ex_3sqp2.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 ex3_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 = 1;
	
	x = a1d_allo_dbl( n );
	
	x[0] = sqrt(2.0);
	x[1] = x[0];
	
	tol = 1.0e-4;
	
    sqp_2( ex3_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 ex3_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++;   
   *f = 6.0*x[0]/x[1]+x[1]/(x[0]*x[0]);
   g[0] = x[0]*x[1]-2.0;
   g[1] = -x[0]-x[1]+1.0;
   
   return;
}
/*
itt = 5, f = 5.000e+00, |g| = 1.698e-10, |dx| = 2.068e-05, |dL| = 1.759e-04

norm( dL ) = 2.622e-06

Solution x:  9.999999e-01  2.000000e+00

 # of function evaluations: 20
*/