ex_6sqp2.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 ex6_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 = 1;
	p = 2;
	
	x = a1d_allo_dbl( n );
	
	x[0] = -1;
	x[1] = 1;
	tol = 1.0e-4;
	
    sqp_2( ex6_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 ex6_fun( f, g, x )
long double *f, *g, *x;
{

   n_fun++; 
   *f = exp(x[0])*(4.0*x[0]*x[0]+
          2.0*x[1]*x[1]+4.0*x[0]*x[1]+2.0*x[1]+1.0);
          
   g[0] = x[0]+x[1];
   g[1] = 1.5+x[0]*x[1]-x[0]-x[1];
   g[2] =-x[0]*x[1]-10.0;  
   
   return;
}
/*
itt = 2, f = 1.895e+00, |g| = 2.711e-14, |dx| = 3.536e-02, |dL| = 7.317e-03

norm( dL ) = 2.659e-05

Solution x:  -1.225000e+00  1.225000e+00

 # of function evaluations: 9

*/