
30.0E0_nag_wp,30.0E0_nag_wp, &
30.0E0_nag_wp,32.0E0_nag_wp, &
32.0E0_nag_wp,34.0E0_nag_wp, &
36.0E0_nag_wp,36.0E0_nag_wp, &
38.0E0_nag_wp,38.0E0_nag_wp, &
40.0E0_nag_wp,42.0E0_nag_wp/)
! .. Scalar Arguments ..
Integer, Intent (In) :: ldfj, m, n, needfi, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: f(m)
Real (Kind=nag_wp), Intent (Inout) :: fjac(ldfj,n), ruser(*)
Real (Kind=nag_wp), Intent (In) :: x(n)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: ai, temp, x1, x2
Integer :: i
Logical :: mode02, mode12
! .. Intrinsic Procedures ..
Intrinsic :: exp
! .. Executable Statements ..
x1 = x(1)
x2 = x(2)
mode02 = (mode==0 .Or. mode==2)
mode12 = (mode==1 .Or. mode==2)
loop: Do i = 1, m
If (needfi==i) Then
f(i) = x1 + (0.49E0_nag_wp-x1)*exp(-x2*(a(i)-8.0E0_nag_wp))
Exit loop
End If
ai = a(i)
temp = exp(-x2*(ai-8.0E0_nag_wp))
If (mode02) Then
f(i) = x1 + (0.49E0_nag_wp-x1)*temp
End If
If (mode12) Then
fjac(i,1) = 1.0E0_nag_wp - temp
fjac(i,2) = -(0.49E0_nag_wp-x1)*(ai-8.0E0_nag_wp)*temp
End If
End Do loop
Return
End Subroutine objfun
Subroutine confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser)
! Routine to evaluate the nonlinear constraint and its 1st
! derivatives.
! .. Scalar Arguments ..
Integer, Intent (In) :: ldcj, n, ncnln, nstate
Integer, Intent (Inout) :: mode
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Out) :: c(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)
! .. 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
c(1) = -0.09E0_nag_wp - x(1)*x(2) + 0.49E0_nag_wp*x(2)
End If
If (mode==1 .Or. mode==2) Then
cjac(1,1) = -x(2)
cjac(1,2) = -x(1) + 0.49E0_nag_wp
End If
End If
Return
End Subroutine confun
End Module e04uqfe_mod
Program e04uqfe
! E04UQF Example Main Program
! .. Use Statements ..
Use e04uqfe_mod, Only: confun, iset, nin, ninopt, nout, objfun
Use nag_library, Only: e04uqf, e04urf, e04usf, nag_wp, x04abf, x04acf, &
x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04uqfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: objf
Integer :: i, ifail, inform, iter, lda, ldcj, &
ldfj, ldr, liwork, lwork, m, mode, &
n, nclin, ncnln, outchn, sda, sdcjac
Character (80) :: rec
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), c(:), &
cjac(:,:), clamda(:), f(:), &
fjac(:,:), r(:,:), work(:), x(:), &
y(:)
Real (Kind=nag_wp) :: user(1)
Integer, Allocatable :: istate(:), iwork(:)
Integer :: iuser(1)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (rec,99998) 'E04UQF Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file
Read (nin,*)
Read (nin,*) m, n
Read (nin,*) 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
ldfj = m
ldr = n
If (ncnln==0 .And. nclin>0) Then
lwork = 2*n**2 + 20*n + 11*nclin + m*(n+3)
Else If (ncnln>0 .And. nclin>=0) Then
lwork = 2*n**2 + n*nclin + 2*n*ncnln + 20*n + 11*nclin + 21*ncnln + &
m*(n+3)
Else
lwork = 20*n + m*(n+3)
End If
Allocate (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), &
bl(n+nclin+ncnln),bu(n+nclin+ncnln),y(m),c(max(1, &
ncnln)),cjac(ldcj,sdcjac),f(m),fjac(ldfj,n),clamda(n+nclin+ncnln), &
r(ldr,n),x(n),work(lwork))
If (nclin>0) Then
Read (nin,*)(a(i,1:sda),i=1,nclin)
End If
Read (nin,*) y(1:m)
Read (nin,*) bl(1:(n+nclin+ncnln))
Read (nin,*) bu(1:(n+nclin+ncnln))
Read (nin,*) x(1:n)
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(iset,outchn)
! Set three options using E04URF
Call e04urf(' Infinite Bound Size = 1.0D+25 ')
Call e04urf(' Print Level = 1 ')
Call e04urf(' Verify Level = -1 ')
! Open the options file for reading
mode = 0
ifail = 0
Call x04acf(ninopt,fname,mode,ifail)
! Read the options file for the remaining options
Call e04uqf(ninopt,inform)
If (inform/=0) Then
Write (rec,99999) 'E04UQF terminated with INFORM = ', inform
Call x04baf(nout,rec)
Go To 100
End If
! Solve the problem
ifail = 0
Call e04usf(m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,confun,objfun, &
iter,istate,c,cjac,f,fjac,clamda,objf,r,x,iwork,liwork,work,lwork, &
iuser,user,ifail)
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,A)
End Program e04uqfe