! E04USF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE e04usfe_mod ! E04USF 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 objfun(mode,m,n,ldfj,needfi,x,f,fjac,nstate,iuser,ruser) ! Routine to evaluate the subfunctions and their 1st derivatives. ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. REAL (KIND=nag_wp), PARAMETER :: a(44) = (/ 8.0E0_nag_wp, & 8.0E0_nag_wp, 10.0E0_nag_wp, & 10.0E0_nag_wp, 10.0E0_nag_wp, & 10.0E0_nag_wp, 12.0E0_nag_wp, & 12.0E0_nag_wp, 12.0E0_nag_wp, & 12.0E0_nag_wp, 14.0E0_nag_wp, & 14.0E0_nag_wp, 14.0E0_nag_wp, & 16.0E0_nag_wp, 16.0E0_nag_wp, & 16.0E0_nag_wp, 18.0E0_nag_wp, & 18.0E0_nag_wp, 20.0E0_nag_wp, & 20.0E0_nag_wp, 20.0E0_nag_wp, & 22.0E0_nag_wp, 22.0E0_nag_wp, & 22.0E0_nag_wp, 24.0E0_nag_wp, & 24.0E0_nag_wp, 24.0E0_nag_wp, & 26.0E0_nag_wp, 26.0E0_nag_wp, & 26.0E0_nag_wp, 28.0E0_nag_wp, & 28.0E0_nag_wp, 30.0E0_nag_wp, & 30.0E0_nag_wp, 30.0E0_nag_wp, & 32.0E0_nag_wp, 32.0E0_nag_wp, & 34.0E0_nag_wp, 36.0E0_nag_wp, & 36.0E0_nag_wp, 38.0E0_nag_wp, & 38.0E0_nag_wp, 40.0E0_nag_wp, & 42.0E0_nag_wp/) ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: ldfj, m, n, needfi, nstate INTEGER, INTENT (INOUT) :: mode ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (OUT) :: f(m) REAL (KIND=nag_wp), INTENT (INOUT) :: fjac(ldfj,n), ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: x(n) INTEGER, INTENT (INOUT) :: iuser(*) ! .. Local Scalars .. REAL (KIND=nag_wp) :: ai, temp, x1, x2 INTEGER :: i LOGICAL :: mode02, mode12 ! .. Intrinsic Functions .. INTRINSIC exp ! .. Executable Statements .. x1 = x(1) x2 = x(2) mode02 = (mode==0 .OR. mode==2) mode12 = (mode==1 .OR. mode==2) LOOP: DO i = 1, m IF (needfi==i) THEN f(i) = x1 + (0.49E0_nag_wp-x1)*exp(-x2*(a(i)-8.0E0_nag_wp)) EXIT LOOP END IF ai = a(i) temp = exp(-x2*(ai-8.0E0_nag_wp)) IF (mode02) THEN f(i) = x1 + (0.49E0_nag_wp-x1)*temp END IF IF (mode12) THEN fjac(i,1) = 1.0E0_nag_wp - temp fjac(i,2) = -(0.49E0_nag_wp-x1)*(ai-8.0E0_nag_wp)*temp END IF END DO LOOP RETURN END SUBROUTINE objfun SUBROUTINE confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser) ! Routine to evaluate the nonlinear constraint and its 1st ! derivatives. ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: ldcj, n, ncnln, nstate INTEGER, INTENT (INOUT) :: mode ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (OUT) :: c(ncnln) REAL (KIND=nag_wp), INTENT (INOUT) :: cjac(ldcj,n), ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: x(n) INTEGER, INTENT (INOUT) :: iuser(*) INTEGER, INTENT (IN) :: needc(ncnln) ! .. Executable Statements .. IF (nstate==1) THEN ! First call to CONFUN. Set all 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 END IF IF (needc(1)>0) THEN IF (mode==0 .OR. mode==2) THEN c(1) = -0.09E0_nag_wp - x(1)*x(2) + 0.49E0_nag_wp*x(2) END IF IF (mode==1 .OR. mode==2) THEN cjac(1,1) = -x(2) cjac(1,2) = -x(1) + 0.49E0_nag_wp END IF END IF RETURN END SUBROUTINE confun END MODULE e04usfe_mod PROGRAM e04usfe ! E04USF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : e04usf, nag_wp USE e04usfe_mod, ONLY : confun, nin, nout, objfun ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: objf INTEGER :: i, ifail, iter, lda, ldcj, ldfj, & ldr, liwork, lwork, m, n, nclin, & ncnln, sda, sdcjac ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), bl(:), bu(:), c(:), & cjac(:,:), clamda(:), f(:), & fjac(:,:), r(:,:), work(:), & x(:), y(:) REAL (KIND=nag_wp) :: user(1) INTEGER, ALLOCATABLE :: istate(:), iwork(:) INTEGER :: iuser(1) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04USF Example Program Results' FLUSH (nout) ! Skip heading in data file READ (nin,*) READ (nin,*) m, n READ (nin,*) 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 ldfj = m ldr = n IF (ncnln==0 .AND. nclin>0) THEN lwork = 2*n**2 + 20*n + 11*nclin + m*(n+3) ELSE IF (ncnln>0 .AND. nclin>=0) THEN lwork = 2*n**2 + n*nclin + 2*n*ncnln + 20*n + 11*nclin + 21*ncnln + & m*(n+3) ELSE lwork = 20*n + m*(n+3) END IF ALLOCATE (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), & bl(n+nclin+ncnln),bu(n+nclin+ncnln),y(m),c(max(1, & ncnln)),cjac(ldcj,sdcjac),f(m),fjac(ldfj,n),clamda(n+nclin+ncnln), & r(ldr,n),x(n),work(lwork)) IF (nclin>0) THEN READ (nin,*) (a(i,1:sda),i=1,nclin) END IF READ (nin,*) y(1:m) READ (nin,*) bl(1:(n+nclin+ncnln)) READ (nin,*) bu(1:(n+nclin+ncnln)) READ (nin,*) x(1:n) ! Solve the problem ifail = 0 CALL e04usf(m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,confun,objfun, & iter,istate,c,cjac,f,fjac,clamda,objf,r,x,iwork,liwork,work,lwork, & iuser,user,ifail) END PROGRAM e04usfe