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  85. <div class="title">utility/old/CFSQP/ver_1/cfsqp.cpp</div> </div>
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  88. <a href="utility_2old_2CFSQP_2ver__1_2cfsqp_8cpp.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
  89. <a name="l00002"></a>00002 <span class="preprocessor">#ifndef CFSQP_CPP_CPP</span>
  90. <a name="l00003"></a><a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8cpp.html#af791052d1d17d3b41c21a794f22138c1">00003</a> <span class="preprocessor"></span><span class="preprocessor">#define CFSQP_CPP_CPP</span>
  91. <a name="l00004"></a>00004 <span class="preprocessor"></span>
  92. <a name="l00005"></a>00005 <span class="preprocessor">#include &quot;cfsqp.h&quot;</span>
  93. <a name="l00006"></a>00006 <span class="preprocessor">#include &lt;iostream&gt;</span>
  94. <a name="l00007"></a>00007
  95. <a name="l00008"></a>00008 <span class="keywordtype">void</span> <a class="code" href="classcfsqp__Class.html#a4af7f509987b602c75e78d4f59eec035">cfsqp_Class::cfsqp</a>(<span class="keywordtype">int</span> <a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>,<span class="keywordtype">int</span> nf,<span class="keywordtype">int</span> nfsr,<span class="keywordtype">int</span> nineqn,<span class="keywordtype">int</span> nineq,<span class="keywordtype">int</span> neqn,<span class="keywordtype">int</span> neq,<span class="keywordtype">int</span> ncsrl,<span class="keywordtype">int</span> ncsrn,<span class="keywordtype">int</span> *mesh_pts,<span class="keywordtype">int</span> mode,<span class="keywordtype">int</span> iprint,<span class="keywordtype">int</span> miter,<span class="keywordtype">int</span> *inform,<span class="keywordtype">double</span> bigbnd,<span class="keywordtype">double</span> eps,<span class="keywordtype">double</span> epseqn,<span class="keywordtype">double</span> udelta,<span class="keywordtype">double</span> *bl,<span class="keywordtype">double</span> *bu,<span class="keywordtype">double</span> *x,<span class="keywordtype">double</span> *f,<span class="keywordtype">double</span> *g,<span class="keywordtype">double</span> *<a class="code" href="timoshenko_8cpp.html#a8a13241405abac2c1c971fe9cf1cf6ac">lambda</a>,<span class="keywordtype">void</span> (*obj)(<span class="keywordtype">int</span>, <span class="keywordtype">int</span>, <span class="keywordtype">double</span> *, <span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*constr)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradob)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> (*gradcn)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> (*)(<span class="keywordtype">int</span>,<span class="keywordtype">int</span>,<span class="keywordtype">double</span> *,<span class="keywordtype">double</span> *,<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *),<span class="keywordtype">void</span> *cd)
  96. <a name="l00009"></a>00009 <span class="comment">/*---------------------------------------------------------------------</span>
  97. <a name="l00010"></a>00010 <span class="comment">* Brief specification of various arrays and parameters in the calling</span>
  98. <a name="l00011"></a>00011 <span class="comment">* sequence. See manual for a more detailed description.</span>
  99. <a name="l00012"></a>00012 <span class="comment">*</span>
  100. <a name="l00013"></a>00013 <span class="comment">* nparam : number of variables</span>
  101. <a name="l00014"></a>00014 <span class="comment">* nf : number of objective functions (count each set of sequentially</span>
  102. <a name="l00015"></a>00015 <span class="comment">* related objective functions once)</span>
  103. <a name="l00016"></a>00016 <span class="comment">* nfsr : number of sets of sequentially related objectives (possibly</span>
  104. <a name="l00017"></a>00017 <span class="comment">* zero)</span>
  105. <a name="l00018"></a>00018 <span class="comment">* nineqn : number of nonlinear inequality constraints</span>
  106. <a name="l00019"></a>00019 <span class="comment">* nineq : total number of inequality constraints</span>
  107. <a name="l00020"></a>00020 <span class="comment">* neqn : number of nonlinear equality constraints</span>
  108. <a name="l00021"></a>00021 <span class="comment">* neq : total number of equality constraints</span>
  109. <a name="l00022"></a>00022 <span class="comment">* ncsrl : number of sets of linear sequentially related inequality</span>
  110. <a name="l00023"></a>00023 <span class="comment">* constraints</span>
  111. <a name="l00024"></a>00024 <span class="comment">* ncsrn : number of sets of nonlinear sequentially related inequality</span>
