PROGRAM e04mgfe ! E04MGF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : e04mff, e04mgf, e04mhf, nag_wp, x04abf, x04acf, & x04baf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: iset = 1, nin = 5, ninopt = 7, & nout = 6 CHARACTER (*), PARAMETER :: fname = 'e04mgfe.opt' ! .. Local Scalars .. REAL (KIND=nag_wp) :: obj INTEGER :: i, ifail, inform, iter, lda, liwork, & lwork, mode, n, nclin, outchn, sda CHARACTER (80) :: rec ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), ax(:), bl(:), bu(:), & clamda(:), cvec(:), work(:), x(:) INTEGER, ALLOCATABLE :: istate(:), iwork(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (rec,*) 'E04MGF Example Program Results' CALL x04baf(nout,rec) ! Skip heading in data file READ (nin,*) READ (nin,*) n, nclin liwork = 2*n + 3 ! The minimum LWORK for an LP problem: IF (0=n) THEN lwork = 2*n**2 + 7*n + 5*nclin ELSE lwork = 7*n + 1 END IF lda = max(1,nclin) IF (nclin>0) THEN sda = n ELSE sda = 1 END IF ALLOCATE (istate(n+nclin),iwork(liwork),a(lda,sda),bl(n+nclin), & bu(n+nclin),cvec(n),x(n),ax(max(1,nclin)),clamda(n+nclin),work(lwork & )) READ (nin,*) cvec(1:n) READ (nin,*) (a(i,1:sda),i=1,nclin) READ (nin,*) bl(1:(n+nclin)) READ (nin,*) bu(1:(n+nclin)) READ (nin,*) x(1:n) ! Set the unit number for advisory messages to OUTCHN outchn = nout CALL x04abf(iset,outchn) ! Set three options using E04MHF CALL e04mhf(' Print Level = 1 ') CALL e04mhf(' Check Frequency = 10 ') CALL e04mhf(' Infinite Bound Size = 1.0D+25 ') ! 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 e04mgf(ninopt,inform) IF (inform/=0) THEN WRITE (rec,99999) 'E04MGF terminated with INFORM = ', inform CALL x04baf(nout,rec) GO TO 20 END IF ! Solve the problem ifail = 0 CALL e04mff(n,nclin,a,lda,bl,bu,cvec,istate,x,iter,obj,ax,clamda,iwork, & liwork,work,lwork,ifail) 20 CONTINUE 99999 FORMAT (1X,A,I5) END PROGRAM e04mgfe