irreg1.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);
}

/* example where extended mfcq doesn't hold;                                    */
/* nlp itself quite regular                                                     */
/* solution 1/sqrt(2),1/sqrt(2) . with tau0 = 0.5 the methods fails because     */
/* at zero the most violated constraint (the equality) cannot be reduced        */
/* since its gradient is zero. with tau0 larger than one this will not          */
/* occur since grad(f) takes us away from zero                                  */

/* **************************************************************************** */
/*                              donlp2 standard setup                           */
/* **************************************************************************** */
void setup0(void) {
    #define  X extern
    #include "o8comm.h"
    #undef   X
    
    static INTEGER i,j,nuser = 2;
    static DOUBLE  xst0[] = {0., /* not used : index 0 */
                             -0.4e0,-0.4e0};

    /* 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,"nmcfqmhh");

    /* 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     = 2;
    analyt = TRUE;
    epsdif = 1.e-16;
    del0   = 0.5e0;
    tau0   = 0.5e0;

    for (i = 1 ; i <= n ; i++) {
        x[i] = xst0[i];
    }
    /* gunit-array, see donlpdoc.txt */
    
    for (j = 0 ; j <= nh+ng ; j++) {
        gunit[1][j] = -1;
        gunit[2][j] = 0;
        gunit[3][j] = 0;
    }
    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]+x[2]);
    
    return;
}

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

    static INTEGER j;

    icgf = icgf+1;
    for (j = 1 ; j <= 2 ; j++) {
        gradf[j] = -1.e0;
    }
    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

    static INTEGER j;

    if ( gunit[1][i] != 1 ) cgres[i] = cgres[i]+1;
    
    for ( j = 1 ;  j <= n ;  j++) {
        gradhi[j] = x[j]*2.e0;
    }
    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
    
    if ( gunit[1][i+nh] == -1 ) cres[i+nh] = cres[i+nh]+1;
    
    switch (i) {
    case 1:
        *gxi = x[1];
        
        return;
        
    case 2:
        *gxi = x[2];
        
        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 ( gunit[1][i+nh] == -1 ) cgres[i+nh] = cgres[i+nh]+1;
    
    switch (i) {
    case 1:
        gradgi[1] = 1.e0;
        gradgi[2] = 0.e0;
        
        return;
        
    case 2:
        gradgi[1] = 0.e0;
        gradgi[2] = 1.e0;
        
        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;
}