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

NAG FL Interface Introduction
Example description
!   E04MWF Example Program Text
!   Mark 30.0 Release. NAG Copyright 2024.

    Module e04mwfe_mod

!     E04MWF 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                           :: qphx
    Contains
      Subroutine qphx(ncolh,x,hx,nstate,cuser,iuser,ruser)

!       Subroutine to compute H*x.

!       Note: IUSER and RUSER contain the following data:
!       RUSER(1:NNZH) = H(1:NNZH)
!       IUSER(1:NCOLH+1) = ICCOLH(1:NCOLH+1)
!       IUSER(NCOLH+2:NNZH+NCOLH+1) = IROWH(1:NNZH)

!       .. 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(*)
!       .. Local Scalars ..
        Integer                        :: icol, idx, iend, irow, istart
!       .. Executable Statements ..
        hx(1:ncolh) = 0.0E0_nag_wp

        Do icol = 1, ncolh
          istart = iuser(icol)
          iend = iuser(icol+1) - 1

          Do idx = istart, iend
            irow = iuser(ncolh+1+idx)
            hx(irow) = hx(irow) + x(icol)*ruser(idx)
            If (irow/=icol) Then
              hx(icol) = hx(icol) + x(irow)*ruser(idx)
            End If
          End Do
        End Do
        Return

      End Subroutine qphx
    End Module e04mwfe_mod

    Program e04mwfe

!     E04MWF Example Main Program

!     .. Use Statements ..
      Use e04mwfe_mod, Only: qphx
      Use nag_library, Only: e04mwf, e04npf, e04nqf, e04ntf, nag_wp, x04acf,   &
                             x04adf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: lencw = 600, leniw = 600,            &
                                          lenrw = 600, nin = 5, nout = 6,      &
                                          outfile = 42
      Character (*), Parameter         :: outfile_name = 'e04mwfe.mps'
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: obj, objadd, sinf
      Integer                          :: i, icol, ierr, ifail, iobj, jcol,    &
                                          lenc, lintvar, m, minmax, n, ncolh,  &
                                          ne, ninf, nname, nnzh, ns
      Logical                          :: verbose_output
      Character (1)                    :: istart
      Character (8)                    :: prob
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: acol(:), bl(:), bu(:), c(:), h(:),   &
                                          pi(:), rc(:), ruser(:), x(:)
      Real (Kind=nag_wp)               :: rw(lenrw)
      Integer, Allocatable             :: helast(:), hs(:), iccolh(:),         &
                                          idxc(:), inda(:), intvar(:),         &
                                          irowh(:), iuser(:), loca(:)
      Integer                          :: iw(leniw)
      Character (8)                    :: cuser(1), cw(lencw), pnames(5)
      Character (8), Allocatable       :: names(:)
!     .. Intrinsic Procedures ..
      Intrinsic                        :: max
!     .. Executable Statements ..
      Write (nout,*) 'E04MWF Example Program Results'

!     Skip heading in data file.
      Read (nin,*)

      Read (nin,*) n, m
      Read (nin,*) ne, iobj, ncolh, nnzh, 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),h(nnzh),irowh(nnzh),         &
        iccolh(ncolh+1))

!     Read array of names
      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 (icol<jcol) Then
!         Elements not ordered by increasing column index.
          Write (nout,99998) 'Element in column', icol,                        &
            ' found after element in column', jcol, '. Problem', ' abandoned.'
          Go To 100
        Else If (icol==jcol+1) Then
!         Index in ACOL of the start of the ICOL-th column equals I.
          loca(icol) = i
          jcol = icol
        Else If (icol>jcol+1) Then
!         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 the matrix H from data file. Set up ICCOLH.
      jcol = 1
      iccolh(1) = 1

      Do i = 1, nnzh
!       Element ( IROWH( I ), ICOL ) is stored in H( I ).
        Read (nin,*) h(i), irowh(i), icol

        If (icol<jcol) Then
!         Elements not ordered by increasing column index
          Write (nout,99998) 'Element in column', icol,                        &
            ' found after element in column', jcol, '. Problem', ' abandoned.'
          Go To 100
        Else If (icol==jcol+1) Then
!         Index in ICCOLH of the start of the ICOL-th column equals I.
          iccolh(icol) = i
          jcol = icol
        Else If (icol>jcol+1) Then
!         Columns JCOL+1,JCOL+2,...,ICOL-1 are empty. Set the
!         corresponding elements of ICCOLH to I.
          iccolh((jcol+1):icol) = i
          jcol = icol
        End If
      End Do

      iccolh(ncolh+1) = nnzh + 1

!     Columns N,N-1,...,ICOL+1 are empty. Set the corresponding
!     elements of ICCOLH accordingly.
      Do i = n, icol + 1, -1
        iccolh(i) = iccolh(i+1)
      End Do

!     Read lower and upper bounds
      Read (nin,*) bl(1:(n+m))
      Read (nin,*) bu(1:(n+m))

!     Set cold start
      istart = 'C'
      hs(1:(n+m)) = 0.0_nag_wp

!     Read the initial point x_0
      Read (nin,*) x(1:n)

!     Print dimensions of the QP problem
      Write (nout,99999) n, m

!     Call e04npf to initialize E04NQF.
      ifail = 0
      Call e04npf(cw,lencw,iw,leniw,rw,lenrw,ifail)

!     Set this to .True. to cause e04nqf to produce intermediate
!     progress output
      verbose_output = .False.

      If (verbose_output) Then
!       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)
      End If

!     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)),iuser(ncolh+1+nnzh),ruser(nnzh))

      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

      If (ncolh>0) Then
!       Store the non zeros of H in ruser for use by qphx
        ruser(1:nnzh) = h(1:nnzh)

!       Store iccolh and irowh in iuser for use by qphx
        iuser(1:ncolh+1) = iccolh(1:ncolh+1)
        iuser(ncolh+2:nnzh+ncolh+1) = irowh(1:nnzh)
      End If

!     Call e04nqf to solve the problem.
      ifail = 0
      Call e04nqf(istart,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)

!     Print objective function and optimal x*
      Write (nout,*)
      Write (nout,99997) obj
      Write (nout,99996) x(1:n)

!     Set the rest of inputs for e04mwf. Due to IOBJ > 0, LENC = 0 and
!     C and IDXC will not be referenced.
      lintvar = 0
      Allocate (idxc(lenc),intvar(lintvar))
      c(:) = 0
      idxc(:) = 0
      intvar(:) = 0
      pnames(:) = '        '
      pnames(1) = 'USRPNAME'
      pnames(2) = 'OBJ.....'
      minmax = -1

!     Open data file for writing
      ifail = 0
      Call x04acf(outfile,outfile_name,1,ifail)

!     Call e04mwf to store the problem in a MPS file with fixed format.
      ifail = 0
      Call e04mwf(outfile,n,m,lenc,ne,ncolh,nnzh,lintvar,idxc,c,iobj,acol,     &
        inda,loca,bl,bu,pnames,nname,names,h,irowh,iccolh,minmax,intvar,ifail)

      Write (nout,99995) outfile_name

!     Close data file
      ierr = 0
      Call x04adf(outfile,ierr)

100   Continue

99999 Format (1X,/,1X,'QP problem contains ',I3,' variables and ',I3,          &
        ' linear constraints')
99998 Format (1X,A,I5,A,I5,A,A)
99997 Format (1X,'Final objective value = ',1P,E11.3)
99996 Format (1X,'Optimal X = ',7F9.2)
99995 Format (1X,/,1X,'MPS file was written: ',A)

    End Program e04mwfe