! E04NQF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE e04nqfe_mod ! E04NQF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: lencw = 600, leniw = 600, & lenrw = 600, nin = 5, nout = 6 CONTAINS SUBROUTINE qphx(ncolh,x,hx,nstate,cuser,iuser,ruser) ! Routine to compute H*x. (In this version of QPHX, the Hessian ! matrix H is not referenced explicitly.) ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: ncolh, nstate ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (OUT) :: hx(ncolh) REAL (KIND=nag_wp), INTENT (INOUT) :: ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: x(ncolh) INTEGER, INTENT (INOUT) :: iuser(*) CHARACTER (8), INTENT (INOUT) :: cuser(*) ! .. Executable Statements .. hx(1) = 2.0E0_nag_wp*x(1) hx(2) = 2.0E0_nag_wp*x(2) hx(3) = 2.0E0_nag_wp*(x(3)+x(4)) hx(4) = hx(3) hx(5) = 2.0E0_nag_wp*x(5) hx(6) = 2.0E0_nag_wp*(x(6)+x(7)) hx(7) = hx(6) RETURN END SUBROUTINE qphx END MODULE e04nqfe_mod PROGRAM e04nqfe ! E04NQF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : e04npf, e04nqf, e04ntf, nag_wp USE e04nqfe_mod, ONLY : lencw, leniw, lenrw, nin, nout, qphx ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: obj, objadd, sinf INTEGER :: i, icol, ifail, iobj, jcol, & lenc, m, n, ncolh, ne, ninf, & nname, ns CHARACTER (8) :: prob CHARACTER (1) :: start ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: acol(:), bl(:), bu(:), c(:), & pi(:), rc(:), x(:) REAL (KIND=nag_wp) :: ruser(1), rw(lenrw) INTEGER, ALLOCATABLE :: helast(:), hs(:), inda(:), loca(:) INTEGER :: iuser(1), iw(leniw) CHARACTER (8) :: cuser(1), cw(lencw) CHARACTER (8), ALLOCATABLE :: names(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'E04NQF Example Program Results' FLUSH (nout) ! Skip heading in data file. READ (nin,*) READ (nin,*) n, m READ (nin,*) ne, iobj, ncolh, start, nname ALLOCATE (inda(ne),loca(n+1),helast(n+m),hs(n+m),acol(ne),bl(n+m), & bu(n+m),x(n+m),pi(m),rc(n+m),names(nname)) READ (nin,*) names(1:nname) ! Read the matrix ACOL from data file. Set up LOCA. jcol = 1 loca(jcol) = 1 DO i = 1, ne ! Element ( INDA( I ), ICOL ) is stored in ACOL( I ). READ (nin,*) acol(i), inda(i), icol IF (icoljcol+1) THEN ! Index in ACOL 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 LOCA to I. loca((jcol+1):icol) = i jcol = icol END IF END DO loca(n+1) = ne + 1 ! Columns N,N-1,...,ICOL+1 are empty. Set the corresponding ! elements of LOCA accordingly. DO i = n, icol + 1, -1 loca(i) = loca(i+1) END DO READ (nin,*) bl(1:(n+m)) READ (nin,*) bu(1:(n+m)) IF (start=='C') THEN READ (nin,*) hs(1:n) ELSE IF (start=='W') THEN READ (nin,*) hs(1:(n+m)) END IF READ (nin,*) x(1:n) ! Call E04NPF to initialise E04NQF. ifail = 0 CALL e04npf(cw,lencw,iw,leniw,rw,lenrw,ifail) ! By default E04NQF does not print monitoring ! information. Set the print file unit or the summary ! file unit to get information. ifail = 0 CALL e04ntf('Print file',nout,cw,iw,rw,ifail) ! We have no explicit objective vector so set LENC = 0; the ! objective vector is stored in row IOBJ of ACOL. lenc = 0 ALLOCATE (c(max(1,lenc))) objadd = 0.0E0_nag_wp prob = ' ' ! Do not allow any elastic variables (i.e. they cannot be ! infeasible). If we'd set optional argument "Elastic mode" to 0, ! we wouldn't need to set the individual elements of array HELAST. helast(1:(n+m)) = 0 ! Solve the QP problem. ifail = 0 CALL e04nqf(start,qphx,m,n,ne,nname,lenc,ncolh,iobj,objadd,prob,acol, & inda,loca,bl,bu,c,names,helast,hs,x,pi,rc,ns,ninf,sinf,obj,cw,lencw, & iw,leniw,rw,lenrw,cuser,iuser,ruser,ifail) WRITE (nout,*) WRITE (nout,99998) obj WRITE (nout,99997) x(1:n) 20 CONTINUE 99999 FORMAT (1X,A,I5,A,I5,A,A) 99998 FORMAT (1X,'Final objective value = ',1P,E11.3) 99997 FORMAT (1X,'Optimal X = ',7F9.2) END PROGRAM e04nqfe