ex_1sqp2.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 ex1_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; /* Number of parameters */
	m = 0; /* Number of equality constraints */
	p = 1; /* Number of inequality constraints */
	
	x = a1d_allo_dbl( n ); /* Allocate storage for x */
	
	x[0] = 2.9; /* Initial guess */
	x[1] = 2.0;
	
	tol = 1.0e-4; /* Error tolerance */
	
    sqp_2( ex1_fun, x, n, m, p, tol );
    
    printf("\nSolution x: ");
    print_vec_dbl( x, n );
    printf("\n");
    printf(" # of function evaluations: %d\n",n_fun);
}
/*
	Rosenbrock's function
*/
void ex1_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++;   
   
   *f = 100.0*(x[1]-x[0]*x[0])*(x[1]-x[0]*x[0]) + (1.0-x[0])*(1.0-x[0]);
   
   g[0] = x[0]*x[0] + x[1]*x[1] - 1.5;
   
   return;
}