hs32.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);
}
/*  hs32                */
/*  solution is (0,0,1)*/

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

    static INTEGER i,j,nuser = 3;
    static DOUBLE  xst0[] = {0., /* not used : index 0 */
                             .1e0, .7e0, .2e0 };

/* name is ident of the example/user and can be set at users will           */
/* the first static char [] must be alphabetic.  40 static char [s] maximum */

    strcpy(name,"hs32");

    /* x is initial guess and also holds the current solution */
    /* problem dimension n = dim(x), nh = dim(h), ng = dim(g) */
    
    n      = nuser;
    nh     = 1;
    ng     = 4;
    analyt = TRUE;
    epsdif = 1.e-16;
/*  old    del0   = 1.e0; */
    del0 = 1.e1;
    tau0   = 1.e4;

    for (i = 1 ; i <= n ; i++) {
        x[i] = xst0[i];
    }
    /* gunit-array, see donlpdoc.ps */

    gunit[1][0] = -1;
    gunit[2][0] = 0;
    gunit[3][0] = 0;

    for (j = 3 ; j <= 5 ; j++)
      gunit[1][j] = 1;
	
    for (j = 3 ; j <= 5 ; j++)
      {
	gunit[2][j] = j-2;
	gunit[3][j] = 1;
      }
    gunit[1][1]= gunit[1][2] = -1;
    gunit[2][1]= gunit[3][1] = gunit[2][2] = gunit [3][2] = 0 ;
    gconst[1] = TRUE ;
    gconst[2] = 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


    *fx = pow(x[1]+3.0*x[2]+x[3],2)+4.0*pow(x[1]-x[2],2);
    
    return;
}

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

    gradf[1] = 2.0*(x[1]+3.0*x[2]+x[3])+8.0*(x[1]-x[2]);
    gradf[2] = 6.0*(x[1]+3.0*x[2]+x[3])-8.0*(x[1]-x[2]);
    gradf[3] = 2.0*(x[1]+3.0*x[2]+x[3]);

    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
    *hxi = 1.0-x[1]-x[2]-x[3];
    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
    gradhi[1] = -1.0;
    gradhi[2] = -1.0;
    gradhi[3] = -1.0;
    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
    

    switch (i) {
    case 1:
      *gxi = 6.0*x[2]+4.0*x[3]-pow(x[1],3)-3.0;
      return;
    case 2:
      *gxi = x[1];
      return;
    case 3:
      *gxi = x[2];
      return;
    case 4:
      *gxi = x[3];
      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
    if ( i == 1 )
    {
      gradgi[1] = -3.0*x[1]*x[1];
      gradgi[2] = 6.0 ;
      gradgi[3] = 4.0 ;
    }
    else
    {
      gradgi[1] = gradgi[2] = gradgi[3] = 0;
      gradgi[i-1] = 1.0 ; 
    }
    return;
}
void eval_extern(INTEGER mode) {
    #define  X extern
    #include "o8comm.h"
    #include "o8fint.h"
    #undef   X
    #include "o8cons.h"

    return;
}