  112. <a name="l00025"></a>00025 <span class="comment">* constraints</span>
  113. <a name="l00026"></a>00026 <span class="comment">* mesh_pts : array of integers giving the number of actual objectives/</span>
  114. <a name="l00027"></a>00027 <span class="comment">* constraints in each sequentially related objective or</span>
  115. <a name="l00028"></a>00028 <span class="comment">* constraint set. The order is as follows:</span>
  116. <a name="l00029"></a>00029 <span class="comment">* (i) objective sets, (ii) nonlinear constraint sets,</span>
  117. <a name="l00030"></a>00030 <span class="comment">* (iii) linear constraint sets. If one or no sequentially</span>
  118. <a name="l00031"></a>00031 <span class="comment">* related constraint or objectives sets are present, the</span>
  119. <a name="l00032"></a>00032 <span class="comment">* user may simply pass the address of an integer variable</span>
  120. <a name="l00033"></a>00033 <span class="comment">* containing the appropriate number (possibly zero).</span>
  121. <a name="l00034"></a>00034 <span class="comment">* mode : mode=CBA specifies job options as described below:</span>
  122. <a name="l00035"></a>00035 <span class="comment">* A = 0 : ordinary minimax problems</span>
  123. <a name="l00036"></a>00036 <span class="comment">* = 1 : ordinary minimax problems with each individual</span>
  124. <a name="l00037"></a>00037 <span class="comment">* function replaced by its absolute value, ie,</span>
  125. <a name="l00038"></a>00038 <span class="comment">* an L_infty problem</span>
  126. <a name="l00039"></a>00039 <span class="comment">* B = 0 : monotone decrease of objective function</span>
  127. <a name="l00040"></a>00040 <span class="comment">* after each iteration</span>
  128. <a name="l00041"></a>00041 <span class="comment">* = 1 : monotone decrease of objective function after</span>
  129. <a name="l00042"></a>00042 <span class="comment">* at most four iterations</span>
  130. <a name="l00043"></a>00043 <span class="comment">* C = 1 : default operation.</span>
  131. <a name="l00044"></a>00044 <span class="comment">* = 2 : requires that constraints always be evaluated</span>
  132. <a name="l00045"></a>00045 <span class="comment">* before objectives during the line search.</span>
  133. <a name="l00046"></a>00046 <span class="comment">* iprint : print level indicator with the following options-</span>
  134. <a name="l00047"></a>00047 <span class="comment">* iprint=0: no normal output, only error information</span>
  135. <a name="l00048"></a>00048 <span class="comment">* (this option is imposed during phase 1)</span>
  136. <a name="l00049"></a>00049 <span class="comment">* iprint=1: a final printout at a local solution</span>
  137. <a name="l00050"></a>00050 <span class="comment">* iprint=2: a brief printout at the end of each iteration</span>
  138. <a name="l00051"></a>00051 <span class="comment">* iprint=3: detailed infomation is printed out at the end</span>
  139. <a name="l00052"></a>00052 <span class="comment">* of each iteration (for debugging purposes)</span>
  140. <a name="l00053"></a>00053 <span class="comment">* For iprint=2 or 3, the information may be printed at</span>
  141. <a name="l00054"></a>00054 <span class="comment">* iterations that are multiples of 10, instead of every</span>
  142. <a name="l00055"></a>00055 <span class="comment">* iteration. This may be done by adding the desired number</span>
  143. <a name="l00056"></a>00056 <span class="comment">* of iterations to skip printing to the desired iprint value</span>
  144. <a name="l00057"></a>00057 <span class="comment">* as specified above. e.g., sending iprint=23 would give</span>
  145. <a name="l00058"></a>00058 <span class="comment">* the iprint=3 information once every 20 iterations.</span>
  146. <a name="l00059"></a>00059 <span class="comment">* miter : maximum number of iterations allowed by the user to solve</span>
  147. <a name="l00060"></a>00060 <span class="comment">* the problem</span>
  148. <a name="l00061"></a>00061 <span class="comment">* inform : status report at the end of execution</span>
  149. <a name="l00062"></a>00062 <span class="comment">* inform= 0:normal termination</span>
  150. <a name="l00063"></a>00063 <span class="comment">* inform= 1:no feasible point found for linear constraints</span>
  151. <a name="l00064"></a>00064 <span class="comment">* inform= 2:no feasible point found for nonlinear constraints</span>
  152. <a name="l00065"></a>00065 <span class="comment">* inform= 3:no solution has been found in miter iterations</span>
  153. <a name="l00066"></a>00066 <span class="comment">* inform= 4:stepsize smaller than machine precision before</span>
