ex_11sqp2.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 ex11_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] = 0.5;
	x[1] = 0.5;
	
	tol = 1.0e-4;
	
    sqp_2( ex11_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 ex11_fun( f, g, x )
long double *f, *g, *x;
{
   long double t1, t2, t8, t11, x1, x2;
   n_fun++; 
   x1 = x[0];
   x2 = x[1];
   t1 = x1*x1;
   t2 = x2*x2;
   t8 = t1*t1;
   t11 = t2*t2;
   *f = 6.0/5.0+t1/10+(1.0+t2)/t1/10+(t1*t2+100.0)/t8/t11/10;
   
   return;
}
/*
itt = 32, f = 1.744e+00, |g| = 0.000e+00, |dx| = 7.460e-04, |dL| = 7.541e-04

norm( dL ) = 3.019e-05

Solution x:  1.743450e+00  2.029624e+00

 # of function evaluations: 119
*/