ex_2sqp2.c

an modern SQP method to make the original matrix more concise

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "math_util.h"
int n_fun;
main()
{
    long double tol, *x;
    int n, m, p;
    void ex2_fun( long double *, long double *, long double * );
    void sqp_2( void(*)(long double *, long double *, long double *), 
       long double *, int, int, int, long double ); 
       
    n_fun = 0;
    
	n = 2;
	m = 1;
	p = 0;
	
	x = a1d_allo_dbl( n );
	
	x[0] = 1.0;
	x[1] = 1.0;
	
	tol = 1.0e-4;
	
    sqp_2( ex2_fun, x, n, m, p, tol );
    
    printf("\nSolution x: ");
    print_vec_dbl( x, n );
    printf("\n");
    printf(" # of function evaluations: %d\n",n_fun);
}
/*
	
*/
void ex2_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++;   
   *f = log(1.0+x[0]*x[0])-x[1];
   g[0] = (1.0+x[0]*x[0])*(1.0+x[0]*x[0]) + x[1]*x[1] - 4.0;
   
   return;
}
/*
itt = 6, f = -1.732e+00, |g| = 9.773e-06, |dx| = 2.211e-03, |dL| = 6.897e-03

norm( dL ) = 8.029e-05

Solution x:  2.532739e-05  1.732054e+00

 # of function evaluations: 22
*/