* E04UGA Example Program Text * Mark 20 Release. NAG Copyright 2001. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER IDUMMY PARAMETER (IDUMMY=-11111) INTEGER MMAX, NMAX, NNZMAX, LENIZ, LENZ PARAMETER (MMAX=100,NMAX=100,NNZMAX=300,LENIZ=5000, + LENZ=5000) INTEGER LCWSAV, LIWSAV, LLWSAV, LRWSAV PARAMETER (LCWSAV=1,LIWSAV=550,LLWSAV=20,LRWSAV=550) * .. Local Scalars .. DOUBLE PRECISION OBJ, SINF INTEGER I, ICOL, IFAIL, IOBJ, J, JCOL, M, MINIZ, MINZ, N, + NCNLN, NINF, NJNLN, NNAME, NNZ, NONLN, NS CHARACTER START * .. Local Arrays .. DOUBLE PRECISION A(NNZMAX), BL(NMAX+MMAX), BU(NMAX+MMAX), + CLAMDA(NMAX+MMAX), RWSAV(LRWSAV), USER(1), + XS(NMAX+MMAX), Z(LENZ) INTEGER HA(NNZMAX), ISTATE(NMAX+MMAX), IUSER(1), + IWSAV(LIWSAV), IZ(LENIZ), KA(NMAX+1) LOGICAL LWSAV(LLWSAV) CHARACTER*8 NAMES(NMAX+MMAX) CHARACTER*80 CWSAV(LCWSAV) * .. External Subroutines .. EXTERNAL CONFUN, E04UGA, E04WBF, OBJFUN * .. Executable Statements .. WRITE (NOUT,*) 'E04UGA Example Program Results' * Skip heading in data file. READ (NIN,*) READ (NIN,*) N, M IF (N.LE.NMAX .AND. M.LE.MMAX) THEN * * Read NCNLN, NONLN and NJNLN from data file. * READ (NIN,*) NCNLN, NONLN, NJNLN * * Read NNZ, IOBJ, START, NNAME and NAMES from data file. * READ (NIN,*) NNZ, IOBJ, START, NNAME IF (NNAME.EQ.N+M) READ (NIN,*) (NAMES(I),I=1,N+M) * * Initialize KA. * DO 20 I = 1, N + 1 KA(I) = IDUMMY 20 CONTINUE * * Read the matrix A from data file. Set up KA. * JCOL = 1 KA(JCOL) = 1 DO 60 I = 1, NNZ * * Element ( HA( I ), ICOL ) is stored in A( I ). * READ (NIN,*) A(I), HA(I), ICOL * IF (ICOL.LT.JCOL) THEN * * Elements not ordered by increasing column index. * WRITE (NOUT,99999) 'Element in column', ICOL, + ' found after element in column', JCOL, '. Problem', + ' abandoned.' STOP ELSE IF (ICOL.EQ.JCOL+1) THEN * * Index in A of the start of the ICOL-th column equals I. * KA(ICOL) = I JCOL = ICOL ELSE IF (ICOL.GT.JCOL+1) THEN * * Index in A of the start of the ICOL-th column equals I, * but columns JCOL+1,JCOL+2,...,ICOL-1 are empty. Set the * corresponding elements of KA to I. * DO 40 J = JCOL + 1, ICOL - 1 KA(J) = I 40 CONTINUE KA(ICOL) = I JCOL = ICOL END IF 60 CONTINUE * KA(N+1) = NNZ + 1 * IF (N.GT.ICOL) THEN * * Columns N,N-1,...,ICOL+1 are empty. Set the corresponding * elements of KA accordingly. * DO 80 I = N, ICOL + 1, -1 IF (KA(I).EQ.IDUMMY) KA(I) = KA(I+1) 80 CONTINUE END IF * * Read BL, BU, ISTATE, XS and CLAMDA from data file. * READ (NIN,*) (BL(I),I=1,N+M) READ (NIN,*) (BU(I),I=1,N+M) IF (START.EQ.'C') THEN READ (NIN,*) (ISTATE(I),I=1,N) ELSE IF (START.EQ.'W') THEN READ (NIN,*) (ISTATE(I),I=1,N+M) END IF READ (NIN,*) (XS(I),I=1,N) IF (NCNLN.GT.0) READ (NIN,*) (CLAMDA(I),I=N+1,N+NCNLN) * * Initialise E04UGA and check for error exits * IFAIL = 1 CALL E04WBF('E04UGA',CWSAV,LCWSAV,LWSAV,LLWSAV,IWSAV,LIWSAV, + RWSAV,LRWSAV,IFAIL) IF (IFAIL.NE.0) THEN WRITE (NOUT,99999) IFAIL ELSE * * Solve the problem. * IFAIL = 1 * CALL E04UGA(CONFUN,OBJFUN,N,M,NCNLN,NONLN,NJNLN,IOBJ,NNZ,A, + HA,KA,BL,BU,START,NNAME,NAMES,NS,XS,ISTATE, + CLAMDA,MINIZ,MINZ,NINF,SINF,OBJ,IZ,LENIZ,Z,LENZ, + IUSER,USER,LWSAV,IWSAV,RWSAV,IFAIL) * * Check for error exits * WRITE (NOUT,*) IF (IFAIL.GE.7) THEN WRITE (NOUT,99997) IFAIL