  154. <a name="l00067"></a>00067 <span class="comment">* a successful new iterate is found</span>
  155. <a name="l00068"></a>00068 <span class="comment">* inform= 5:failure in attempting to construct d0</span>
  156. <a name="l00069"></a>00069 <span class="comment">* inform= 6:failure in attempting to construct d1</span>
  157. <a name="l00070"></a>00070 <span class="comment">* inform= 7:inconsistent input data</span>
  158. <a name="l00071"></a>00071 <span class="comment">* inform= 8:new iterate essentially identical to previous</span>
  159. <a name="l00072"></a>00072 <span class="comment">* iterate, though stopping criterion not satisfied.</span>
  160. <a name="l00073"></a>00073 <span class="comment">* inform= 9:penalty parameter too large, unable to satisfy</span>
  161. <a name="l00074"></a>00074 <span class="comment">* nonlinear equality constraint</span>
  162. <a name="l00075"></a>00075 <span class="comment">* bigbnd : plus infinity</span>
  163. <a name="l00076"></a>00076 <span class="comment">* eps : stopping criterion. Execution stopped when the norm of the</span>
  164. <a name="l00077"></a>00077 <span class="comment">* Newton direction vector is smaller than eps</span>
  165. <a name="l00078"></a>00078 <span class="comment">* epseqn : tolerance of the violation of nonlinear equality constraints</span>
  166. <a name="l00079"></a>00079 <span class="comment">* allowed by the user at an optimal solution</span>
  167. <a name="l00080"></a>00080 <span class="comment">* udelta : perturbation size in computing gradients by finite</span>
  168. <a name="l00081"></a>00081 <span class="comment">* difference. The actual perturbation is determined by</span>
  169. <a name="l00082"></a>00082 <span class="comment">* sign(x_i) X max{udelta, rteps X max{1, |x_i|}} for each</span>
  170. <a name="l00083"></a>00083 <span class="comment">* component of x, where rteps is the square root of machine</span>
  171. <a name="l00084"></a>00084 <span class="comment">* precision.</span>
  172. <a name="l00085"></a>00085 <span class="comment">* bl : array of dimension nparam,containing lower bound of x</span>
  173. <a name="l00086"></a>00086 <span class="comment">* bu : array of dimension nparam,containing upper bound of x</span>
  174. <a name="l00087"></a>00087 <span class="comment">* x : array of dimension nparam,containing initial guess in input</span>
  175. <a name="l00088"></a>00088 <span class="comment">* and final iterate at the end of execution</span>
  176. <a name="l00089"></a>00089 <span class="comment">* f : array of dimension sufficient enough to hold the value of</span>
  177. <a name="l00090"></a>00090 <span class="comment">* all regular objective functions and the value of all</span>
  178. <a name="l00091"></a>00091 <span class="comment">* members of the sequentially related objective sets.</span>
  179. <a name="l00092"></a>00092 <span class="comment">* (dimension must be at least 1)</span>
  180. <a name="l00093"></a>00093 <span class="comment">* g : array of dimension sufficient enough to hold the value of</span>
  181. <a name="l00094"></a>00094 <span class="comment">* all regular constraint functions and the value of all</span>
  182. <a name="l00095"></a>00095 <span class="comment">* members of the sequentially related constraint sets.</span>
  183. <a name="l00096"></a>00096 <span class="comment">* (dimension must be at least 1)</span>
  184. <a name="l00097"></a>00097 <span class="comment">* lambda : array of dimension nparam+dim(f)+dim(g), containing</span>
  185. <a name="l00098"></a>00098 <span class="comment">* Lagrange multiplier values at x in output. (A concerns the</span>
  186. <a name="l00099"></a>00099 <span class="comment">* mode, see above). The first nparam positions contain the</span>
  187. <a name="l00100"></a>00100 <span class="comment">* multipliers associated with the simple bounds, the next</span>
  188. <a name="l00101"></a>00101 <span class="comment">* dim(g) positions contain the multipliers associated with</span>
  189. <a name="l00102"></a>00102 <span class="comment">* the constraints. The final dim(f) positions contain the</span>
  190. <a name="l00103"></a>00103 <span class="comment">* multipliers associated with the objective functions. The</span>
  191. <a name="l00104"></a>00104 <span class="comment">* multipliers are in the order they were specified in the</span>
  192. <a name="l00105"></a>00105 <span class="comment">* user-defined objective and constraint functions.</span>
  193. <a name="l00106"></a>00106 <span class="comment">* obj : Pointer to function that returns the value of objective</span>
  194. <a name="l00107"></a>00107 <span class="comment">* functions, one upon each call</span>
