PROGRAM e04nfae ! E04NFA Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : e04nfa, e04wbf, e54nfu, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: lcwsav = 1, liwsav = 610, & llwsav = 120, lrwsav = 475, nin = 5, & nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: obj INTEGER :: i, ifail, iter, j, lda, ldh, liwork, & lwork, n, nclin, sda ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), ax(:), bl(:), bu(:), & clamda(:), cvec(:), h(:,:), work(:), & x(:) REAL (KIND=nag_wp) :: ruser(1), rwsav(lrwsav) INTEGER, ALLOCATABLE :: istate(:), iwork(:) INTEGER :: iwsav(liwsav) LOGICAL :: lwsav(llwsav) CHARACTER (80) :: cwsav(lcwsav) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04NFA Example Program Results' ! Skip heading in data file READ (nin,*) READ (nin,*) n, nclin liwork = 2*n + 3 lda = max(1,nclin) IF (nclin>0) THEN sda = n ELSE sda = 1 END IF ! This particular example problem is of type QP2 with H stored explicitly, ! so we allocate CVEC(N) and H(LDH,N), and define LDH and LWORK as below ldh = n IF (nclin>0) THEN lwork = 2*n**2 + 8*n + 5*nclin ELSE lwork = n**2 + 8*n END IF ALLOCATE (istate(n+nclin),ax(max(1,nclin)),iwork(liwork),h(ldh,n),bl(n+ & nclin),bu(n+nclin),cvec(n),x(n),a(lda,sda),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) READ (nin,*) (h(i,1:n),i=1,n) ! Initialise E04NFA ifail = 0 CALL e04wbf('E04NFA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Solve the problem ifail = -1 CALL e04nfa(n,nclin,a,lda,bl,bu,cvec,h,ldh,e54nfu,istate,x,iter,obj,ax, & clamda,iwork,liwork,work,lwork,iwsav,ruser,lwsav,iwsav,rwsav,ifail) SELECT CASE (ifail) CASE (0:5,7:) WRITE (nout,*) WRITE (nout,99999) WRITE (nout,*) DO i = 1, n WRITE (nout,99998) i, istate(i), x(i), clamda(i) END DO IF (nclin>0) THEN WRITE (nout,*) WRITE (nout,*) WRITE (nout,99997) WRITE (nout,*) DO i = n + 1, n + nclin j = i - n WRITE (nout,99996) j, istate(i), ax(j), clamda(i) END DO END IF WRITE (nout,*) WRITE (nout,*) WRITE (nout,99995) obj WRITE (nout,*) WRITE (nout,*) WRITE (nout,99994) iter 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) 99994 FORMAT (1X,'Exit from problem after',1X,I6,1X,'iterations.') END PROGRAM e04nfae