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|
*DECK PLQ
SUBROUTINE PLQ(NENTRY,HENTRY,IENTRY,JENTRY,KENTRY)
*
*-----------------------------------------------------------------------
*
*Purpose:
* Solves a linear optimization problem with a quadratic constraint.
* PLQ = Quasi Linear Programmation (aka Optex method)
*
*Copyright:
* Copyright (C) 2002 Ecole Polytechnique de Montreal
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version
*
*Author(s):
* R. Chambon
*
*Parameters: input
* NENTRY number of data structures transfered to this module.
* HENTRY name of the data structures.
* IENTRY data structure type where:
* IENTRY=1 for LCM memory object;
* IENTRY=2 for XSM file;
* IENTRY=3 for sequential binary file;
* IENTRY=4 for sequential ASCII file.
* JENTRY access permission for the data structure where:
* JENTRY=0 for a data structure in creation mode;
* JENTRY=1 for a data structure in modifications mode;
* JENTRY=2 for a data structure in read-only mode.
* KENTRY data structure pointer.
*
*Comments:
* The calling specifications are:
* OPTIM := PLQ: OPTIM :: (plq\_data) ;
* where
* OPTIM : name of the \emph{optimize} object (L\_OPTIMIZE signature)
* containing the optimization informations. Object OPTIM must appear on
* both LHS and RHS to be able to update the previous values.
* (plq\_data) : structure containing the data to the module PLQ:.
*
*-----------------------------------------------------------------------
*
USE GANLIB
IMPLICIT NONE
*----
* SUBROUTINE ARGUMENTS
*----
INTEGER NENTRY,IENTRY(NENTRY),JENTRY(NENTRY)
TYPE(C_PTR) KENTRY(NENTRY)
CHARACTER HENTRY(NENTRY)*12
*----
* LOCAL VARIABLES
*----
INTEGER NSTATE
PARAMETER (NSTATE=40)
INTEGER NITMA,ITYP,ITYP1,ICONV,ICST,IEDSTP,LENGT1,LENGT2,ITYLCM,
1 ISTEP,IVAR
REAL FLOTT,ECOSTR
CHARACTER TEXT12*12,HSIGN*12,TEXT16*16
INTEGER OPTPRI(NSTATE)
DOUBLE PRECISION OPTPRR(NSTATE)
TYPE(C_PTR) IPOPT
INTEGER I,NVAR,NCST,LENGT,IPRINT,NSTPEX,IMTHD,M0,MINMAX,CNVTST,
1 IERR
DOUBLE PRECISION DFLOTT,XDROIT,XS,XXS,EPS1,EPS4,EPSIM,ECOST,
1 DELTA,SR,NORM,EPSEXT,COST,CQUAD,OBJNEW,OBJOLD,
2 DERR,NORX,ERRX,DDX
LOGICAL LSAVE,LNORM2,LWAR,LBACK
*----
* ALLOCATABLE ARRAYS
*----
INTEGER, ALLOCATABLE, DIMENSION(:) :: INEGAL
DOUBLE PRECISION, ALLOCATABLE, DIMENSION(:) :: VARVAL,VARWGT,
> FCSTV,GRAD,ODX,ODF,DX,CONTR,VALMAX,VALMIN,DINF,DSUP,VARVL2,
> GRAD0,VARV0,WEIGH,DERIV0,CSTV0
*----
* CHECK THE VALIDITY OF OBJECTS
*----
IF(NENTRY.NE.1) CALL XABORT('PLQ:ONE OBJECT EXPECTED.')
IF(JENTRY(1).NE.1) CALL XABORT('PLQ: OBJECT IN MODIFICATION '
1 //'MODE ONLY')
IPOPT=KENTRY(1)
IF((IENTRY(1).NE.1).AND.(IENTRY(1).NE.2))CALL XABORT('PLQ:'
1 //' LCM OBJECT EXPECTED')
CALL LCMGTC(KENTRY(1),'SIGNATURE',12,HSIGN)
IF(HSIGN.NE.'L_OPTIMIZE') THEN
TEXT12=HENTRY(1)
CALL XABORT('PLQ: SIGNATURE OF '//TEXT12//' IS '//HSIGN//
1 '. L_OPTIMIZE EXPECTED.')
