! E04KYF Example Program Text ! Mark 24 Release. NAG Copyright 2012. Module e04kyfe_mod ! E04KYF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. Use nag_library, Only: nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: n = 4, nout = 6 Integer, Parameter :: liw = n + 2 Integer, Parameter :: lw = 10*n + n*(n-1)/2 Contains Subroutine funct2(n,xc,fc,gc,iuser,ruser) ! Routine to evaluate objective function and its 1st derivatives. ! .. Scalar Arguments .. Real (Kind=nag_wp), Intent (Out) :: fc Integer, Intent (In) :: n ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Out) :: gc(n) Real (Kind=nag_wp), Intent (Inout) :: ruser(*) Real (Kind=nag_wp), Intent (In) :: xc(n) Integer, Intent (Inout) :: iuser(*) ! .. Local Scalars .. Real (Kind=nag_wp) :: x1, x2, x3, x4 ! .. Executable Statements .. x1 = xc(1) x2 = xc(2) x3 = xc(3) x4 = xc(4) fc = (x1+10.0_nag_wp*x2)**2 + 5.0_nag_wp*(x3-x4)**2 + & (x2-2.0_nag_wp*x3)**4 + 10.0_nag_wp*(x1-x4)**4 gc(1) = 2.0_nag_wp*(x1+10.0_nag_wp*x2) + 40.0_nag_wp*(x1-x4)**3 gc(2) = 20.0_nag_wp*(x1+10.0_nag_wp*x2) + 4.0_nag_wp*(x2-2.0_nag_wp*x3 & )**3 gc(3) = 10.0_nag_wp*(x3-x4) - 8.0_nag_wp*(x2-2.0_nag_wp*x3)**3 gc(4) = -10.0_nag_wp*(x3-x4) - 40.0_nag_wp*(x1-x4)**3 Return End Subroutine funct2 End Module e04kyfe_mod Program e04kyfe ! E04KYF Example Main Program ! .. Use Statements .. Use nag_library, Only: e04kyf, nag_wp Use e04kyfe_mod, Only: funct2, liw, lw, n, nout ! .. Implicit None Statement .. Implicit None ! .. Local Scalars .. Real (Kind=nag_wp) :: f Integer :: ibound, ifail ! .. Local Arrays .. Real (Kind=nag_wp) :: bl(n), bu(n), g(n), ruser(1), & w(lw), x(n) Integer :: iuser(1), iw(liw) ! .. Executable Statements .. Write (nout,*) 'E04KYF Example Program Results' x(1:n) = (/3.0_nag_wp,-1.0_nag_wp,0.0_nag_wp,1.0_nag_wp/) ibound = 0 ! X(3) is unconstrained, so we set BL(3) to a large negative ! number and BU(3) to a large positive number. bl(1:n) = (/1.0_nag_wp,-2.0_nag_wp,-1.0E6_nag_wp,1.0_nag_wp/) bu(1:n) = (/3.0_nag_wp,0.0_nag_wp,1.0E6_nag_wp,3.0_nag_wp/) ifail = -1 Call e04kyf(n,ibound,funct2,bl,bu,x,f,g,iw,liw,w,lw,iuser,ruser,ifail) Select Case (ifail) Case (0,2:) Write (nout,*) Write (nout,99999) 'Function value on exit is ', f Write (nout,99998) 'at the point', x(1:n) Write (nout,*) 'The corresponding (machine dependent) gradient is' Write (nout,99997) g(1:n) End Select 99999 Format (1X,A,F9.4) 99998 Format (1X,A,4F9.4) 99997 Format (13X,4E12.4) End Program e04kyfe