* E04NCA Example Program Text * Mark 20 Release. NAG Copyright 2001. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER MMAX, NMAX, NCMAX PARAMETER (MMAX=10,NMAX=10,NCMAX=10) INTEGER LDC, LDA PARAMETER (LDC=NCMAX,LDA=MMAX) INTEGER LIWORK, LWORK PARAMETER (LIWORK=100,LWORK=1000) INTEGER LCWSAV, LIWSAV, LLWSAV, LRWSAV PARAMETER (LCWSAV=1,LIWSAV=610,LLWSAV=120,LRWSAV=475) * .. Local Scalars .. DOUBLE PRECISION OBJ INTEGER I, IFAIL, ITER, J, M, N, NCLIN * .. Local Arrays .. DOUBLE PRECISION A(LDA,NMAX), B(MMAX), BL(NMAX+NCMAX), + BU(NMAX+NCMAX), C(LDC,NMAX), CLAMDA(NMAX+NCMAX), + CVEC(NMAX), RWSAV(LRWSAV), WORK(LWORK), X(NMAX) INTEGER ISTATE(NMAX+NCMAX), IWORK(LIWORK), IWSAV(LIWSAV), + KX(NMAX) LOGICAL LWSAV(LLWSAV) CHARACTER*80 CWSAV(LCWSAV) * .. External Subroutines .. EXTERNAL DGEMV, E04NCA, E04WBF * .. Executable Statements .. WRITE (NOUT,*) 'E04NCA Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) M, N, NCLIN IF (M.LE.MMAX .AND. N.LE.NMAX .AND. NCLIN.LE.NCMAX) THEN * * Read A, B, C, BL, BU and X from data file * READ (NIN,*) ((A(I,J),J=1,N),I=1,M) READ (NIN,*) (B(I),I=1,M) READ (NIN,*) ((C(I,J),J=1,N),I=1,NCLIN) READ (NIN,*) (BL(I),I=1,N+NCLIN) READ (NIN,*) (BU(I),I=1,N+NCLIN) READ (NIN,*) (X(I),I=1,N) * * Initialise E04NCA and check for error exits * IFAIL = 1 CALL E04WBF('E04NCA',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 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) * * A valid licence was found: continue. * Check for error exits * WRITE (NOUT,*) IF (IFAIL.EQ.6) THEN WRITE (NOUT,99998) ELSE IF (IFAIL.GE.0) THEN WRITE (NOUT,99997) IFAIL WRITE (NOUT,*) WRITE (NOUT,99996) WRITE (NOUT,*) DO 20 I = 1, N WRITE (NOUT,99995) I, ISTATE(I), X(I), CLAMDA(I) 20 CONTINUE IF (NCLIN.GT.0) THEN * * Below is a call to the level 2 BLAS routine DGEMV. * This performs the matrix vector multiplication C*X * (linear constraint values) and puts the result in * the first NCLIN locations of WORK. * CALL DGEMV('N',NCLIN,N,1.0D0,C,LDC,X,1,0.0D0,WORK,1) WRITE (NOUT,*) WRITE (NOUT,*) WRITE (NOUT,99994) WRITE (NOUT,*) DO 40 I = N + 1, N + NCLIN J = I - N WRITE (NOUT,99993) J, ISTATE(I), WORK(J), CLAMDA(I) 40 CONTINUE END IF WRITE (NOUT,*) WRITE (NOUT,*) WRITE (NOUT,99992) OBJ ELSE WRITE (NOUT,99991) IFAIL END IF END IF END IF * 99999 FORMAT (1X,' ** E04WBF returned with IFAIL = ',I5) 99998 FORMAT (1X,' ** An input parameter is invalid') 99997 FORMAT (1X,'E04NCA returned with IFAIL = ',I4) 99996 FORMAT (1X,'Varbl',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99995 FORMAT (1X,'V',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99994 FORMAT (1X,'L Con',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99993 FORMAT (1X,'L',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99992 FORMAT (1X,'Final objective value = ',G15.7) 99991 FORMAT (1X,' ** E04NCA returned with IFAIL = ',I5) END