ex_4sqp2.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 ex4_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 = 0;
	p = 3;
	
	x = a1d_allo_dbl( n );
	
	x[0] = 1.0;
	x[1] = 0.25;
	
	tol = 1.0e-4;
	
    sqp_2( ex4_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 ex4_fun( f, g, x )
long double *f, *g, *x;
{
   long double fac;
   n_fun++;
   
   fac = -0.184*pow((x[0]*3.0e+04),0.3)*x[1];
   
   *f = 0.0064*(x[0]*3.0e+04)*(exp(fac)-1.0);
  
   g[0] = -1.2e13+(3000.0+x[0]*3.0e+04)*(x[0]*3.0e+04)*(x[0]*3.0e+04)*x[1];
   g[1] = -4.1+exp(-fac);
   g[2] = -x[0]*3.0e+04;
   
   return;
}