! E04UCA Example Program Text ! Mark 24 Release. NAG Copyright 2012. Module e04ucae_mod ! E04UCA Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. Use nag_library, Only: 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 Contains Subroutine objfun(mode,n,x,objf,objgrd,nstate,iuser,ruser) ! Routine to evaluate objective function and its 1st derivatives. ! .. Scalar Arguments .. Real (Kind=nag_wp), Intent (Out) :: objf Integer, Intent (Inout) :: mode Integer, Intent (In) :: n, nstate ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Inout) :: objgrd(n), ruser(*) Real (Kind=nag_wp), Intent (In) :: x(n) Integer, Intent (Inout) :: iuser(*) ! .. Executable Statements .. If (mode==0 .Or. mode==2) Then objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3) End If If (mode==1 .Or. mode==2) Then objgrd(1) = x(4)*(x(1)+x(1)+x(2)+x(3)) objgrd(2) = x(1)*x(4) objgrd(3) = x(1)*x(4) + one objgrd(4) = x(1)*(x(1)+x(2)+x(3)) End If Return End Subroutine objfun Subroutine confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser) ! Routine to evaluate the nonlinear constraints and their 1st ! derivatives. ! .. 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) = zero End If If (needc(1)>0) Then If (mode==0 .Or. mode==2) Then c(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2 End If If (mode==1 .Or. mode==2) Then cjac(1,1) = x(1) + x(1) cjac(1,2) = x(2) + x(2) cjac(1,3) = x(3) + x(3) cjac(1,4) = x(4) + x(4) End If End If If (needc(2)>0) Then If (mode==0 .Or. mode==2) Then c(2) = x(1)*x(2)*x(3)*x(4) End If If (mode==1 .Or. mode==2) 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 Return End Subroutine confun End Module e04ucae_mod Program e04ucae ! E04UCA Example Main Program ! .. Use Statements .. Use nag_library, Only: dgemv, e04uca, e04wbf, nag_wp Use e04ucae_mod, Only: confun, inc1, lcwsav, liwsav, llwsav, lrwsav, & nin, nout, objfun, one, zero ! .. Implicit None Statement .. Implicit None ! .. Local Scalars .. Real (Kind=nag_wp) :: objf Integer :: i, ifail, iter, j, 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(:) Real (Kind=nag_wp) :: ruser(1), rwsav(lrwsav) Integer, Allocatable :: istate(:), iwork(:) Integer :: iuser(1), iwsav(liwsav) Logical :: lwsav(llwsav) Character (80) :: cwsav(lcwsav) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (nout,*) 'E04UCA Example Program Results' ! 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 + 20*n + 11*nclin Else If (ncnln>0 .And. nclin>=0) Then lwork = 2*n**2 + n*nclin + 2*n*ncnln + 20*n + 11*nclin + 21*ncnln Else lwork = 20*n 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)) If (nclin>0) Then Read (nin,*)(a(i,1:sda),i=1,nclin) End If Read (nin,*) bl(1:(n+nclin+ncnln)) Read (nin,*) bu(1:(n+nclin+ncnln)) Read (nin,*) x(1:n) ! Initialise E04UCA ifail = 0 Call e04wbf('E04UCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Solve the problem ifail = -1 Call e04uca(n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,confun,objfun,iter, & istate,c,cjac,clamda,objf,objgrd,r,x,iwork,liwork,work,lwork,iuser, & ruser,lwsav,iwsav,rwsav,ifail) Select Case (ifail) Case (0:6,8) 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 ! A*x --> work. ! The NAG name equivalent of dgemv is f06paf Call dgemv('N',nclin,n,one,a,lda,x,inc1,zero,work,inc1) Write (nout,*) Write (nout,*) Write (nout,99997) Write (nout,*) Do i = n + 1, n + nclin j = i - n Write (nout,99996) j, istate(i), work(j), clamda(i) End Do End If If (ncnln>0) Then Write (nout,*) Write (nout,*) Write (nout,99995) Write (nout,*) Do i = n + nclin + 1, n + nclin + ncnln j = i - n - nclin Write (nout,99994) j, istate(i), c(j), clamda(i) End Do End If Write (nout,*) Write (nout,*) Write (nout,99993) objf 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,'N Con',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99994 Format (1X,'N',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99993 Format (1X,'Final objective value = ',1P,G15.7) End Program e04ucae