NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
!   E04UE_T1W_F Example Program Text
!   Mark 30.0 Release. NAG Copyright 2024.

    Module e04ue_t1w_fe_mod

!     E04UE_T1W_F Example Program Module:
!            Parameters and User-defined Routines

!     .. Use Statements ..
      Use nag_library, Only: nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Accessibility Statements ..
      Private
      Public                           :: confun, objfun
!     .. Parameters ..
      Real (Kind=nag_wp), Parameter, Public :: one = 1.0_nag_wp
      Real (Kind=nag_wp), Parameter, Public :: zero = 0.0_nag_wp
      Integer, Parameter, Public       :: inc1 = 1, lcwsav = 1, liwsav = 610,  &
                                          llwsav = 120, lrwsav = 475, nin = 5, &
                                          nout = 6
    Contains
      Subroutine objfun(ad_handle,mode,n,x,objf,objgrd,nstate,iuser,ruser)
!       Routine to evaluate objective function and its 1st derivatives.

!       .. Use Statements ..
        Use iso_c_binding, Only: c_ptr
        Use nagad_library, Only: nagad_t1w_w_rtype, Operator (*), Operator (+)
!       .. Scalar Arguments ..
        Type (c_ptr), Intent (Inout)   :: ad_handle
        Type (nagad_t1w_w_rtype), Intent (Out) :: objf
        Integer, Intent (Inout)        :: mode
        Integer, Intent (In)           :: n, nstate
!       .. Array Arguments ..
        Type (nagad_t1w_w_rtype), Intent (Inout) :: objgrd(n), ruser(*)
        Type (nagad_t1w_w_rtype), Intent (In) :: x(n)
        Integer, Intent (Inout)        :: iuser(*)
!       .. Executable Statements ..
        If (mode==0 .Or. mode==2) Then
          objf = x(1)*x(4)*(ruser(1)*x(1)+ruser(2)*x(2)+ruser(3)*x(3)) + x(3)
        End If

        If (mode==1 .Or. mode==2) Then
          objgrd(1) = x(4)*(ruser(1)*x(1)+ruser(1)*x(1)+ruser(2)*x(2)+ruser(3) &
            *x(3))
          objgrd(2) = x(1)*x(4)*ruser(2)
          objgrd(3) = x(1)*x(4)*ruser(3) + one
          objgrd(4) = x(1)*(x(1)*ruser(1)+x(2)*ruser(2)+x(3)*ruser(3))
        End If

        Return

      End Subroutine objfun
      Subroutine confun(ad_handle,mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,     &
        iuser,ruser)
!       Routine to evaluate the nonlinear constraints and their 1st
!       derivatives.

!       .. Use Statements ..
        Use iso_c_binding, Only: c_ptr
        Use nagad_library, Only: nagad_t1w_w_rtype, Assignment (=),            &
                                 Operator (+), Operator (**), Operator (*)
!       .. Scalar Arguments ..
        Type (c_ptr), Intent (Inout)   :: ad_handle
        Integer, Intent (In)           :: ldcj, n, ncnln, nstate
        Integer, Intent (Inout)        :: mode
!       .. Array Arguments ..
        Type (nagad_t1w_w_rtype), Intent (Out) :: c(ncnln)
        Type (nagad_t1w_w_rtype), Intent (Inout) :: cjac(ldcj,n), ruser(*)
        Type (nagad_t1w_w_rtype), 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 e04ue_t1w_fe_mod
    Program e04ue_t1w_fe
!     E04UE_T1W_F Example Main Program

!     .. Use Statements ..
      Use e04ue_t1w_fe_mod, Only: confun, lcwsav, liwsav, llwsav, lrwsav, nin, &
                                  nout, objfun
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: e04uc_t1w_f, e04ue_t1w_f, e04wb_t1w_f,          &
                               nagad_t1w_set_derivative, nagad_t1w_w_rtype,    &
                               x10aa_t1w_f, x10ab_t1w_f, Assignment (=)
      Use nag_library, Only: nag_wp, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Local Scalars ..
      Type (c_ptr)                     :: ad_handle
      Type (nagad_t1w_w_rtype)         :: objf
      Integer                          :: i, ifail, inform, iter, lda, ldcj,   &
                                          ldr, liwork, lwork, n, nclin, ncnln, &
                                          sda, sdcjac
!     .. Local Arrays ..
      Type (nagad_t1w_w_rtype), Allocatable :: a(:,:), bl(:), bu(:), c(:),     &
                                          cjac(:,:), clamda(:), objgrd(:),     &
                                          r(:,:), work(:), x(:)
      Type (nagad_t1w_w_rtype)         :: ruser(3), rwsav(lrwsav)
      Real (Kind=nag_wp), Allocatable  :: a_r(:,:), bl_r(:), bu_r(:), x_r(:)
      Real (Kind=nag_wp)               :: dr(3)
      Integer, Allocatable             :: istate(:), iwork(:)
      Integer                          :: iuser(1), iwsav(liwsav)
      Logical                          :: lwsav(llwsav)
      Character (80)                   :: cwsav(lcwsav)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max, size
!     .. Executable Statements ..
      Write (nout,*) 'E04UE_T1W_F Example Program Results'

      ruser(1) = 1.0_nag_wp
      ruser(2) = 1.0_nag_wp
      ruser(3) = 1.0_nag_wp
!     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_r(lda,sda),              &
        bl_r(n+nclin+ncnln),bu_r(n+nclin+ncnln),c(max(1,                       &
        ncnln)),cjac(ldcj,sdcjac),clamda(n+nclin+ncnln),objgrd(n),r(ldr,n),    &
        x_r(n),work(lwork))

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

      Read (nin,*) bl_r(1:(n+nclin+ncnln))
      Read (nin,*) bu_r(1:(n+nclin+ncnln))
      Read (nin,*) x_r(1:n)

!     Create AD configuration data object
      ifail = 0
      Call x10aa_t1w_f(ad_handle,ifail)

      Allocate (a(size(a_r,1),size(a_r,2)),bl(size(bl_r)),bu(size(bu_r)),x(    &
        size(x_r)))

      a(:,:) = a_r(:,:)
      bl(:) = bl_r(:)
      bu(:) = bu_r(:)

      Do i = 1, 3
        Call nagad_t1w_set_derivative(ruser(i),1.0_nag_wp)

        x(:) = x_r(:)

!       Initialise E04UE
        ifail = 0
        Call e04wb_t1w_f('E04UCA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,      &
          rwsav,lrwsav,ifail)

        If (i==3) Then
!         Set option via string
          Call e04ue_t1w_f('Print Level = 1',lwsav,iwsav,rwsav,inform)
        End If

!       Solve the problem
        objf = 0.0_nag_wp
        ifail = -1
        Call e04uc_t1w_f(ad_handle,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)
        ruser(i)%tangent = 0.0_nag_wp
        dr(i) = objf%tangent
      End Do
      Write (nout,*)
      Write (nout,*) ' Derivatives calculated: First order tangents'
      Write (nout,*) ' Computational mode    : algorithmic'
      Write (nout,*)
      Call x04caf('General',' ',3,1,dr,3,' dobjf/druser',ifail)
      Write (nout,*)

      ifail = 0
      Call x10ab_t1w_f(ad_handle,ifail)

    End Program e04ue_t1w_fe