Program e04ncae ! E04NCA Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: dgemv, e04nca, e04wbf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp Integer, Parameter :: inc1 = 1, lcwsav = 1, liwsav = 610, & llwsav = 120, lrwsav = 475, nin = 5, & nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: obj Integer :: i, ifail, iter, lda, ldc, liwork, & lwork, m, n, nclin, sdc ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), b(:), bl(:), bu(:), c(:,:), & clamda(:), cvec(:), work(:), x(:) Real (Kind=nag_wp) :: rwsav(lrwsav) Integer, Allocatable :: istate(:), iwork(:), kx(:) Integer :: iwsav(liwsav) Logical :: lwsav(llwsav) Character (80) :: cwsav(lcwsav) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'E04NCA Example Program Results' ! Skip heading in data file Read (nin,*) Read (nin,*) m, n, nclin liwork = n ldc = max(1,nclin) lda = max(1,m) If (nclin>0) Then sdc = n Else sdc = 1 End If ! This particular example problem is of type LS1, so we allocate ! A(LDA,N), CVEC(1), B(M) and define LWORK as below If (nclin>0) Then lwork = 2*n**2 + 9*n + 6*nclin Else lwork = 9*n End If Allocate (istate(n+nclin),kx(n),iwork(liwork),c(ldc,sdc),bl(n+nclin), & bu(n+nclin),cvec(1),x(n),a(lda,n),b(m),clamda(n+nclin),work(lwork)) Read (nin,*)(a(i,1:n),i=1,m) Read (nin,*) b(1:m) Read (nin,*)(c(i,1:sdc),i=1,nclin) Read (nin,*) bl(1:(n+nclin)) Read (nin,*) bu(1:(n+nclin)) Read (nin,*) x(1:n) ! Initialise E04NCA ifail = 0 Call e04wbf('E04NCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Solve the problem ifail = -1 Call e04nca(m,n,nclin,ldc,lda,c,bl,bu,cvec,istate,kx,x,a,b,iter,obj, & clamda,iwork,liwork,work,lwork,lwsav,iwsav,rwsav,ifail) Select Case (ifail) Case (0:5,7:) ! Print variable headers Write (nout,99999) Do i = 1, n Write (nout,99998) i, istate(i), x(i), clamda(i) End Do If (nclin>0) Then ! C*x --> work ! The NAG name equivalent of dgemv is f06paf Call dgemv('N',nclin,n,one,c,ldc,x,inc1,zero,work,inc1) ! Print constraint headers Write (nout,99997) Do i = 1, nclin Write (nout,99996) i, istate(i+n), work(i), clamda(i+n) End Do End If Write (nout,99995) obj 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) End Program e04ncae