  195. <a name="l00108"></a>00108 <span class="comment">* constr : Pointer to function that returns the value of constraints</span>
  196. <a name="l00109"></a>00109 <span class="comment">* one upon each call</span>
  197. <a name="l00110"></a>00110 <span class="comment">* gradob : Pointer to function that computes gradients of f,</span>
  198. <a name="l00111"></a>00111 <span class="comment">* alternatively it can be replaced by grobfd to compute</span>
  199. <a name="l00112"></a>00112 <span class="comment">* finite difference approximations</span>
  200. <a name="l00113"></a>00113 <span class="comment">* gradcn : Pointer to function that computes gradients of g,</span>
  201. <a name="l00114"></a>00114 <span class="comment">* alternatively it can be replaced by grcnfd to compute</span>
  202. <a name="l00115"></a>00115 <span class="comment">* finite difference approximations</span>
  203. <a name="l00116"></a>00116 <span class="comment">* cd : Void pointer that may be used by the user for the passing of</span>
  204. <a name="l00117"></a>00117 <span class="comment">* &quot;client data&quot; (untouched by CFSQP)</span>
  205. <a name="l00118"></a>00118 <span class="comment">*</span>
  206. <a name="l00119"></a>00119 <span class="comment">*----------------------------------------------------------------------</span>
  207. <a name="l00120"></a>00120 <span class="comment">*</span>
  208. <a name="l00121"></a>00121 <span class="comment">*</span>
  209. <a name="l00122"></a>00122 <span class="comment">* CFSQP Version 2.5d</span>
  210. <a name="l00123"></a>00123 <span class="comment">*</span>
  211. <a name="l00124"></a>00124 <span class="comment">* Craig Lawrence, Jian L. Zhou</span>
  212. <a name="l00125"></a>00125 <span class="comment">* and Andre Tits</span>
  213. <a name="l00126"></a>00126 <span class="comment">* Institute for Systems Research</span>
  214. <a name="l00127"></a>00127 <span class="comment">* and</span>
  215. <a name="l00128"></a>00128 <span class="comment">* Electrical Engineering Department</span>
  216. <a name="l00129"></a>00129 <span class="comment">* University of Maryland</span>
  217. <a name="l00130"></a>00130 <span class="comment">* College Park, Md 20742</span>
  218. <a name="l00131"></a>00131 <span class="comment">*</span>
  219. <a name="l00132"></a>00132 <span class="comment">* February, 1998</span>
  220. <a name="l00133"></a>00133 <span class="comment">*</span>
  221. <a name="l00134"></a>00134 <span class="comment">*</span>
  222. <a name="l00135"></a>00135 <span class="comment">* The purpose of CFSQP is to solve general nonlinear constrained</span>
  223. <a name="l00136"></a>00136 <span class="comment">* minimax optimization problems of the form</span>
  224. <a name="l00137"></a>00137 <span class="comment">*</span>
  225. <a name="l00138"></a>00138 <span class="comment">* (A=0 in mode) minimize max_i f_i(x) for i=1,...,n_f</span>
  226. <a name="l00139"></a>00139 <span class="comment">* or</span>
  227. <a name="l00140"></a>00140 <span class="comment">* (A=1 in mode) minimize max_j |f_i(x)| for i=1,...,n_f</span>
  228. <a name="l00141"></a>00141 <span class="comment">* s.t. bl &lt;= x &lt;= bu</span>
  229. <a name="l00142"></a>00142 <span class="comment">* g_j(x) &lt;= 0, for j=1,...,nineqn</span>
  230. <a name="l00143"></a>00143 <span class="comment">* A_1 x - B_1 &lt;= 0</span>
  231. <a name="l00144"></a>00144 <span class="comment">*</span>
  232. <a name="l00145"></a>00145 <span class="comment">* h_i(x) = 0, for i=1,...,neqn</span>
  233. <a name="l00146"></a>00146 <span class="comment">* A_2 x - B_2 = 0</span>
  234. <a name="l00147"></a>00147 <span class="comment">*</span>
  235. <a name="l00148"></a>00148 <span class="comment">* CFSQP is also able to efficiently handle problems with large sets of</span>
  236. <a name="l00149"></a>00149 <span class="comment">* sequentially related objectives or constraints, see the manual for</span>
  237. <a name="l00150"></a>00150 <span class="comment">* details.</span>
  238. <a name="l00151"></a>00151 <span class="comment">*</span>
  239. <a name="l00152"></a>00152 <span class="comment">*</span>
  240. <a name="l00153"></a>00153 <span class="comment">* Conditions for External Use</span>
  241. <a name="l00154"></a>00154 <span class="comment">* ===========================</span>
  242. <a name="l00155"></a>00155 <span class="comment">*</span>
  243. <a name="l00156"></a>00156 <span class="comment">* 1. The CFSQP routines may not be distributed to third parties.</span>
  244. <a name="l00157"></a>00157 <span class="comment">* Interested parties shall contact AEM Design directly.</span>
