****************************************************************************** * penalty function i * more, garbow, and hillstrom, acm toms vol. 7 no. 1 (march 1981) 17-41 ****************************************************************************** subroutine getfun( x, n, f, m, ftf, fj, lfj, g, mode) implicit double precision (a-h,o-z) integer n, m, lfj, mode double precision x(n), f(m), ftf, fj(lfj,n), g(n) integer nprob, nprobs, nstart, nstrts common /PROBLM/ nprob, nprobs, nstart, nstrts integer nout common /IOUNIT/ nout logical lf, lj integer na, nb, nc, nd, nt, nh double precision a, xi double precision ddot intrinsic sqrt, dble double precision a2 common /PARAM1/ a2 save /PARAM1/ double precision zero, one, two, qtr parameter (zero = 0.d0, one = 1.d0, two = 2.d0) parameter (qtr = .25d0) *======================================================================= if (mode .eq. 0) goto 20 if (mode .eq. -1) goto 10 if (mode .eq. -2) goto 30 na = mode / 1000 nh = mode - na*1000 nb = nh / 100 nt = nh - nb*100 nc = nt / 10 nd = nt - nc*10 lf = (na .ne. 0) .or. (nb .ne. 0) .or. (nd .ne. 0) lj = (nc .ne. 0) .or. (nd .ne. 0) if (lf .and. lj) goto 300 if (lf) goto 100 if (lj) goto 200 *----------------------------------------------------------------------- 10 continue nprobs = 1 nstrts = 1 n = 4 m = n + 1 a = 1.d-5 a2 = sqrt(a) if (nout .gt. 0) write( nout, 9999) n, m return *----------------------------------------------------------------------- 20 continue do 21 j = 1, n x(j) = dble(j) 21 continue return *----------------------------------------------------------------------- 30 continue ftf = 2.24997d-5 return *----------------------------------------------------------------------- 100 continue sum = - qtr do 110 i = 1, n xi = x(i) sum = sum + xi*xi f(i) = a2*(xi - one) 110 continue f(n+1) = sum if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) return 200 continue do 210 j = 1, n call dcopy( n, zero, 0, fj( 1, j), 1) fj(j,j) = a2 fj(m,j) = two*x(j) 210 continue return 300 continue sum = - qtr do 310 j = 1, n xj = x(j) sum = sum + xj*xj f(j) = a2*(xj - one) call dcopy( n, zero, 0, fj( 1, j), 1) fj(j,j) = a2 fj(m,j) = two*xj 310 continue f(n+1) = sum if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) if (nd .eq. 0) return do 400 j = 1, n g(j) = ddot( m, fj( 1, j), 1, f, 1) 400 continue return 9999 format(/'1',70('=')//, *' penalty function i (more et al.) '//, *' number of variables =', i4, ' (variable)'/, *' number of functions =', i4, ' ( = n+1 )'//, * ' ',70('=')/) end ************************************************************************ ************************************************************************ subroutine dfjdxk( k, x, n, dfj, ldfj, m, nonzro) implicit double precision (a-h,o-z) integer k, n, ldfj, m, nonzro(n) double precision x(n), dfj(ldfj,n) double precision zero, two parameter (zero = 0.d0, two = 2.d0) *======================================================================= do 100 j = 1, n nonzro(j) = 0 call dcopy( n, zero, 0, dfj( 1, j), 1) 100 continue nonzro(k) = 1 dfj(n+1,k) = two return end ************************************************************************ ************************************************************************ subroutine dfkdij( k, x, n, lhess, hess, linear) implicit double precision (a-h,o-z) logical linear integer k, n, lhess double precision x(n), hess(lhess,n) double precision zero, two parameter (zero = 0.d0, two = 2.d0) *======================================================================= do 100 j = 1, n call dcopy( n, zero, 0, hess( 1, j), 1) 100 continue linear = .true. if (k .ne. n+1) return linear = .false. do 200 i = 1, n hess(i,i) = two 200 continue return end