! E04NKF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE e04nkfe_mod ! E04NKF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 CONTAINS SUBROUTINE qphx(nstate,ncolh,x,hx) ! Routine to compute H*x. (In this version of QPHX, the Hessian ! matrix H is not referenced explicitly.) ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: ncolh, nstate ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (OUT) :: hx(ncolh) REAL (KIND=nag_wp), INTENT (IN) :: x(ncolh) ! .. Executable Statements .. hx(1) = 2.0E0_nag_wp*x(1) hx(2) = 2.0E0_nag_wp*x(2) hx(3) = 2.0E0_nag_wp*(x(3)+x(4)) hx(4) = hx(3) hx(5) = 2.0E0_nag_wp*x(5) hx(6) = 2.0E0_nag_wp*(x(6)+x(7)) hx(7) = hx(6) RETURN END SUBROUTINE qphx END MODULE e04nkfe_mod PROGRAM e04nkfe ! E04NKF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : e04nkf, nag_wp USE e04nkfe_mod, ONLY : nin, nout, qphx ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: obj, sinf INTEGER :: i, icol, ifail, iobj, jcol, & leniz, lenz, m, miniz, minz, n, & ncolh, ninf, nname, nnz, ns CHARACTER (1) :: start ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:), bl(:), bu(:), clamda(:), & xs(:), z(:) INTEGER, ALLOCATABLE :: ha(:), istate(:), iz(:), ka(:) CHARACTER (8), ALLOCATABLE :: crname(:) CHARACTER (8) :: names(5) ! .. Executable Statements .. WRITE (nout,*) 'E04NKF Example Program Results' FLUSH (nout) ! Skip heading in data file. READ (nin,*) READ (nin,*) n, m READ (nin,*) nnz, iobj, ncolh, start, nname ALLOCATE (ha(nnz),ka(n+1),istate(n+m),a(nnz),bl(n+m),bu(n+m),xs(n+m), & clamda(n+m),crname(nname)) READ (nin,*) names(1:5) READ (nin,*) crname(1:nname) ! Read the matrix A from data file. Set up KA. jcol = 1 ka(jcol) = 1 DO i = 1, nnz ! Element ( HA( I ), ICOL ) is stored in A( I ). READ (nin,*) a(i), ha(i), icol IF (icoljcol+1) THEN ! Index in A of the start of the ICOL-th column equals I, ! but columns JCOL+1,JCOL+2,...,ICOL-1 are empty. Set the ! corresponding elements of KA to I. ka((jcol+1):icol) = i jcol = icol END IF END DO ka(n+1) = nnz + 1 ! Columns N,N-1,...,ICOL+1 are empty. Set the corresponding ! elements of KA accordingly. DO i = n, icol + 1, -1 ka(i) = ka(i+1) END DO READ (nin,*) bl(1:(n+m)) READ (nin,*) bu(1:(n+m)) IF (start=='C') THEN READ (nin,*) istate(1:n) ELSE IF (start=='W') THEN READ (nin,*) istate(1:(n+m)) END IF READ (nin,*) xs(1:n) ! Solve the QP problem. ! First call is a workspace query leniz = 1 lenz = 1 ALLOCATE (iz(leniz),z(lenz)) ifail = 1 CALL e04nkf(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, & crname,ns,xs,istate,miniz,minz,ninf,sinf,obj,clamda,iz,leniz,z,lenz, & ifail) IF (ifail/=0 .AND. ifail/=12 .AND. ifail/=13) THEN WRITE (nout,99998) 'Query call to E04NKF failed with IFAIL =', ifail GO TO 20 END IF DEALLOCATE (iz,z) lenz = minz leniz = miniz ALLOCATE (iz(leniz),z(lenz)) ifail = 0 CALL e04nkf(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, & crname,ns,xs,istate,miniz,minz,ninf,sinf,obj,clamda,iz,leniz,z,lenz, & ifail) 20 CONTINUE 99999 FORMAT (/1X,A,I5,A,I5,A,A) 99998 FORMAT (1X,A,I5) END PROGRAM e04nkfe