ENDIF
*----
* RECOVER STATE VECTOR INFORMATION
*----
CALL LCMGET(IPOPT,'STATE-VECTOR',OPTPRI)
NVAR =OPTPRI(1)
NCST =OPTPRI(2)
MINMAX=OPTPRI(3)
ICONV =OPTPRI(4)
IF((MINMAX.NE.1).AND.(MINMAX.NE.-1)) CALL XABORT('PLQ: '
1 //'MINMAX not equal to 1 or -1')
NSTPEX=OPTPRI(5)+1
IEDSTP=OPTPRI(6)
IMTHD =OPTPRI(9)
ISTEP= OPTPRI(10)
CALL LCMGET(IPOPT,'OPT-PARAM-R',OPTPRR)
SR =OPTPRR(1)
EPS1 =OPTPRR(2)
EPSEXT=OPTPRR(3)
EPSIM =OPTPRR(4)
EPS4 =OPTPRR(5)
ECOST =OPTPRR(6)
*----
* SET CONTROL-VARIABLE VALUES
*----
ALLOCATE(VARVAL(NVAR))
CALL LCMLEN(IPOPT,'VAR-VALUE',LENGT,ITYP)
IF(LENGT.NE.NVAR) CALL XABORT('PLQ: WRONG NUMBER OF VARIABLE')
*----
* SET CONTROL-VARIABLE WEIGHTS
*----
ALLOCATE(VARWGT(NVAR))
CALL LCMLEN(IPOPT,'VAR-WEIGHT',LENGT,ITYP)
IF(LENGT.EQ.0) THEN
VARWGT(:NVAR)=1.0D0
ELSE IF(LENGT.EQ.NVAR) THEN
CALL LCMGET(IPOPT,'VAR-WEIGHT',VARWGT)
ELSE
CALL XABORT('PQL: NVAR - LENGT ARE NOT THE SAME')
ENDIF
*----
* MEMORY ALLOCATION
*----
ALLOCATE(FCSTV(NCST+1),GRAD(NVAR*(NCST+1)),ODX(NVAR),ODF(NVAR))
*----
* SET SYSTEM CHARACTERISTICS (THE OBJECTIVE FUNCTION IS THE FIRST ONE)
*----
CALL LCMLEN(IPOPT,'FOBJ-CST-VAL',LENGT,ITYP)
IF(LENGT.EQ.0) CALL XABORT('PLQ: OBJECTIVE FUNCTION AND CONSTRA'
1 //'INTS NOT YET EVALUATED')
CALL LCMGET(IPOPT,'FOBJ-CST-VAL',FCSTV)
COST=FCSTV(1)
*----
* READ USER INPUT:
*----
IPRINT=0
LWAR=.FALSE.
20 CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
* Edition level
30 IF(ITYP.NE.3) CALL XABORT('PLQ: CHARACTER DATA EXPECTED(1)')
IF(TEXT12.EQ.'EDIT') THEN
CALL REDGET(ITYP,IPRINT,FLOTT,TEXT12,DFLOTT)
IF(ITYP.NE.1) CALL XABORT('PLQ: *IPRINT* MUST BE INTEGER')
ELSE IF(TEXT12.EQ.'MINIMIZE') THEN
MINMAX=1
ELSE IF(TEXT12.EQ.'MAXIMIZE') THEN
MINMAX=-1
ELSE IF(TEXT12.EQ.'METHOD') THEN
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.NE.3) CALL XABORT('PLQ: CHARACTER DATA EXPECTED(2)')
IF(TEXT12.EQ.'SIMPLEX') THEN
IMTHD=1
ELSE IF(TEXT12.EQ.'LEMKE') THEN
IMTHD=2
ELSE IF(TEXT12.EQ.'MAP') THEN
IMTHD=3
ELSE IF(TEXT12.EQ.'AUG-LAGRANG') THEN
IMTHD=4
ELSE IF(TEXT12.EQ.'PENAL-METH') THEN
IMTHD=5
ELSE
CALL XABORT('PLQ: WRONG METHOD KEYWORD')
ENDIF
ELSE IF(TEXT12.EQ.'OUT-STEP-LIM') THEN
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.EQ.2) THEN
SR=FLOTT
ELSE IF(ITYP.EQ.4) THEN
SR=DFLOTT
ELSE
CALL XABORT('PLQ: REAL OR DOUBLE PRECISION VALUE EXPECTED.')
