Program e04mfae ! E04MFA Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: e04mfa, e04wbf, 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, liwork, & lwork, n, nclin, sda ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), ax(:), bl(:), bu(:), & clamda(:), cvec(:), work(:), x(:) Real (Kind=nag_wp) :: rwsav(lrwsav) Integer, Allocatable :: istate(:), iwork(:) Integer :: iwsav(liwsav) Logical :: lwsav(llwsav) Character (80) :: cwsav(lcwsav) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'E04MFA Example Program Results' ! Skip heading in data file Read (nin,*) Read (nin,*) n, nclin liwork = 2*n + 3 ! The minimum LWORK for an LP problem: If (0=n) Then lwork = 2*n**2 + 7*n + 5*nclin Else lwork = 7*n + 1 End If lda = max(1,nclin) If (nclin>0) Then sda = n Else sda = 1 End If Allocate (istate(n+nclin),iwork(liwork),a(lda,sda),bl(n+nclin), & bu(n+nclin),cvec(n),x(n),ax(max(1,nclin)),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) ! Initialise E04MFA using E04WBF ifail = 0 Call e04wbf('E04MFA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Solve the problem ifail = -1 Call e04mfa(n,nclin,a,lda,bl,bu,cvec,istate,x,iter,obj,ax,clamda,iwork, & liwork,work,lwork,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',8X,'Lagr Mult') 99998 Format (1X,'V',2(1X,I3),2X,1P,G14.6,2X,1P,G12.4) 99997 Format (1X,'L Con',2X,'Istate',3X,'Value',8X,'Lagr Mult') 99996 Format (1X,'L',2(1X,I3),2X,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 e04mfae