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📄 dembo1as.c

📁 sqp程序包。用sqp算法实现非线性约束的优化求解
💻 C
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/* **************************************************************************** */
/*                                 user functions                               */
/* **************************************************************************** */
#include "o8para.h"

main() {
    void donlp2(void);
    
    donlp2();
    
    exit(0);
}

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

    /* data di[] = { 0, /* not used : index 0 */
    /*             1.e6,1.e5,1.e6,1.e9,1.e9,1.e3,1.e3,1.e3,1.e5,1.e4,   */
    /*             1.e4,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,   */
    /*             1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,   */
    /*             1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,   */
    /*             1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0,1.e0 }  */
    /* scaling factors for x[i], incorporated into function subprograms */
    
    /* dembo1a */

    strcpy(name,"dembo1asc");
     
    for (i = 1 ; i <= 12 ; i++) {
        x[i] = 4.e0;
    }
    n    = 12;
    nh   = 0;
    ng   = 15;
    del0 = 0.05e0;
    tau0 = 1.0e0;
    tau  = .1e0;

    for (j = 0 ; j <= 3 ; j++) {
        gunit[1][j] = -1;
        gunit[2][j] =  0;
        gunit[3][j] =  0;
    }
    for (j = 4 ; j <= 15 ; j++) {
        gunit[1][j] =  1;
        gunit[2][j] =  j-3;
        gunit[3][j] =  100;
    }
    analyt = TRUE;
    epsdif = 0.e0;
    silent = FALSE;
    nreset = n;

    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
    
    void fgeo(DOUBLE x[],DOUBLE con,DOUBLE gam[],LOGICAL lin,DOUBLE dl[],void *pk,
              void *pal,INTEGER nlen,INTEGER nanz,INTEGER nx,DOUBLE *fx);

    static DOUBLE  dl[NX+1];
    
    static INTEGER kf[][2] = {  {0,     0}, /* not used : indexes 0,0 */
    
                                {0,     1},
                                {0,     2},
                                {0,     3},
                                {0,     4},
                                {0,     5},
                                {0,     6},
                                {0,     7},
                                {0,     8},
                                {0,     9},
                                {0,    10},
                                {0,    11} };
                               
    static DOUBLE gamf[] = {0,  1.e5};

    static DOUBLE alf[][2] = {  {0,  0            }, /* not used : indexes 0,0 */
    
                                {0, -0.001331720e0},
                                {0, -0.002270927e0},
                                {0, -0.00248546e0 },
                                {0, -4.67e0       },
                                {0, -4.671973e0   },
                                {0, -0.00814e0    },
                                {0, -0.008092e0   },
                                {0,  -.005e0      },
                                {0,  -.000909e0   },
                                {0, -0.00088e0    },
                                {0, -0.00119e0    } };
    icf = icf+1;
    
    fgeo(x,0.e0,gamf,FALSE,dl,kf,alf,11,1,12,fx);
    
    return;
}

/* **************************************************************************** */
/*                          gradient of objective function                      */
/* **************************************************************************** */
void egradf(DOUBLE x[],DOUBLE gradf[]) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X
    
    void dfgeo(DOUBLE x[],DOUBLE gam[],LOGICAL lin,DOUBLE dl[],void *pk,
               void *pal,INTEGER nlen,INTEGER nanz,DOUBLE g[],INTEGER nx);

    static DOUBLE  dl[NX+1];
    
    static INTEGER kf[][2] = {  {0,  0}, /* not used : indexes 0,0 */
    
                                {0,  1},
                                {0,  2},
                                {0,  3},
                                {0,  4},
                                {0,  5},
                                {0,  6},
                                {0,  7},
                                {0,  8},
                                {0,  9},
                                {0, 10},
                                {0, 11} };
                               
    static DOUBLE gamf[] = {0,1.e5};

    static DOUBLE alf[][2] = {  {0,  0            }, /* not used : indexes 0,0 */
    
                                {0, -0.001331720e0},
                                {0, -0.002270927e0},
                                {0, -0.00248546e0 },
                                {0, -4.67e0       },
                                {0, -4.671973e0   },
                                {0, -0.00814e0    },
                                {0, -0.008092e0   },
                                {0,  -.005e0      },
                                {0,  -.000909e0   },
                                {0, -0.00088e0    },
                                {0, -0.00119e0    } };

    icgf = icgf+1;
    
    dfgeo(x,gamf,FALSE,dl,kf,alf,11,1,gradf,12);
    
    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
    
    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

    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
    
    void fgeo(DOUBLE x[],DOUBLE con,DOUBLE gam[],LOGICAL lin,DOUBLE dl[],void *pk,
              void *pal,INTEGER nlen,INTEGER nanz,INTEGER nx,DOUBLE *fx);
    
    static DOUBLE gam2[] = { 0., /* not used : index 0 */
                            -1.e-9,-1.e-9,-1.e-3,-1.e-3,
                            -1.0898645e-1,-1.6108052e-5,-1.0e-23,-1.9304541e-8,
                            -1.e-4 };
                            
    static DOUBLE gam3[] = { 0., /* not used : index 0 */
                            -1.0898645e-1,-1.6108052e-5,-1.e-23,-1.9304541e-8,
                            -1.1184059e-4 };
                            
    static DOUBLE al2[][10] = {
            {0.e0,      0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0},
             
            {0.e0,      1.e0, 1.e0, 1.e0, 1.e0, 1.e0, 1.e0, 1.e0, 1.e0, 1.e0},
            {0.e0,      1.e0,-1.e0,-1.e0, 1.e0, 1.e0, 1.e0, 1.e0,-1.e0,-1.e0},
            {0.e0,      0.e0, 0.e0, 0.e0, 0.e0, 0.e0,-1.e0, 1.e0, 1.e0, 0.e0},
            {0.e0,      0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0, 0.e0,-2.e0, 0.e0} };
    
    static INTEGER k2[][10] = {
            {0,      0, 0, 0, 0, 0, 0, 0, 0, 0},
            
            {0,      4, 5, 6, 7, 4, 2, 2, 2,10},
            {0,     12,12,12,12, 5, 5, 4, 4,12},
            {0,      0, 0, 0, 0, 0,12, 5, 4, 0},
            {0,      0, 0, 0, 0, 0, 0, 0,12, 0} };

    static DOUBLE al3[][6] = {
            {0.e0,      0.e0, 0.e0, 0.e0, 0.e0, 0.e0},
             
            {0.e0,      1.e0, 1.e0, 1.e0, 1.e0, 1.e0},
            {0.e0,      1.e0, 1.e0, 1.e0,-1.e0, 1.e0},
            {0.e0,      0.e0, 0.e0, 1.e0, 1.e0, 0.e0} };
     
    static INTEGER k3[][6] = {
            {0,      0, 0, 0, 0, 0},
            
            {0,      4, 2, 2, 2, 1},
            {0,      5, 5, 4, 4, 9},
            {0,      0, 0, 5, 5, 0} };
    
    static DOUBLE ug[] = { 0., /* not used : index 0 */
            .1e0,.1e0,.1e0,.01e0,1.e0,0.1e0,0.1e0,0.1e0,0.1e0,0.1e0,0.1e0,0.1e0 };
    
    static DOUBLE dl2[] = { 0., /* not used : index 0 */
            -1.e-6,-1.e-5,-1.e-6,0.e0,0.e0,0.e0,0.e0,0.e0,0.e0,0.e0,0.e0,0.e0 };
            
    static DOUBLE dl3[] = { 0., /* not used : index 0 */

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