ENDIF
ELSE IF(TEXT12.EQ.'INN-STEP-EPS') THEN
* Set the tolerence used for inner linear LEMKE or SIMPLEX
* calculation.
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.EQ.2) THEN
EPSIM=FLOTT
ELSE IF(ITYP.EQ.4) THEN
EPSIM=DFLOTT
ELSE
CALL XABORT('PLQ: REAL OR DOUBLE PRECISION VALUE EXPECTED.')
ENDIF
ELSE IF(TEXT12.EQ.'OUT-STEP-EPS') THEN
* Set the tolerence used for external iterations.
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.EQ.2) THEN
EPSEXT=FLOTT
ELSE IF(ITYP.EQ.4) THEN
EPSEXT=DFLOTT
ELSE
CALL XABORT('PLQ: REAL OR DOUBLE PRECISION VALUE EXPECTED.')
ENDIF
ELSE IF(TEXT12.EQ.'CST-QUAD-EPS') THEN
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.NE.2) CALL XABORT('PLQ: REAL DATA EXPECTED.')
EPS4=FLOTT
ELSE IF(TEXT12.EQ.'STEP-REDUCT') THEN
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(ITYP.NE.3) CALL XABORT('PLQ: CHARACTER DATA EXPECTED(3).')
IF(TEXT12.EQ.'HALF') THEN
IEDSTP=1
ELSE IF(TEXT12.EQ.'PARABOLIC') THEN
IEDSTP=2
ELSE
CALL XABORT('PLQ: WRONG STEP REDUCTION KEYWORD.')
ENDIF
ELSE IF(TEXT12.EQ.'WARNING-ONLY')THEN
* Warning Only for failure of recovery of a valid point
LWAR=.TRUE.
ELSE IF(TEXT12.EQ.'CALCUL-DX')THEN
* Calculation of next point
GO TO 100
ELSE IF(TEXT12.EQ.'COST-EXTRAP')THEN
* Cost extrapolation
GO TO 200
ELSE IF(TEXT12.EQ.'OUT-CONV-TST') THEN
* Convergence test
GO TO 300
ELSE IF( TEXT12.EQ.';' )THEN
* End of this subroutine
GO TO 1000
ELSE
CALL XABORT('PLQ: '//TEXT12//' IS AN INVALID KEYWORD.')
ENDIF
GO TO 20
*----
* TEST FOR IMPROVEMENT FOR THE OBJECTIVE FUNCTION
*----
100 LBACK=.FALSE.
CALL LCMLEN(IPOPT,'OLD-VALUE',LENGT,ITYP)
IF((JENTRY(1).EQ.1).AND.(LENGT.NE.0)) THEN
ALLOCATE(CSTV0(NCST+1))
OBJNEW=FCSTV(1)
CALL LCMSIX(IPOPT,'OLD-VALUE',1)
CALL LCMLEN(IPOPT,'FOBJ-CST-VAL',LENGT1,ITYP)
CALL LCMLEN(IPOPT,'VAR-VALUE',LENGT2,ITYP)
IF(LENGT1.EQ.0) THEN
CALL XABORT('PLQ: MISSING OLD OBJECTIVE FUNCTION VALUE')
ELSE IF(LENGT1.NE.NCST+1) THEN
CALL XABORT('PLQ: WRONG NUMBER OF CONSTRAINTS')
ELSE IF(LENGT2.EQ.0) THEN
CALL XABORT('PLQ: MISSING CONTROL VARIABLES RECORD')
ELSE IF(LENGT2.NE.NVAR) THEN
CALL XABORT('PLQ: WRONG NUMBER OF CONTROL VARIABLES')
ENDIF
CALL LCMGET(IPOPT,'FOBJ-CST-VAL',CSTV0)
OBJOLD=CSTV0(1)
IF(OBJNEW.GE.OBJOLD) THEN
LBACK=.TRUE.
