ex_8sqp2.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 ex8_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 = 5;
	m = 3;
	p = 5;
	
	x = a1d_allo_dbl( n );
	
	x[0] = -2;
	x[1] = 2;
	x[2] = 2;
	x[3] = -1;
	x[4] = -1;
	
	tol = 1.0e-4;
	
    sqp_2( ex8_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 ex8_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++; 
   *f = exp(x[0]*x[1]*x[2]*x[3]*x[4]);
   
   g[0]= x[0]*x[0]+x[1]*x[1]+x[2]*x[2]+x[3]*x[3]+x[4]*x[4]-10.0;
   g[1]= x[1]*x[2]-5.0*x[3]*x[4];  
   g[2]= x[0]*x[0]*x[0]+x[1]*x[1]*x[1]+1.0;
   g[3]= (x[0]-2.3)*(x[0]+2.3);
   g[4]= (x[1]-2.3)*(x[1]+2.3);
   g[5]= (x[2]-3.2)*(x[2]+3.2);
   g[6]= (x[3]-3.2)*(x[3]+3.2);
   g[7]= (x[4]-3.2)*(x[4]+3.2);
   
   return;
}
/*
itt = 6, f = 5.395e-02, |g| = 7.981e-06, |dx| = 2.406e-03, |dL| = 7.970e-03

norm( dL ) = 1.786e-05

Solution x:  -1.717107e+00  1.595668e+00  1.827314e+00  -7.636478e-01  -7.636478
e-01


 # of function evaluations: 45
*/