ex_10sqp2.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 ex10_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 = 0;
	
	x = a1d_allo_dbl( n );
	
	x[0] = -1.2;
	x[1] = 1.0;
	
	tol = 1.0e-4;
	
    sqp_2( ex10_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 ex10_fun( f, g, x )
long double *f, *g, *x;
{
   long double t1, t2, t8, t11, x1, x2;
   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]);
   return;
}
/*
itt = 19, f = 2.204e-12, |g| = 0.000e+00, |dx| = 1.121e-04, |dL| = 3.084e-03

norm( dL ) = 8.995e-06

Solution x:  9.999985e-01  9.999971e-01

 # of function evaluations: 75
*/