IF(IPRINT.GT.1) WRITE(6,4005) OBJOLD,OBJNEW
ENDIF
DEALLOCATE(CSTV0)
CALL LCMSIX(IPOPT,' ',2)
ENDIF
*----
* RECOVER OBJECTIVE FUNCTION AND GRADIENTS FROM PRECEDING ITERATION
*----
IF(LBACK) THEN
ISTEP=0
CALL LCMGET(IPOPT,'VAR-VALUE',VARVAL)
IF(IPRINT.GT.1) THEN
WRITE(6,4001) 'REJECTED CONTROL VARIABLES:',
1 (VARVAL(IVAR),IVAR=1,NVAR)
ENDIF
CALL LCMSIX(IPOPT,'OLD-VALUE',1)
ALLOCATE(CSTV0(NCST+1),VARV0(NVAR),DERIV0(NVAR*(NCST+1)),
1 WEIGH(NVAR))
CALL LCMGET(IPOPT,'FOBJ-CST-VAL',CSTV0)
CALL LCMGET(IPOPT,'VAR-VALUE',VARV0)
CALL LCMGET(IPOPT,'GRADIENT',DERIV0)
CALL LCMSIX(IPOPT,' ',2)
CALL LCMPUT(IPOPT,'FOBJ-CST-VAL',NCST+1,4,CSTV0)
CALL LCMPUT(IPOPT,'VAR-VALUE',NVAR,4,VARV0)
CALL LCMPUT(IPOPT,'GRADIENT',NVAR*(NCST+1),4,DERIV0)
IF(IEDSTP.LE.1) THEN
SR=SR*0.5
ELSE IF(IEDSTP.EQ.2) THEN
CALL LCMLEN(IPOPT,'VAR-WEIGHT',LENGT,ITYLCM)
IF(LENGT.EQ.NVAR) THEN
CALL LCMGET(IPOPT,'VAR-WEIGHT',WEIGH)
ELSE
WEIGH(:NVAR)=1.0D0
ENDIF
NORX=0.0D0
DERR=0.0D0
DO 110 I=1,NVAR
DDX=VARVAL(I)-VARV0(I)
NORX=NORX+WEIGH(I)*DDX**2
DERR=DERR+SQRT(WEIGH(I))*DDX*DERIV0(I)
110 CONTINUE
NORX=NORX**0.5
DERR=DERR/NORX
ERRX=ABS(0.5*DERR*NORX*NORX/(DERR*NORX-(OBJNEW-OBJOLD)))
SR=MAX(MIN(SR,ERRX),SR/20.0)
DEALLOCATE(WEIGH)
ENDIF
IF(IPRINT.GT.1) WRITE(6,'(/31H PLQ: REDUCES QUADRATIC CONSTRA,
1 13HINT RADIUS TO,1P,E11.4,8H IEDSTP=,I4)') SR,IEDSTP
IF(SR.LE.EPS4) THEN
WRITE(6,4006)
ICONV=1
ENDIF
DEALLOCATE(DERIV0,VARV0,CSTV0)
*----
* USES NEW GRADIENTS FROM MODULE GRAD:
*----
ELSE
* count the number of iterations without step back
ISTEP=ISTEP+1
IF(ISTEP.GT.10) THEN
SR=2.0*SR
ISTEP=5
IF(IPRINT.GT.1) WRITE(6,'(/29H PLQ: INCREASES QUADRATIC CON,
1 17HSTRAINT RADIUS TO,1P,E11.4)') SR
ENDIF
CALL LCMGET(IPOPT,'VAR-VALUE',VARVAL)
CALL LCMSIX(IPOPT,'OLD-VALUE',1)
CALL LCMPUT(IPOPT,'VAR-VALUE2',NVAR,4,VARVAL)
