PROGRAM e04uffe ! E04UFF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : e04uff, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: objf INTEGER :: i, ifail, irevcm, iter, lda, ldcj, & ldr, liwork, lwork, n, nclin, ncnln, & sda, sdcjac ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), bl(:), bu(:), c(:), & cjac(:,:), clamda(:), objgrd(:), & r(:,:), work(:), x(:) INTEGER, ALLOCATABLE :: istate(:), iwork(:), needc(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04UFF Example Program Results' FLUSH (nout) ! Skip heading in data file. READ (nin,*) READ (nin,*) n, nclin, ncnln liwork = 3*n + nclin + 2*ncnln lda = max(1,nclin) IF (nclin>0) THEN sda = n ELSE sda = 1 END IF ldcj = max(1,ncnln) IF (ncnln>0) THEN sdcjac = n ELSE sdcjac = 1 END IF ldr = n IF (ncnln==0 .AND. nclin>0) THEN lwork = 2*n**2 + 21*n + 11*nclin + 2 ELSE IF (ncnln>0 .AND. nclin>=0) THEN lwork = 2*n**2 + n*nclin + 2*n*ncnln + 21*n + 11*nclin + 22*ncnln + & 1 ELSE lwork = 21*n + 2 END IF ALLOCATE (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), & bl(n+nclin+ncnln),bu(n+nclin+ncnln),c(max(1, & ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ncnln),objgrd(n),r(ldr,n), & x(n),work(lwork),needc(max(1,ncnln))) IF (nclin>0) THEN READ (nin,*) (a(i,1:n),i=1,nclin) END IF READ (nin,*) bl(1:(n+nclin+ncnln)) READ (nin,*) bu(1:(n+nclin+ncnln)) READ (nin,*) x(1:n) ! Set all constraint Jacobian elements to zero. ! Note that this will only work when 'Derivative Level = 3' ! (the default; see Section 11.2). cjac(1:ncnln,1:n) = 0.0E0_nag_wp ! Solve the problem. irevcm = 0 ifail = 0 REVCOMM: DO CALL e04uff(irevcm,n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,iter,istate,c, & cjac,clamda,objf,objgrd,r,x,needc,iwork,liwork,work,lwork,ifail) ! On intermediate exit IFAIL should not have been changed ! and IREVCM should be > 0. IF (irevcm==0) THEN EXIT REVCOMM END IF IF (irevcm==1 .OR. irevcm==3) THEN ! Evaluate the objective function. objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3) END IF IF (irevcm==2 .OR. irevcm==3) THEN ! Evaluate the objective gradient. objgrd(1) = x(4)*(2.0E0_nag_wp*x(1)+x(2)+x(3)) objgrd(2) = x(1)*x(4) objgrd(3) = x(1)*x(4) + 1.0E0_nag_wp objgrd(4) = x(1)*(x(1)+x(2)+x(3)) END IF IF (irevcm==4 .OR. irevcm==6) THEN ! Evaluate the nonlinear constraint functions. IF (needc(1)>0) THEN c(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2 END IF IF (needc(2)>0) THEN c(2) = x(1)*x(2)*x(3)*x(4) END IF END IF IF (irevcm==5 .OR. irevcm==6) THEN ! Evaluate the constraint Jacobian. IF (needc(1)>0) THEN cjac(1,1) = 2.0E0_nag_wp*x(1) cjac(1,2) = 2.0E0_nag_wp*x(2) cjac(1,3) = 2.0E0_nag_wp*x(3) cjac(1,4) = 2.0E0_nag_wp*x(4) END IF IF (needc(2)>0) THEN cjac(2,1) = x(2)*x(3)*x(4) cjac(2,2) = x(1)*x(3)*x(4) cjac(2,3) = x(1)*x(2)*x(4) cjac(2,4) = x(1)*x(2)*x(3) END IF END IF END DO REVCOMM END PROGRAM e04uffe