! H02CFF Example Program Text ! Mark 24 Release. NAG Copyright 2012. Module h02cffe_mod ! H02CFF 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 :: cutoff = -1840000.0_nag_wp Integer, Parameter :: iset = 1, lintvr = 10, & mdepth = 2000, nin = 5, & ninopt = 7, nout = 6 Contains Subroutine qphx(nstate,ncolh,x,hx) ! Routine to compute H*x. (In this version of QPHX, the Hessian ! matrix H is not referenced explicitly.) ! .. Scalar Arguments .. Integer, Intent (In) :: ncolh, nstate ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Out) :: hx(ncolh) Real (Kind=nag_wp), Intent (In) :: x(ncolh) ! .. Executable Statements .. hx(1) = 2.0_nag_wp*x(1) hx(2) = 2.0_nag_wp*x(2) hx(3) = 2.0_nag_wp*(x(3)+x(4)) hx(4) = hx(3) hx(5) = 2.0_nag_wp*x(5) hx(6) = 2.0_nag_wp*(x(6)+x(7)) hx(7) = hx(6) Return End Subroutine qphx Subroutine monit(intfnd,nodes,depth,obj,x,bstval,bstsol,bl,bu,n,halt, & count) ! .. Scalar Arguments .. Real (Kind=nag_wp), Intent (Inout) :: bstval Real (Kind=nag_wp), Intent (In) :: obj Integer, Intent (Inout) :: count Integer, Intent (In) :: depth, intfnd, n, nodes Logical, Intent (Inout) :: halt ! .. Array Arguments .. Real (Kind=nag_wp), Intent (In) :: bl(n), bstsol(n), bu(n), x(n) ! .. Executable Statements .. If (intfnd==0) Then bstval = cutoff End If Return End Subroutine monit End Module h02cffe_mod Program h02cffe ! H02CFF Example Main Program ! .. Use Statements .. Use nag_library, Only: h02cef, h02cff, h02cgf, nag_wp, x04abf, x04acf, & x04baf Use h02cffe_mod, Only: iset, lintvr, mdepth, monit, nin, ninopt, nout, & qphx ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Character (*), Parameter :: fname = 'h02cffe.opt' ! .. Local Scalars .. Real (Kind=nag_wp) :: obj Integer :: i, icol, ifail, inform, iobj, & jcol, leniz, lenz, m, miniz, & minz, mode, n, ncolh, nname, & nnz, ns, outchn, strtgy Character (200) :: rec Character (1) :: start ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: a(:), bl(:), bu(:), clamda(:), & xs(:), z(:) Integer, Allocatable :: ha(:), intvar(:), istate(:), & iz(:), ka(:) Character (8), Allocatable :: crname(:) Character (8) :: names(5) ! .. Executable Statements .. Write (rec,99996) 'H02CFF Example Program Results' Call x04baf(nout,rec) ! Skip heading in data file. Read (nin,*) Read (nin,*) n, m Read (nin,*) nnz, iobj, ncolh, start, nname Allocate (a(nnz),bl(n+m),bu(n+m),clamda(n+m),xs(n+m),ha(nnz), & intvar(lintvr),istate(n+m),ka(n+1),crname(nname)) Read (nin,*) names(1:5) Read (nin,*) crname(1:nname) ! Read the matrix A from data file. Set up KA. jcol = 1 ka(jcol) = 1 Do i = 1, nnz ! Element ( HA( I ), ICOL ) is stored in A( I ). Read (nin,*) a(i), ha(i), icol If (icol==jcol+1) Then ! Index in A of the start of the ICOL-th column equals I. ka(icol) = i jcol = icol Else If (icol>jcol+1) Then ! Index in A 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 KA to I. ka((jcol+1):(icol-1)) = i ka(icol) = i jcol = icol End If End Do ka(n+1) = nnz + 1 Read (nin,*) bl(1:n+m) Read (nin,*) bu(1:n+m) Read (nin,*) istate(1:n) Read (nin,*) xs(1:n) ! Set three options using H02CGF. Call h02cgf(' Check Frequency = 10 ') Call h02cgf(' Feasibility Tolerance = 0.00001 ') Call h02cgf(' Infinite Bound Size = 1.0D+25 ') ! Set the unit number for advisory messages to OUTCHN. outchn = nout Call x04abf(iset,outchn) ! 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 h02cff(ninopt,inform) If (inform/=0) Then Write (rec,99997) 'H02CFF terminated with INFORM = ', inform Call x04baf(nout,rec) Go To 100 End If strtgy = 3 intvar(1:7) = (/2,3,4,5,6,7,-1/) Call h02cgf('NoList') Call h02cgf('Print Level = 0') ! Solve the QP problem. ! First call is a workspace query leniz = 1 lenz = 1 Allocate (iz(leniz),z(lenz)) ifail = 1 Call h02cef(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, & crname,ns,xs,intvar,lintvr,mdepth,istate,miniz,minz,obj,clamda,strtgy, & iz,leniz,z,lenz,monit,ifail) If (ifail/=14) Then Write (rec,99995) ifail Call x04baf(nout,rec) Else Deallocate (iz,z) leniz = miniz lenz = minz Allocate (iz(leniz),z(lenz)) ifail = 0 Call h02cef(n,m,nnz,iobj,ncolh,qphx,a,ha,ka,bl,bu,start,names,nname, & crname,ns,xs,intvar,lintvr,mdepth,istate,miniz,minz,obj,clamda, & strtgy,iz,leniz,z,lenz,monit,ifail) ! Print out the best integer solution found Write (rec,99999) obj Call x04baf(nout,rec) Call x04baf(nout,' Components are') Do i = 1, n Write (rec,99998) i, xs(i) Call x04baf(nout,rec) End Do End If 100 Continue 99999 Format (1X,'Optimal Integer Value is = ',E20.8) 99998 Format (1X,'X(',I3,') = ',F10.2) 99997 Format (A,I5) 99996 Format (1X,A) 99995 Format (1X,'** Workspace query in H02CEF exited with IFAIL = ',I0) End Program h02cffe