CALL LCMSIX(IPOPT,' ',2)
ENDIF
*----
* SET GRADIENTS
*----
CALL LCMGET(IPOPT,'GRADIENT',GRAD)
*----
* PRINT INFORMATION
*----
IF(IPRINT.GT.0) THEN
WRITE(6,'(/47H PLQ: INFORMATION AT QUADRATIC CONSTRAINT ITERA,
1 4HTION,I5)') NSTPEX
WRITE(6,3999) NSTPEX,FCSTV(1)
WRITE(6,4000) 'QUADRATIC CONSTRAINT RADIUS:',SR
IF(NCST.GT.0) WRITE(6,4001) 'CONSTRAINTS:',(FCSTV(ICST),
1 ICST=2,NCST+1)
CALL LCMLEN(IPOPT,'VAR-VALUE',LENGT1,ITYLCM)
IF(LENGT1.GT.0) THEN
CALL LCMGET(IPOPT,'VAR-VALUE',VARVAL)
WRITE(6,4001) 'CONTROL VARIABLES:',(VARVAL(IVAR),IVAR=1,NVAR)
ENDIF
IF(IPRINT.GT.1) THEN
ALLOCATE(DERIV0(NVAR*(NCST+1)))
CALL LCMGET(IPOPT,'GRADIENT',DERIV0)
WRITE(6,'(/29H GRADIENTS-------------------)')
WRITE(6,4001) 'OBJECTIVE FUNCTION:',(DERIV0(IVAR),IVAR=1,NVAR)
IF(IPRINT.GT.2) THEN
DO 120 ICST=1,NCST
WRITE(TEXT16,'(10HCONSTRAINT,I4,1H:)') ICST
WRITE(6,4001) TEXT16,(DERIV0(ICST*NVAR+IVAR),IVAR=1,NVAR)
120 CONTINUE
ENDIF
DEALLOCATE(DERIV0)
ENDIF
IF(LBACK) WRITE(6,'(28H *** STEP BACK ITERATION ***)')
ENDIF
*----
* NEXT STEP CALCULATION
*----
CALL LCMGET(IPOPT,'VAR-VALUE',VARVAL)
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
IF(TEXT12.EQ.'NO-STORE-OLD') THEN
LSAVE=.TRUE.
CALL REDGET(ITYP,NITMA,FLOTT,TEXT12,DFLOTT)
ELSE
LSAVE=.FALSE.
ENDIF
ITYP1=ITYP
ALLOCATE(DX(NVAR))
IF(NCST.GT.0) THEN
* INEQUAL
ALLOCATE(INEGAL(NCST))
CALL LCMLEN(IPOPT,'CST-TYPE',LENGT,ITYP)
IF(LENGT.NE.NCST) CALL XABORT('PLQ: NCST - LENGT NOT EQUAL')
CALL LCMGET(IPOPT,'CST-TYPE',INEGAL)
*
* CONTR
ALLOCATE(CONTR(NCST))
CALL LCMLEN(IPOPT,'CST-OBJ',LENGT,ITYP)
IF(LENGT.NE.NCST) CALL XABORT('PLQ: NCST - LENGT NOT EQUAL')
CALL LCMGET(IPOPT,'CST-OBJ',CONTR)
DO 130 I=1,NCST
CONTR(I) = CONTR(I)-FCSTV(I+1)
130 CONTINUE
ENDIF
*
* DINF AND DSUP
CALL LCMLEN(IPOPT,'VAR-VAL-MAX',LENGT,ITYP)