ELSE IF (IFAIL.LT.0) THEN WRITE (NOUT,99998) ELSE WRITE (NOUT,99997) IFAIL WRITE (NOUT,*) WRITE (NOUT,99996) WRITE (NOUT,*) DO 100 I = 1, N WRITE (NOUT,99995) I, ISTATE(I), XS(I), CLAMDA(I) 100 CONTINUE WRITE (NOUT,*) WRITE (NOUT,*) WRITE (NOUT,99993) WRITE (NOUT,*) IF (NCNLN.GT.0) THEN DO 120 I = N + 1, N + NCNLN J = I - N WRITE (NOUT,99992) J, ISTATE(I), XS(I), CLAMDA(I) 120 CONTINUE END IF IF ((NCNLN.EQ.0) .AND. (M.EQ.1) .AND. (A(1).EQ.0.0D0)) + THEN WRITE (NOUT,99990) ISTATE(N+1), XS(N+1), CLAMDA(N+1) ELSE IF (M.GT.NCNLN) THEN DO 140 I = N + NCNLN + 1, N + M J = I - N - NCNLN IF (I-N.EQ.IOBJ) THEN WRITE (NOUT,99991) ISTATE(I), XS(I), CLAMDA(I) ELSE WRITE (NOUT,99994) J, ISTATE(I), XS(I), + CLAMDA(I) END IF 140 CONTINUE END IF END IF WRITE (NOUT,*) WRITE (NOUT,*) WRITE (NOUT,99989) OBJ END IF END IF * STOP * 99999 FORMAT (/1X,A,I5,A,I5,A,A) 99998 FORMAT (1X,'MODE < 0 on exit from OBJFUN or CONFUN.',//' Problem', + ' abandoned.') 99997 FORMAT (1X,'E04UGA returned with IFAIL = ',I4) 99996 FORMAT (1X,'Variable',2X,'Istate',5X,'Value',9X,'Lagr Mult') 99995 FORMAT (1X,'Varble',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4) 99994 FORMAT (1X,'LinCon',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4) 99993 FORMAT (1X,'Constrnt',2X,'Istate',5X,'Value',9X,'Lagr Mult') 99992 FORMAT (1X,'NlnCon',1X,I2,1X,I3,4X,1P,G14.6,2X,1P,G12.4) 99991 FORMAT (1X,'Free Row',2X,I3,4X,1P,G14.6,2X,1P,G12.4) 99990 FORMAT (1X,'DummyRow',2X,I3,4X,1P,G14.6,2X,1P,G12.4) 99989 FORMAT (1X,'Final objective value = ',1P,G15.7) END * SUBROUTINE CONFUN(MODE,NCNLN,NJNLN,NNZJAC,X,F,FJAC,NSTATE,IUSER, + USER) * Computes the nonlinear constraint functions and their Jacobian. * .. Scalar Arguments .. INTEGER MODE, NCNLN, NJNLN, NNZJAC, NSTATE * .. Array Arguments .. DOUBLE PRECISION F(NCNLN), FJAC(NNZJAC), USER(*), X(NJNLN) INTEGER IUSER(*) * .. Intrinsic Functions .. * INTRINSIC COS, SIN * .. Executable Statements .. IF (MODE.EQ.0 .OR. MODE.EQ.2) THEN F(1) = 1000.0D+0*SIN(-X(1)-0.25D+0) + 1000.0D+0*SIN(-X(2) + -0.25D+0) F(2) = 1000.0D+0*SIN(X(1)-0.25D+0) + 1000.0D+0*SIN(X(1)-X(2) + -0.25D+0) F(3) = 1000.0D+0*SIN(X(2)-X(1)-0.25D+0) + 1000.0D+0*SIN(X(2) + -0.25D+0) END IF * IF (MODE.EQ.1 .OR. MODE.EQ.2) THEN * * Nonlinear Jacobian elements for column 1. * FJAC(1) = -1000.0D+0*COS(-X(1)-0.25D+0) FJAC(2) = 1000.0D+0*COS(X(1)-0.25D+0) + 1000.0D+0*COS(X(1)-X(2) + -0.25D+0) FJAC(3) = -1000.0D+0*COS(X(2)-X(1)-0.25D+0) * * Nonlinear Jacobian elements for column 2. * FJAC(4) = -1000.0D+0*COS(-X(2)-0.25D+0) FJAC(5) = -1000.0D+0*COS(X(1)-X(2)-0.25D+0) FJAC(6) = 1000.0D+0*COS(X(2)-X(1)-0.25D+0) + 1000.0D+0*COS(X(2) + -0.25D+0) END IF * END * SUBROUTINE OBJFUN(MODE,NONLN,X,OBJF,OBJGRD,NSTATE,IUSER,USER) * Computes the nonlinear part of the objective function and its * gradient * .. Scalar Arguments .. DOUBLE PRECISION OBJF INTEGER MODE, NONLN, NSTATE * .. Array Arguments .. * DOUBLE PRECISION OBJGRD(NONLN), USER(*), X(NONLN) INTEGER IUSER(*) * .. Executable Statements .. IF (MODE.EQ.0 .OR. MODE.EQ.2) OBJF = 1.0D-6*X(3)**3 + 2.0D-6*X(4) + **3/3.0D+0 * IF (MODE.EQ.1 .OR. MODE.EQ.2) THEN OBJGRD(1) = 0.0D+0 OBJGRD(2) = 0.0D+0 OBJGRD(3) = 3.0D-6*X(3)**2 OBJGRD(4) = 2.0D-6*X(4)**2 END IF * END