  245. <a name="l00158"></a>00158 <span class="comment">* 2. If modifications are performed on the routines, these</span>
  246. <a name="l00159"></a>00159 <span class="comment">* modifications shall be communicated to AEM Design. The</span>
  247. <a name="l00160"></a>00160 <span class="comment">* modified routines will remain the sole property of the authors.</span>
  248. <a name="l00161"></a>00161 <span class="comment">* 3. Due acknowledgment shall be made of the use of the CFSQP</span>
  249. <a name="l00162"></a>00162 <span class="comment">* routines in research reports or publications. Whenever</span>
  250. <a name="l00163"></a>00163 <span class="comment">* such reports are released for public access, a copy shall</span>
  251. <a name="l00164"></a>00164 <span class="comment">* be forwarded to AEM Design.</span>
  252. <a name="l00165"></a>00165 <span class="comment">* 4. The CFSQP routines may only be used for research and</span>
  253. <a name="l00166"></a>00166 <span class="comment">* development, unless it has been agreed otherwise with AEM</span>
  254. <a name="l00167"></a>00167 <span class="comment">* Design in writing.</span>
  255. <a name="l00168"></a>00168 <span class="comment">*</span>
  256. <a name="l00169"></a>00169 <span class="comment">* Copyright (c) 1993-1998 by Craig T. Lawrence, Jian L. Zhou, and</span>
  257. <a name="l00170"></a>00170 <span class="comment">* Andre L. Tits</span>
  258. <a name="l00171"></a>00171 <span class="comment">* All Rights Reserved.</span>
  259. <a name="l00172"></a>00172 <span class="comment">*</span>
  260. <a name="l00173"></a>00173 <span class="comment">*</span>
  261. <a name="l00174"></a>00174 <span class="comment">* Enquiries should be directed to:</span>
  262. <a name="l00175"></a>00175 <span class="comment">*</span>
  263. <a name="l00176"></a>00176 <span class="comment">* AEM Design</span>
  264. <a name="l00177"></a>00177 <span class="comment">* 3754 LaVista Rd., Suite 250</span>
  265. <a name="l00178"></a>00178 <span class="comment">* Tucker, GA 30084</span>
  266. <a name="l00179"></a>00179 <span class="comment">* U. S. A.</span>
  267. <a name="l00180"></a>00180 <span class="comment">*</span>
  268. <a name="l00181"></a>00181 <span class="comment">* Phone : 678-990-1121</span>
  269. <a name="l00182"></a>00182 <span class="comment">* Fax : 678-990-1122</span>
  270. <a name="l00183"></a>00183 <span class="comment">* E-mail: info@aemdesign.com</span>
  271. <a name="l00184"></a>00184 <span class="comment">*</span>
  272. <a name="l00185"></a>00185 <span class="comment">* References:</span>
  273. <a name="l00186"></a>00186 <span class="comment">* [1] E. Panier and A. Tits, `On Combining Feasibility, Descent and</span>
  274. <a name="l00187"></a>00187 <span class="comment">* Superlinear Convergence In Inequality Constrained Optimization&#39;,</span>
  275. <a name="l00188"></a>00188 <span class="comment">* Mathematical Programming, Vol. 59(1993), 261-276.</span>
  276. <a name="l00189"></a>00189 <span class="comment">* [2] J. F. Bonnans, E. Panier, A. Tits and J. Zhou, `Avoiding the</span>
  277. <a name="l00190"></a>00190 <span class="comment">* Maratos Effect by Means of a Nonmonotone Line search: II.</span>
  278. <a name="l00191"></a>00191 <span class="comment">* Inequality Problems - Feasible Iterates&#39;, SIAM Journal on</span>
  279. <a name="l00192"></a>00192 <span class="comment">* Numerical Analysis, Vol. 29, No. 4, 1992, pp. 1187-1202.</span>
  280. <a name="l00193"></a>00193 <span class="comment">* [3] J.L. Zhou and A. Tits, `Nonmonotone Line Search for Minimax</span>
  281. <a name="l00194"></a>00194 <span class="comment">* Problems&#39;, Journal of Optimization Theory and Applications,</span>
  282. <a name="l00195"></a>00195 <span class="comment">* Vol. 76, No. 3, 1993, pp. 455-476.</span>
  283. <a name="l00196"></a>00196 <span class="comment">* [4] C.T. Lawrence, J.L. Zhou and A. Tits, `User&#39;s Guide for CFSQP</span>
  284. <a name="l00197"></a>00197 <span class="comment">* Version 2.5: A C Code for Solving (Large Scale) Constrained</span>
  285. <a name="l00198"></a>00198 <span class="comment">* Nonlinear (Minimax) Optimization Problems, Generating Iterates</span>
  286. <a name="l00199"></a>00199 <span class="comment">* Satisfying All Inequality Constraints,&#39; Institute for</span>
  287. <a name="l00200"></a>00200 <span class="comment">* Systems Research, University of Maryland,Technical Report</span>
  288. <a name="l00201"></a>00201 <span class="comment">* TR-94-16r1, College Park, MD 20742, 1997.</span>
  289. <a name="l00202"></a>00202 <span class="comment">* [5] C.T. Lawrence and A.L. Tits, `Nonlinear Equality Constraints</span>
