! E04UQA Example Program Text ! Mark 24 Release. NAG Copyright 2012. Module e04uqae_mod ! E04UQA Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. Use nag_library, Only: nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Real (Kind=nag_wp), Parameter :: one = 1.0_nag_wp Real (Kind=nag_wp), Parameter :: zero = 0.0_nag_wp Integer, Parameter :: inc1 = 1, iset = 1, lcwsav = 1, & liwsav = 610, llwsav = 120, & lrwsav = 475, nin = 5, & ninopt = 7, nout = 6 Contains Subroutine objfun(mode,m,n,ldfj,needfi,x,f,fjac,nstate,iuser,ruser) ! Routine to evaluate the subfunctions and their 1st derivatives. ! .. Parameters .. Real (Kind=nag_wp), Parameter :: & a(44) = (/8.0_nag_wp,8.0_nag_wp, & 10.0_nag_wp,10.0_nag_wp,10.0_nag_wp,10.0_nag_wp,12.0_nag_wp, & 12.0_nag_wp,12.0_nag_wp,12.0_nag_wp,14.0_nag_wp,14.0_nag_wp, & 14.0_nag_wp,16.0_nag_wp,16.0_nag_wp,16.0_nag_wp,18.0_nag_wp, & 18.0_nag_wp,20.0_nag_wp,20.0_nag_wp,20.0_nag_wp,22.0_nag_wp, & 22.0_nag_wp,22.0_nag_wp,24.0_nag_wp,24.0_nag_wp,24.0_nag_wp, & 26.0_nag_wp,26.0_nag_wp,26.0_nag_wp,28.0_nag_wp,28.0_nag_wp, & 30.0_nag_wp,30.0_nag_wp,30.0_nag_wp,32.0_nag_wp,32.0_nag_wp, & 34.0_nag_wp,36.0_nag_wp,36.0_nag_wp,38.0_nag_wp,38.0_nag_wp, & 40.0_nag_wp,42.0_nag_wp/) ! .. Scalar Arguments .. Integer, Intent (In) :: ldfj, m, n, needfi, nstate Integer, Intent (Inout) :: mode ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Out) :: f(m) Real (Kind=nag_wp), Intent (Inout) :: fjac(ldfj,n), ruser(*) Real (Kind=nag_wp), Intent (In) :: x(n) Integer, Intent (Inout) :: iuser(*) ! .. Local Scalars .. Real (Kind=nag_wp) :: ai, temp, x1, x2 Integer :: i Logical :: mode02, mode12 ! .. Intrinsic Procedures .. Intrinsic :: exp ! .. Executable Statements .. x1 = x(1) x2 = x(2) mode02 = (mode==0 .Or. mode==2) mode12 = (mode==1 .Or. mode==2) loop: Do i = 1, m If (needfi==i) Then f(i) = x1 + (0.49_nag_wp-x1)*exp(-x2*(a(i)-8.0_nag_wp)) Exit loop End If ai = a(i) temp = exp(-x2*(ai-8.0_nag_wp)) If (mode02) Then f(i) = x1 + (0.49_nag_wp-x1)*temp End If If (mode12) Then fjac(i,1) = one - temp fjac(i,2) = -(0.49_nag_wp-x1)*(ai-8.0_nag_wp)*temp End If End Do loop Return End Subroutine objfun Subroutine confun(mode,ncnln,n,ldcj,needc,x,c,cjac,nstate,iuser,ruser) ! Routine to evaluate the nonlinear constraint and its 1st ! derivatives. ! .. Scalar Arguments .. Integer, Intent (In) :: ldcj, n, ncnln, nstate Integer, Intent (Inout) :: mode ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Out) :: c(ncnln) Real (Kind=nag_wp), Intent (Inout) :: cjac(ldcj,n), ruser(*) Real (Kind=nag_wp), 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) = -0.09_nag_wp - x(1)*x(2) + 0.49_nag_wp*x(2) End If If (mode==1 .Or. mode==2) Then cjac(1,1) = -x(2) cjac(1,2) = -x(1) + 0.49_nag_wp End If End If Return End Subroutine confun End Module e04uqae_mod Program e04uqae ! E04UQA Example Main Program ! .. Use Statements .. Use nag_library, Only: dgemv, e04uqa, e04ura, e04usa, e04wbf, nag_wp, & x04abf, x04acf, x04baf Use e04uqae_mod, Only: confun, inc1, iset, lcwsav, liwsav, llwsav, & lrwsav, nin, ninopt, nout, objfun, one, zero ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Character (*), Parameter :: fname = 'e04uqae.opt' ! .. Local Scalars .. Real (Kind=nag_wp) :: objf Integer :: i, ifail, inform, iter, j, lda, & ldcj, ldfj, ldr, liwork, lwork, & m, mode, n, nclin, ncnln, & outchn, sda, sdcjac Character (80) :: rec ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:,:), bl(:), bu(:), c(:), & cjac(:,:), clamda(:), f(:), & fjac(:,:), r(:,:), work(:), & x(:), y(:) Real (Kind=nag_wp) :: rwsav(lrwsav), user(1) Integer, Allocatable :: istate(:), iwork(:) Integer :: iuser(1), iwsav(liwsav) Logical :: lwsav(llwsav) Character (80) :: cwsav(lcwsav) ! .. Intrinsic Procedures .. Intrinsic :: max ! .. Executable Statements .. Write (rec,99991) 'E04UQA Example Program Results' Call x04baf(nout,rec) ! Skip heading in data file Read (nin,*) Read (nin,*) m, n Read (nin,*) 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 ldfj = m ldr = n If (ncnln==0 .And. nclin>0) Then lwork = 20*n + m*(n+3) + 2*n**2 + 11*nclin Else If (ncnln>0 .And. nclin>=0) Then lwork = 20*n + m*(n+3) + 2*n**2 + 11*nclin + n*nclin + 2*n*ncnln + & 21*ncnln Else lwork = 20*n + m*(n+3) End If Allocate (istate(n+nclin+ncnln),iwork(liwork),a(lda,sda), & bl(n+nclin+ncnln),bu(n+nclin+ncnln),y(m),c(max(1, & ncnln)),cjac(ldcj,sdcjac),f(m),fjac(ldfj,n),clamda(n+nclin+ncnln), & r(ldr,n),x(n),work(lwork)) If (nclin>0) Then Read (nin,*)(a(i,1:sda),i=1,nclin) End If Read (nin,*) y(1:m) Read (nin,*) bl(1:(n+nclin+ncnln)) Read (nin,*) bu(1:(n+nclin+ncnln)) Read (nin,*) x(1:n) ! Set the unit number for advisory messages to OUTCHN outchn = nout Call x04abf(iset,outchn) ! Initialise E04USA ifail = 0 Call e04wbf('E04USA',cwsav,lcwsav,lwsav,llwsav,iwsav,liwsav,rwsav, & lrwsav,ifail) ! Set two options using E04URF Call e04ura(' Infinite Bound Size = 1.0D+25 ',lwsav,iwsav,rwsav,inform) If (inform==0) Then Call e04ura(' Verify Level = -1 ',lwsav,iwsav,rwsav,inform) End If If (inform/=0) Then Write (rec,99992) 'E04URA terminated with INFORM = ', inform Call x04baf(nout,rec) Go To 100 End If ! Open the options file for reading mode = 0 ifail = 0 Call x04acf(ninopt,fname,mode,ifail) ! Read the options file for the remaining options Call e04uqa(ninopt,lwsav,iwsav,rwsav,inform) If (inform/=0) Then Write (rec,99992) 'E04UQA terminated with INFORM = ', inform Call x04baf(nout,rec) Go To 100 End If ! Solve the problem ifail = -1 Call e04usa(m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,confun,objfun, & iter,istate,c,cjac,f,fjac,clamda,objf,r,x,iwork,liwork,work,lwork, & iuser,user,lwsav,iwsav,rwsav,ifail) Select Case (ifail) Case (0:8) Write (rec,'()') Call x04baf(nout,rec) Write (rec,99999) Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Do i = 1, n Write (rec,99998) i, istate(i), x(i), clamda(i) Call x04baf(nout,rec) End Do If (nclin>0) Then ! A*x --> work ! The NAG name equivalent of dgemv is f06paf Call dgemv('N',nclin,n,one,a,lda,x,inc1,zero,work,inc1) Write (rec,'()') Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Write (rec,99997) Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Do i = n + 1, n + nclin j = i - n Write (rec,99996) j, istate(i), work(j), clamda(i) Call x04baf(nout,rec) End Do End If If (ncnln>0) Then Write (rec,'()') Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Write (rec,99995) Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Do i = n + nclin + 1, n + nclin + ncnln j = i - n - nclin Write (rec,99994) j, istate(i), c(j), clamda(i) Call x04baf(nout,rec) End Do End If Write (rec,'()') Call x04baf(nout,rec) Write (rec,'()') Call x04baf(nout,rec) Write (rec,99993) objf Call x04baf(nout,rec) End Select 100 Continue 99999 Format (1X,'Varbl',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99998 Format (1X,'V',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99997 Format (1X,'L Con',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99996 Format (1X,'L',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99995 Format (1X,'N Con',2X,'Istate',3X,'Value',9X,'Lagr Mult') 99994 Format (1X,'N',2(1X,I3),4X,1P,G14.6,2X,1P,G12.4) 99993 Format (1X,'Final objective value = ',G15.7) 99992 Format (1X,A,I5) 99991 Format (1X,A) End Program e04uqae