IF(LENGT.EQ.0) CALL XABORT('PLQ: NO MAXIMUM VALUE DEFINED')
ALLOCATE(VALMAX(NVAR),VALMIN(NVAR))
CALL LCMGET(IPOPT,'VAR-VAL-MAX',VALMAX)
CALL LCMLEN(IPOPT,'VAR-VAL-MIN',LENGT,ITYP)
IF(LENGT.EQ.0) CALL XABORT('PLQ: NO MAXIMUM VALUE DEFINED')
CALL LCMGET(IPOPT,'VAR-VAL-MIN',VALMIN)
ALLOCATE(DINF(NVAR),DSUP(NVAR))
DO 140 I=1,NVAR
DINF(I) = VALMIN(I) - VARVAL(I)
DSUP(I) = VALMAX(I) - VARVAL(I)
140 CONTINUE
DEALLOCATE(VALMAX,VALMIN)
*
M0 = NCST
XDROIT = SR**2
IF(IPRINT.GE.1) WRITE(6,4002) XDROIT,(VARWGT(I),I=1,NVAR)
*----
* FIND ACTIVE CONSTRAINTS FOR XK(I) LIMITS
*----
DO 150 I=1,NVAR
XS = SQRT(XDROIT/VARWGT(I))
XXS=-XS
IF(DINF(I).GT.XXS) THEN
M0 = M0 + 1
ENDIF
IF(DSUP(I).LT.XS) THEN
M0 = M0 + 1
ENDIF
150 CONTINUE
*----
* SOLUTION OF A LINEAR OPTIMIZATION PROBLEM WITH A QUADRATIC CONSTRAINT
*----
IERR=0
CALL PLDRV(IPOPT,NVAR,NCST,M0,MINMAX,IMTHD,COST,DX,VARWGT,GRAD,
> INEGAL,CONTR,DINF,DSUP,XDROIT,EPSIM,IPRINT,IERR)
*----
* STEP-BACK IN CASE OF FAILURE
*----
IF(IERR.GE.1) THEN
OPTPRI(14)=OPTPRI(14)+1
CALL LCMSIX(IPOPT,'OLD-VALUE',1)
CALL LCMLEN(IPOPT,'VAR-VALUE2',LENGT,ITYP)
IF(LENGT.EQ.0) THEN
IF(LWAR) THEN
WRITE(6,*) 'WARNING: UNABLE TO RECOVER A VALID POINT'
1 //' WITH SUCCESSFUL "PLQ" RESOLUTION'
ELSE
CALL LCMLIB(IPOPT)
CALL XABORT('PLQ: UNABLE TO RECOVER A VALID POINT WITH '
1 //'SUCCESSFUL "PLQ" RESOLUTION')
ENDIF
ELSE
ALLOCATE(VARVL2(NVAR))
CALL LCMGET(IPOPT,'VAR-VALUE2',VARVL2)
DO 160 I=1,NVAR
DX(I)=(VARVL2(I)-VARVAL(I))/2.0
160 CONTINUE
DEALLOCATE(VARVL2)
ENDIF
CALL LCMSIX(IPOPT,' ',2)
IF(IPRINT.GE.1) WRITE(6,*) 'IERR>0'
IF(IPRINT.GE.1) WRITE(6,*) 'DX=',(DX(I),I=1,NVAR)
ELSE
OPTPRI(14)=0
ENDIF
*
DO 170 I=1,NVAR
ODX(I)=DX(I)
ODF(I)=GRAD(I)
170 CONTINUE
DEALLOCATE(DX)
IF(NCST.GT.0) DEALLOCATE(INEGAL)
DEALLOCATE(DINF,DSUP)
IF(NCST.GT.0) DEALLOCATE(CONTR)