  290. <a name="l00203"></a>00203 <span class="comment">* in Feasible Sequential Quadratic Programming,&#39; Optimization</span>
  291. <a name="l00204"></a>00204 <span class="comment">* Methods and Software, Vol. 6, March, 1996, pp. 265-282.</span>
  292. <a name="l00205"></a>00205 <span class="comment">* [6] J.L. Zhou and A.L. Tits, `An SQP Algorithm for Finely</span>
  293. <a name="l00206"></a>00206 <span class="comment">* Discretized Continuous Minimax Problems and Other Minimax</span>
  294. <a name="l00207"></a>00207 <span class="comment">* Problems With Many Objective Functions,&#39; SIAM Journal on</span>
  295. <a name="l00208"></a>00208 <span class="comment">* Optimization, Vol. 6, No. 2, May, 1996, pp. 461--487.</span>
  296. <a name="l00209"></a>00209 <span class="comment">* [7] C. T. Lawrence and A. L. Tits, `Feasible Sequential Quadratic</span>
  297. <a name="l00210"></a>00210 <span class="comment">* Programming for Finely Discretized Problems from SIP,&#39;</span>
  298. <a name="l00211"></a>00211 <span class="comment">* To appear in R. Reemtsen, J.-J. Ruckmann (eds.): Semi-Infinite</span>
  299. <a name="l00212"></a>00212 <span class="comment">* Programming, in the series Nonconcex Optimization and its</span>
  300. <a name="l00213"></a>00213 <span class="comment">* Applications. Kluwer Academic Publishers, 1998.</span>
  301. <a name="l00214"></a>00214 <span class="comment">*</span>
  302. <a name="l00215"></a>00215 <span class="comment">***********************************************************************</span>
  303. <a name="l00216"></a>00216 <span class="comment">*/</span>
  304. <a name="l00217"></a>00217 {
  305. <a name="l00218"></a>00218 <span class="keywordtype">int</span> <a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>,ipp,j,ncnstr,nclin,nctotl,nob,nobL,modem,nn,
  306. <a name="l00219"></a>00219 nppram,nrowa,ncsipl1,ncsipn1,nfsip1;
  307. <a name="l00220"></a>00220 <span class="keywordtype">int</span> feasbl,feasb,prnt,Linfty;
  308. <a name="l00221"></a>00221 <span class="keywordtype">int</span> *indxob,*indxcn,*mesh_pts1;
  309. <a name="l00222"></a>00222 <span class="keywordtype">double</span> *signeq;
  310. <a name="l00223"></a>00223 <span class="keywordtype">double</span> xi,gi,gmax,dummy,epskt;
  311. <a name="l00224"></a>00224 <span class="keyword">struct </span>_constraint *cs; <span class="comment">/* pointer to array of constraints */</span>
  312. <a name="l00225"></a>00225 <span class="keyword">struct </span>_objective *ob; <span class="comment">/* pointer to array of objectives */</span>
  313. <a name="l00226"></a>00226 <span class="keyword">struct </span>_parameter *param; <span class="comment">/* pointer to parameter structure */</span>
  314. <a name="l00227"></a>00227 <span class="keyword">struct </span>_parameter _param;
  315. <a name="l00228"></a>00228
  316. <a name="l00229"></a>00229 <span class="comment">/* Make adjustments to parameters for SIP constraints */</span>
  317. <a name="l00230"></a>00230 glob_info.tot_actf_sip = glob_info.tot_actg_sip = 0;
  318. <a name="l00231"></a>00231 mesh_pts=mesh_pts-1;
  319. <a name="l00232"></a>00232 glob_info.nfsip=nfsr;
  320. <a name="l00233"></a>00233 glob_info.ncsipl=ncsrl;
  321. <a name="l00234"></a>00234 glob_info.ncsipn=ncsrn;
  322. <a name="l00235"></a>00235 nf=nf-nfsr;
  323. <a name="l00236"></a>00236 nfsip1=nfsr;
  324. <a name="l00237"></a>00237 nfsr=0;
  325. <a name="l00238"></a>00238 <span class="keywordflow">for</span> (i=1; i&lt;=nfsip1; i++)
  326. <a name="l00239"></a>00239 nfsr=nfsr+mesh_pts[i];
  327. <a name="l00240"></a>00240 nf=nf+nfsr;
  328. <a name="l00241"></a>00241 nineqn=nineqn-ncsrn;
  329. <a name="l00242"></a>00242 nineq=nineq-ncsrl-ncsrn;
  330. <a name="l00243"></a>00243 ncsipl1=ncsrl;
  331. <a name="l00244"></a>00244 ncsipn1=ncsrn;
  332. <a name="l00245"></a>00245 ncsrl=0;
  333. <a name="l00246"></a>00246 ncsrn=0;
  334. <a name="l00247"></a>00247 <span class="keywordflow">if</span> (ncsipn1)
  335. <a name="l00248"></a>00248 <span class="keywordflow">for</span> (i=1; i&lt;=ncsipn1; i++)
  336. <a name="l00249"></a>00249 ncsrn=ncsrn+mesh_pts[nfsip1+i];
  337. <a name="l00250"></a>00250 <span class="keywordflow">if</span> (ncsipl1)
  338. <a name="l00251"></a>00251 <span class="keywordflow">for</span> (i=1; i&lt;=ncsipl1; i++)
  339. <a name="l00252"></a>00252 ncsrl=ncsrl+mesh_pts[nfsip1+ncsipn1+i];
  340. <a name="l00253"></a>00253 nineqn=nineqn+ncsrn;
  341. <a name="l00254"></a>00254 nineq=nineq+ncsrn+ncsrl;
  342. <a name="l00255"></a>00255 <span class="comment">/* Create array of constraint structures */</span>
