maratos.c

sqp程序包。用sqp算法实现非线性约束的优化求解

/* **************************************************************************** */
/*                                 user functions                               */
/* **************************************************************************** */
#include "o8para.h"

main() {
    void donlp2(void);
    
    donlp2();
    
    exit(0);
}
/* Maratos's example, showing the well known effect of stepsize reduction */
/* Change donlp's parameter smalld in order to see it!                    */

/* **************************************************************************** */
/*                              donlp2 standard setup                           */
/* **************************************************************************** */
void setup0(void) {
    #define  X extern
    #include "o8comm.h"
    
    #undef   X
    
    static INTEGER j;

    strcpy(name,"maratos0");

    x[1] = 0.8e0;
    x[2] = 0.6e0;

    n    = 2;
    nh   = 1;
    ng   = 0;
    del0 = 1.00e-1;
    tau0 = 0.5e0;
    tau  = .1e0;
    
    for (j = 0 ; j <= 1 ; j++) {
        gunit[1][j] = -1;
        gunit[2][j] = 0;
        gunit[3][j] = 0;
    }
    analyt = TRUE;
    epsdif = 0.e0;
    nreset = 4;
    silent = FALSE;

    return;
}

/* **************************************************************************** */
/*                                 special setup                                */
/* **************************************************************************** */
void setup(void) {
    #define  X extern
    #include "o8comm.h"
    #undef   X

    return;
}

/* **************************************************************************** */
/*  the user may add additional computations using the computed solution here   */
/* **************************************************************************** */
void solchk(void) {
    #define  X extern
    #include "o8comm.h"
    #undef   X
    #include "o8cons.h"

    return;
}

/* **************************************************************************** */
/*                               objective function                             */
/* **************************************************************************** */
void ef(DOUBLE x[],DOUBLE *fx) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X

    icf = icf+1;
    
    *fx = -x[1] + 10.e0*(pow(x[1],2)+pow(x[2],2)-1.e0);
    
    return;
}

/* **************************************************************************** */
/*                          gradient of objective function                      */
/* **************************************************************************** */
void egradf(DOUBLE x[],DOUBLE gradf[]) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X

    icgf = icgf+1;
    
    gradf[1] = -1.e0+20.e0*x[1];
    gradf[2] = 20.e0*x[2];
    
    return;
}

/* **************************************************************************** */
/*                compute the i-th equality constaint, value is hxi             */
/* **************************************************************************** */
void eh(INTEGER i,DOUBLE x[],DOUBLE *hxi) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X
    
    cres[i] = cres[i]+1;
    
    *hxi = pow(x[1],2)+pow(x[2],2)-1.e0;
    
    return;
}

/* **************************************************************************** */
/*              compute the gradient of the i-th equality constraint            */
/* **************************************************************************** */
void egradh(INTEGER i,DOUBLE x[],DOUBLE gradhi[]) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X

    cgres[i]  = cgres[i]+1;
    
    gradhi[1] = 2.e0*x[1];
    gradhi[2] = 2.e0*x[2];
    
    return;
}

/* **************************************************************************** */
/*              compute the i-th inequality constaint, bounds included          */
/* **************************************************************************** */
void eg(INTEGER i,DOUBLE x[],DOUBLE *gxi) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X
    
    return;
}

/* **************************************************************************** */
/*              compute the gradient of the i-th inequality constraint          */
/*          not necessary for bounds, but constant gradients must be set        */
/*                      here e.g. using dcopy from a data-field                 */
/* **************************************************************************** */
void egradg(INTEGER i,DOUBLE x[],DOUBLE gradgi[]) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X

    return;
}

/* **************************************************************************** */
/*                        user functions (if bloc == TRUE)                      */
/* **************************************************************************** */
void eval_extern(INTEGER mode) {
    #define  X extern
    #include "o8comm.h"
    #include "o8fint.h"
    #undef   X
    #include "o8cons.h"

    return;
}