*----
* BACKUP VALUES OF THE PRECEDING ITERATION
*----
IF(.NOT.LSAVE) THEN
CALL LCMSIX(IPOPT,'OLD-VALUE',1)
CALL LCMPUT(IPOPT,'VAR-VALUE',NVAR,4,VARVAL)
CALL LCMPUT(IPOPT,'FOBJ-CST-VAL',NCST+1,4,FCSTV)
CALL LCMPUT(IPOPT,'GRADIENT',NVAR*(NCST+1),4,GRAD)
CALL LCMSIX(IPOPT,' ',2)
ENDIF
*----
* BACKUP VALUES OF THE NEW ITERATION
*----
DO 180 I=1,NVAR
VARVAL(I)=VARVAL(I)+ODX(I)
180 CONTINUE
CALL LCMPUT(IPOPT,'VAR-VALUE',NVAR,4,VARVAL)
ITYP=ITYP1
*----
* EXTRAPOLATE OBJECTIVE FUNCTION
*----
ECOST=COST
DO 190 I=1,NVAR
ECOST=ECOST+ODX(I)*ODF(I)
190 CONTINUE
*----
* REINITIALIZE GRADIENTS FOR THE NEXT ITERATION
*----
ALLOCATE(GRAD0(NVAR*(NCST+1)))
GRAD0(:NVAR*(NCST+1))=0.0D0
CALL LCMPUT(IPOPT,'GRADIENT',NVAR*(NCST+1),4,GRAD0)
DEALLOCATE(GRAD0)
GO TO 30
*----
* OUTPUT THE EXTRAPOLATED OBJECTIVE FUNCTION
*----
200 ECOSTR=REAL(ECOST)
CALL REDGET(ITYP,NITMA,ECOSTR,TEXT12,DFLOTT)
IF(ITYP.NE.-2) CALL XABORT('PLQ: OUTPUT REAL EXPECTED')
ITYP=2
CALL REDPUT(ITYP,NITMA,ECOSTR,TEXT12,DFLOTT)
GO TO 20
*----
* TEST CONVERGENCE
*----
300 LNORM2=.TRUE.
CALL REDGET(ITYP,CNVTST,FLOTT,TEXT12,DFLOTT)
IF((ITYP.EQ.3).AND.(TEXT12.EQ.'NORM-INF')) THEN
LNORM2=.FALSE.
CALL REDGET(ITYP,CNVTST,FLOTT,TEXT12,DFLOTT)
ENDIF
IF(ITYP.NE.-5) CALL XABORT('PLQ: OUTPUT LOGICAL EXPECTED')
DELTA=ABS((ECOST-COST)/COST)
NORM=0.0
CQUAD=0.0
IF(LNORM2) THEN
DO 350 I=1,NVAR
NORM=NORM+VARWGT(I)*VARVAL(I)*VARVAL(I)
CQUAD=CQUAD+VARWGT(I)*ODX(I)*ODX(I)
350 CONTINUE
IF(NORM.NE.0.0) THEN
CQUAD=SQRT(CQUAD/NORM)
ELSE
CQUAD=0.0
ENDIF
ELSE
DO 360 I=1,NVAR
NORM=MAX(NORM,ABS(VARWGT(I)**0.5*VARVAL(I)))
CQUAD=MAX(CQUAD,ABS(VARWGT(I)**0.5*ODX(I)))
360 CONTINUE
IF(NORM.NE.0.0) THEN
CQUAD=CQUAD/NORM
ELSE
CQUAD=0.0
ENDIF
ENDIF
IF(EPSEXT.EQ.0.0) EPSEXT = 0.001D0
IF(((DELTA.LT.EPSEXT).AND.(CQUAD.LE.EPSEXT)) .OR.
