NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program e04uffe

!     E04UFF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: e04uff, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: objf
      Integer                          :: i, ifail, irevcm, iter, 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(:)
      Integer, Allocatable             :: istate(:), iwork(:), needc(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'E04UFF Example Program Results'
      Flush (nout)

!     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 + 21*n + 11*nclin + 2
      Else If (ncnln>0 .And. nclin>=0) Then
        lwork = 2*n**2 + n*nclin + 2*n*ncnln + 21*n + 11*nclin + 22*ncnln + 1
      Else
        lwork = 21*n + 2
      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),needc(max(1,ncnln)))

      If (nclin>0) Then
        Read (nin,*)(a(i,1:n),i=1,nclin)
      End If

      Read (nin,*) bl(1:(n+nclin+ncnln))
      Read (nin,*) bu(1:(n+nclin+ncnln))
      Read (nin,*) x(1:n)

!     Set all constraint 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) = 0.0E0_nag_wp

!     Solve the problem.

      irevcm = 0
      ifail = 0

revcomm: Do

        Call e04uff(irevcm,n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,iter,istate,c,   &
          cjac,clamda,objf,objgrd,r,x,needc,iwork,liwork,work,lwork,ifail)

!       On intermediate exit IFAIL should not have been changed
!       and IREVCM should be > 0.

        If (irevcm==0) Then
          Exit revcomm
        End If

        If (irevcm==1 .Or. irevcm==3) Then

!         Evaluate the objective function.

          objf = x(1)*x(4)*(x(1)+x(2)+x(3)) + x(3)
        End If

        If (irevcm==2 .Or. irevcm==3) Then

!         Evaluate the objective gradient.

          objgrd(1) = x(4)*(2.0E0_nag_wp*x(1)+x(2)+x(3))
          objgrd(2) = x(1)*x(4)
          objgrd(3) = x(1)*x(4) + 1.0E0_nag_wp
          objgrd(4) = x(1)*(x(1)+x(2)+x(3))
        End If

        If (irevcm==4 .Or. irevcm==6) Then

!         Evaluate the nonlinear constraint functions.

          If (needc(1)>0) Then
            c(1) = x(1)**2 + x(2)**2 + x(3)**2 + x(4)**2
          End If

          If (needc(2)>0) Then
            c(2) = x(1)*x(2)*x(3)*x(4)
          End If

        End If

        If (irevcm==5 .Or. irevcm==6) Then

!         Evaluate the constraint Jacobian.

          If (needc(1)>0) Then
            cjac(1,1) = 2.0E0_nag_wp*x(1)
            cjac(1,2) = 2.0E0_nag_wp*x(2)
            cjac(1,3) = 2.0E0_nag_wp*x(3)
            cjac(1,4) = 2.0E0_nag_wp*x(4)
          End If

          If (needc(2)>0) 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

      End Do revcomm

    End Program e04uffe