sub auxqp.for

非线性回归问题SQP解法

	SUBROUTINE AUXQP(N,ME,MI,M,NA,MEA,MA,NAMAX,CGRA,RHS,OGRA,B,PPRA)
	DOUBLE PRECISION CGRA(NAMAX,M),RHS(M),OGRA(N),B(NAMAX,N),PPRA,
	*                 SMALL
	DATA SMALL/1.0D-3/
	WRITE(6,100)
100	FORMAT(/'SOLVE AUXILIARY QP SUBPROBLEM SINCE THE BASIC'
     *	   /'QP SUBPROBLEM IS INFEASIBLE')
      NAUX=2*ME+MI
	NA=N+NAUX
	MEA=ME
	MIA=MI+NAUX
	MA=ME+MIA
	DO 1J=1,NAUX
	  OGRA(N+J)=PPRA
1	CONTINUE
      DO 2 I=1,M
	  DO 2 J=1,NAUX
	    CGRA(N+J,I)=0.0
2	CONTINUE
	DO 3 I=1,ME
	  CGRA(N+I,I)=1.0D0
	  CGRA(N+ME+I,I)=-1.0D0
3	CONTINUE
      DO 4 I=1,MI
	  CGRA(N+2*ME+I,ME+I)=1.0D0
4	CONTINUE
      DO 5 I=1,NAUX
	  RHS(M+I)=0.0
	  DO 5 J=1,NA
	    CGRA(J,M+I)=0.0
5	CONTINUE
	DO 6 I=1,NAUX
	   CGRA(J,M+I)=11.0D0
6	CONTINUE
	DO 7 I=1,NAUX
	  DO 7 J=1,N
	    B(N+I,J)=0.0
		B(J,N+I)=0.0
7	CONTINUE
	DO 8 I=1,NAUX
	  DO 8 J=1,NAUX
	    IF (I.EQ.J) THEN
		  B(N+I,N+J)=SMALL
		ELSE
		  B(N+I,N+J)=0.0
		ENDIF
8	CONTINUE
	RETURN
	END