1 (CQUAD.LE.(EPSEXT/10.0))) THEN
CNVTST=1
ICONV =1
ELSE
CNVTST=-1
ICONV =0
ENDIF
IF(IPRINT.GE.1) THEN
WRITE(6,*) 'It= convergence?', DELTA,CQUAD,EPSEXT
IF(IPRINT.GT.2) THEN
WRITE(6,*) 'DX',(ODX(I),I=1,NVAR)
WRITE(6,*) 'X',(VARVAL(I),I=1,NVAR)
ENDIF
ENDIF
ITYP=5
CALL REDPUT(ITYP,CNVTST,FLOTT,TEXT12,DFLOTT)
GO TO 20
*----
* END
*----
1000 DEALLOCATE(VARWGT,FCSTV,GRAD,ODX,ODF,VARVAL)
*----
* SAVE THE STATE VECTORS
*----
OPTPRI(:NSTATE)=0
OPTPRI(1)=NVAR
OPTPRI(2)=NCST
OPTPRI(3)=MINMAX
OPTPRI(4)=ICONV
OPTPRI(5)=NSTPEX
OPTPRI(6)=IEDSTP
OPTPRI(7)=0
OPTPRI(8)=1
OPTPRI(9)=IMTHD
OPTPRI(10)=ISTEP
IF(IPRINT.GT.0) WRITE(6,4003) (OPTPRI(I),I=1,10)
CALL LCMPUT(IPOPT,'STATE-VECTOR',NSTATE,1,OPTPRI)
OPTPRR(:NSTATE)=0.0D0
OPTPRR(1)=SR
OPTPRR(2)=EPS1
OPTPRR(3)=EPSEXT
OPTPRR(4)=EPSIM
OPTPRR(5)=EPS4
OPTPRR(6)=ECOST
IF(IPRINT.GT.0) WRITE(6,4004) (OPTPRR(I),I=1,6)
CALL LCMPUT(IPOPT,'OPT-PARAM-R',NSTATE,4,OPTPRR)
IF(IPRINT.GT.1) CALL LCMLIB(IPOPT)
RETURN
*
3999 FORMAT(/13H PLQ: ##ITER=,I8,20H OBJECTIVE FUNCTION=,1P,E14.6)
4000 FORMAT(1X,A28,1P,E14.6)
4001 FORMAT(1X,A28,1P,8E12.4/(29X,8E12.4))
4002 FORMAT(//,5X,'SR**2 (XDROIT) = ',1P,D13.5,
> /,5X,'FPOIDS = ',/,(11X,1P,8D13.5))
4003 FORMAT(/8H OPTIONS/8H -------/
1 7H NVAR ,I8,32H (NUMBER OF CONTROL VARIABLES)/
2 7H NCST ,I8,26H (NUMBER OF CONSTRAINTS)/
3 7H MINMAX,I8,37H (=1/-1: MINIMIZATION/MAXIMIZATION)/
4 7H ICONV ,I8,43H (=0/1: EXTERNAL NOT CONVERGED/CONVERGED)/
5 7H NSTPEX,I8,44H (ITERATION INDEX OF QUADRATIC CONSTRAINT)/
6 7H IEDSTP,I8,43H (=1/2: HALF REDUCTION/PARABOLIC FORMULA)/
7 7H IHESS ,I8,29H (=0/1/2: STEEPEST/CG/BFGS)/
8 7H ISEARC,I8,35H (=0/1/2: NO SEARCH/OPTEX/NEWTON)/
9 7H IMTHD ,I8,42H (=1/2/3: SIMPLEX-LEMKE/LEMKE-LEMKE/MAP)/
1 7H ISTEP ,I8,43H (NUMBER OF ITERATIONS WITHOUT STEP-BACK))
4004 FORMAT(/
1 12H REAL PARAM:,1P/12H -----------/
2 7H SR ,D12.4,39H (RADIUS OF THE QUADRATIC CONSTRAINT)/
3 7H EPS1 ,D12.4,13H (NOT USED)/
4 7H EPSEXT,D12.4,31H (EXTERNAL CONVERGENCE LIMIT)/
5 7H EPSIM ,D12.4,31H (INTERNAL CONVERGENCE LIMIT)/
6 7H EPS4 ,D12.4,43H (QUADRATIC CONSTRAINT CONVERGENCE LIMIT)/
7 7H ECOST ,D12.4,17H (UPDATED COST))
4005 FORMAT(/38H PLQ: OBJECTIVE FUNCTION INCREASE FROM,1P,E12.4,
1 3H TO,E12.4/35H RETURN BACK TO PREVIOUS ITERATION.)
4006 FORMAT(/1X,'PLQ: THE QUADRATIC CONSTRAINT RADIUS CANNOT BE FUR',
1 'THER REDUCED')
END
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