PROGRAM e04ncae ! E04NCA Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dgemv, e04nca, e04wbf, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. REAL (KIND=nag_wp), PARAMETER :: one = 1.0_nag_wp REAL (KIND=nag_wp), PARAMETER :: zero = 0.0_nag_wp INTEGER, PARAMETER :: inc1 = 1, lcwsav = 1, liwsav = 610, & llwsav = 120, lrwsav = 475, nin = 5, & nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: obj INTEGER :: i, ifail, iter, lda, ldc, liwork, & lwork, m, n, nclin, sdc ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:), bl(:), bu(:), c(:,:), & clamda(:), cvec(:), work(:), x(:) REAL (KIND=nag_wp) :: rwsav(lrwsav) INTEGER, ALLOCATABLE :: istate(:), iwork(:), kx(:) INTEGER :: iwsav(liwsav) LOGICAL :: lwsav(llwsav) CHARACTER (80) :: cwsav(lcwsav) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04NCA Example Program Results' ! Skip heading in data file READ (nin,*) READ (nin,*) m, n, nclin liwork = n ldc = max(1,nclin) lda = max(1,m) IF (nclin>0) THEN sdc = n ELSE sdc = 1 END IF ! This particular example problem is of type LS1, so we allocate ! A(LDA,N), CVEC(1), B(M) and define LWORK as below IF (nclin>0) THEN lwork = 2*n**2 + 9*n + 6*nclin ELSE lwork = 9*n END IF ALLOCATE (istate(n+nclin),kx(n),iwork(liwork),c(ldc,sdc),bl(n+nclin), & bu(n+nclin),cvec(1),x(n),a(lda,n),b(m),clamda(n+nclin),work(lwork)) READ (nin,*) (a(i,1:n),i=1,m) READ (nin,*) b(1:m) READ (nin,*) (c(i,1:sdc),i=1,nclin) READ (nin,*) bl(1:(n+nclin)) READ (nin,*) bu(1:(n+nclin)) READ (nin,*) x(1:n) ! Initialise E04NCA ifail = 0 CALL e04wbf('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Solve the problem ifail = -1 CALL e04nca(m,n,nclin,ldc,lda,c,bl,bu,cvec,istate,kx,x,a,b,iter,obj, & clamda,iwork,liwork,work,lwork,lwsav,iwsav,rwsav,ifail) SELECT CASE (ifail) CASE (0:5,7:) ! Print variable headers WRITE (nout,99999) DO i = 1, n WRITE (nout,99998) i, istate(i), x(i), clamda(i) END DO IF (nclin>0) THEN ! C*x --> work ! The NAG name equivalent of dgemv is f06paf CALL dgemv('N',nclin,n,one,c,ldc,x,inc1,zero,work,inc1) ! Print constraint headers WRITE (nout,99997) DO i = 1, nclin WRITE (nout,99996) i, istate(i+n), work(i), clamda(i+n) END DO END IF WRITE (nout,99995) obj END SELECT 99999 FORMAT (/1X,'Varbl',2X,'Istate',3X,'Value',9X,'Lagr Mult'/) 99998 FORMAT (1X,'V',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99997 FORMAT (//1X,'L Con',2X,'Istate',3X,'Value',9X,'Lagr Mult'/) 99996 FORMAT (1X,'L',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99995 FORMAT (//1X,'Final objective value = ',G15.7) END PROGRAM e04ncae