  343. <a name="l00256"></a>00256 cs=(<span class="keyword">struct </span>_constraint *)calloc(nineq+neq+1,
  344. <a name="l00257"></a>00257 <span class="keyword">sizeof</span>(<span class="keyword">struct</span> _constraint));
  345. <a name="l00258"></a>00258 <span class="keywordflow">for</span> (i=1; i&lt;=nineq+neq; i++) {
  346. <a name="l00259"></a>00259 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
  347. <a name="l00260"></a>00260 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  348. <a name="l00261"></a>00261 cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].d1bind=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  349. <a name="l00262"></a>00262 }
  350. <a name="l00263"></a>00263 <span class="comment">/* Create parameter structure */</span>
  351. <a name="l00264"></a>00264 _param.x=make_dv(nparam+1);
  352. <a name="l00265"></a>00265 _param.bl=make_dv(nparam);
  353. <a name="l00266"></a>00266 _param.bu=make_dv(nparam);
  354. <a name="l00267"></a>00267 _param.mult=make_dv(nparam+1);
  355. <a name="l00268"></a>00268 param=&amp;_param;
  356. <a name="l00269"></a>00269
  357. <a name="l00270"></a>00270 <span class="comment">/* Initialize, compute the machine precision, etc. */</span>
  358. <a name="l00271"></a>00271 bl=bl-1; bu=bu-1; x=x-1;
  359. <a name="l00272"></a>00272 <span class="keywordflow">for</span> (i=1; i&lt;=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
  360. <a name="l00273"></a>00273 param-&gt;x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
  361. <a name="l00274"></a>00274 param-&gt;bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=bl[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
  362. <a name="l00275"></a>00275 param-&gt;bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=bu[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
  363. <a name="l00276"></a>00276 }
  364. <a name="l00277"></a>00277 param-&gt;cd=cd; <span class="comment">/* Initialize client data */</span>
  365. <a name="l00278"></a>00278 dummy=0.e0;
  366. <a name="l00279"></a>00279 f=f-1; g=g-1; lambda=lambda-1;
  367. <a name="l00280"></a>00280 glob_prnt.iter=0;
  368. <a name="l00281"></a>00281 nstop=1;
  369. <a name="l00282"></a>00282 nn=nineqn+neqn;
  370. <a name="l00283"></a>00283 glob_grd.epsmac=small();
  371. <a name="l00284"></a>00284 tolfea=glob_grd.epsmac*1.e2;
  372. <a name="l00285"></a>00285 bgbnd=bigbnd;
  373. <a name="l00286"></a>00286 glob_grd.rteps=sqrt(glob_grd.epsmac);
  374. <a name="l00287"></a>00287 glob_grd.udelta=udelta;
  375. <a name="l00288"></a>00288 glob_log.rhol_is1=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  376. <a name="l00289"></a>00289 glob_log.get_ne_mult=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  377. <a name="l00290"></a>00290 signeq=make_dv(neqn);
  378. <a name="l00291"></a>00291
  379. <a name="l00292"></a>00292 nob=0;
  380. <a name="l00293"></a>00293 gmax=-bgbnd;
  381. <a name="l00294"></a>00294 glob_prnt.info=0;
  382. <a name="l00295"></a>00295 glob_prnt.iprint=iprint%10;
  383. <a name="l00296"></a>00296 ipp=iprint;
  384. <a name="l00297"></a>00297 glob_prnt.iter_mod=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(iprint-iprint%10,1);
  385. <a name="l00298"></a>00298 glob_prnt.io=stdout;
  386. <a name="l00299"></a>00299 ncnstr=nineq+neq;
  387. <a name="l00300"></a>00300 glob_info.nnineq=nineq;
  388. <a name="l00301"></a>00301 <span class="keywordflow">if</span> (glob_prnt.iprint&gt;0) {
  389. <a name="l00302"></a>00302 fprintf(glob_prnt.io,
  390. <a name="l00303"></a>00303 <span class="stringliteral">&quot;\n\n CFSQP Version 2.5d (Released February 1998) \n&quot;</span>);
  391. <a name="l00304"></a>00304 fprintf(glob_prnt.io,
  392. <a name="l00305"></a>00305 <span class="stringliteral">&quot; Copyright (c) 1993 --- 1998 \n&quot;</span>);
  393. <a name="l00306"></a>00306 fprintf(glob_prnt.io,
  394. <a name="l00307"></a>00307 <span class="stringliteral">&quot; C.T. Lawrence, J.L. Zhou \n&quot;</span>);
  395. <a name="l00308"></a>00308 fprintf(glob_prnt.io,
  396. <a name="l00309"></a>00309 <span class="stringliteral">&quot; and A.L. Tits \n&quot;</span>);
  397. <a name="l00310"></a>00310 fprintf(glob_prnt.io,
  398. <a name="l00311"></a>00311 <span class="stringliteral">&quot; All Rights Reserved \n\n&quot;</span>);
  399. <a name="l00312"></a>00312 }
  400. <a name="l00313"></a>00313 <span class="comment">/*-----------------------------------------------------*/</span>
  401. <a name="l00314"></a>00314 <span class="comment">/* Check the input data */</span>
  402. <a name="l00315"></a>00315 <span class="comment">/*-----------------------------------------------------*/</span>
