ex_12sqp2.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 ex12_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 = 4;
	m = 0;
	p = 0;
	
	x = a1d_allo_dbl( n );
	
	x[0] = -3;
	x[1] = -1;
	x[2] = -3;
	x[3] = -1;
	tol = 1.0e-4;
	
    sqp_2( ex12_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 ex12_fun( f, g, x )
long double *f, *g, *x;
{
   long double t1, t3, t5, t6, t8, t10, t11, t12, t13, t14, x1, x2, x3, x4;
   n_fun++; 
   x1 = x[0];
   x2 = x[1];
   x3 = x[2];
   x4 = x[3];
   t1 = x1*x1;
   t3 = pow(x2-t1,2.0);
   t5 = pow(1.0-x1,2.0);
   t6 = x3*x3;
   t8 = pow(x4-t6,2.0);
   t10 = pow(1.0-x3,2.0);
   t11 = x2-1.0;
   t12 = t11*t11;
   t13 = x4-1.0;
   t14 = t13*t13;
   *f = 100.0*t3+t5+90.0*t8+t10+0.101E2*t12+0.101E2*t14+0.198E2*t11*t13;
   
   return;
}
/*
itt = 26, f = 8.134e-13, |g| = 0.000e+00, |dx| = 9.352e-07, |dL| = 5.712e-04

norm( dL ) = 3.764e-05

Solution x:  1.000000e+00  1.000000e+00  1.000000e+00  9.999999e-01

 # of function evaluations: 158
*/