ex_9sqp2.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 ex9_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 = 3;
	m = 1;
	p = 0;
	
	x = a1d_allo_dbl( n );
	
	x[0] = 2.6;
	x[1] = 2;
	x[2] = 2;
	
	tol = 1.0e-4;
	
    sqp_2( ex9_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 ex9_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++; 
   *f = (x[0]-x[1])*(x[0]-x[1])+pow((x[1]-x[2]),4.0);
   g[0]= (1.0+x[1]*x[1])*x[0]+x[2]*x[2]*x[2]*x[2]-3.0;
   
   return;
}
/*
itt = 16, f = 1.080e-08, |g| = 2.561e-05, |dx| = 2.910e-03, |dL| = 1.055e-04

norm( dL ) = 3.940e-05

Solution x:  1.005064e+00  1.005053e+00  9.948896e-01

 # of function evaluations: 69
*/