  403. <a name="l00316"></a>00316 check(nparam,nf,nfsr,&amp;Linfty,nineq,nineqn,neq,neqn,
  404. <a name="l00317"></a>00317 ncsrl,ncsrn,mode,&amp;modem,eps,bgbnd,param);
  405. <a name="l00318"></a>00318 <span class="keywordflow">if</span> (glob_prnt.info==7) {
  406. <a name="l00319"></a>00319 *inform=glob_prnt.info;
  407. <a name="l00320"></a>00320 <span class="keywordflow">return</span>;
  408. <a name="l00321"></a>00321 }
  409. <a name="l00322"></a>00322
  410. <a name="l00323"></a>00323 maxit=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(miter,10*<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nparam,ncnstr)),1000);
  411. <a name="l00324"></a>00324 feasb=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
  412. <a name="l00325"></a>00325 feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
  413. <a name="l00326"></a>00326 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  414. <a name="l00327"></a>00327 nppram=nparam+1;
  415. <a name="l00328"></a>00328
  416. <a name="l00329"></a>00329 <span class="comment">/*-----------------------------------------------------*/</span>
  417. <a name="l00330"></a>00330 <span class="comment">/* Check whether x is within bounds */</span>
  418. <a name="l00331"></a>00331 <span class="comment">/*-----------------------------------------------------*/</span>
  419. <a name="l00332"></a>00332 <span class="keywordflow">for</span> (i=1; i&lt;=<a class="code" href="namespaceTIMEALG.html#ae9d8839642dc910d1e2b4d262f22673d">nparam</a>; i++) {
  420. <a name="l00333"></a>00333 xi=param-&gt;x[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>];
  421. <a name="l00334"></a>00334 <span class="keywordflow">if</span> (param-&gt;bl[i]&lt;=xi &amp;&amp; param-&gt;bu[i]&gt;=xi) <span class="keywordflow">continue</span>;
  422. <a name="l00335"></a>00335 feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  423. <a name="l00336"></a>00336 <span class="keywordflow">break</span>;
  424. <a name="l00337"></a>00337 }
  425. <a name="l00338"></a>00338 nclin=ncnstr-nn;
  426. <a name="l00339"></a>00339 <span class="comment">/*-----------------------------------------------------*/</span>
  427. <a name="l00340"></a>00340 <span class="comment">/* Check whether linear constraints are feasbile */</span>
  428. <a name="l00341"></a>00341 <span class="comment">/*-----------------------------------------------------*/</span>
  429. <a name="l00342"></a>00342 <span class="keywordflow">if</span> (nclin!=0) {
  430. <a name="l00343"></a>00343 <span class="keywordflow">for</span> (i=1; i&lt;=nclin; i++) {
  431. <a name="l00344"></a>00344 j=i+nineqn;
  432. <a name="l00345"></a>00345 <span class="keywordflow">if</span> (j&lt;=nineq) {
  433. <a name="l00346"></a>00346 constr(nparam,j,(param-&gt;x)+1,&amp;gi,param-&gt;cd);
  434. <a name="l00347"></a>00347 <span class="keywordflow">if</span> (gi&gt;glob_grd.epsmac) feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  435. <a name="l00348"></a>00348 } <span class="keywordflow">else</span> {
  436. <a name="l00349"></a>00349 constr(nparam,j+neqn,(param-&gt;x)+1,&amp;gi,param-&gt;cd);
  437. <a name="l00350"></a>00350 <span class="keywordflow">if</span> (fabs(gi)&gt;glob_grd.epsmac) feasbl=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  438. <a name="l00351"></a>00351 }
  439. <a name="l00352"></a>00352 cs[j].val=gi;
  440. <a name="l00353"></a>00353 }
  441. <a name="l00354"></a>00354 }
  442. <a name="l00355"></a>00355 <span class="comment">/*-------------------------------------------------------*/</span>
  443. <a name="l00356"></a>00356 <span class="comment">/* Generate a new point if infeasible */</span>
  444. <a name="l00357"></a>00357 <span class="comment">/*-------------------------------------------------------*/</span>
  445. <a name="l00358"></a>00358 <span class="keywordflow">if</span> (!feasbl) {
  446. <a name="l00359"></a>00359 <span class="keywordflow">if</span> (glob_prnt.iprint&gt;0) {
  447. <a name="l00360"></a>00360 fprintf(glob_prnt.io,
  448. <a name="l00361"></a>00361 <span class="stringliteral">&quot; The given initial point is infeasible for inequality\n&quot;</span>);
  449. <a name="l00362"></a>00362 fprintf(glob_prnt.io,
  450. <a name="l00363"></a>00363 <span class="stringliteral">&quot; constraints and linear equality constraints:\n&quot;</span>);
  451. <a name="l00364"></a>00364 sbout1(glob_prnt.io,nparam,<span class="stringliteral">&quot; &quot;</span>,dummy,
  452. <a name="l00365"></a>00365 param-&gt;x,2,1);
  453. <a name="l00366"></a>00366 prnt=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa8cecfc5c5c054d2875c03e77b7be15d">TRUE</a>;
  454. <a name="l00367"></a>00367 }
  455. <a name="l00368"></a>00368 nctotl=nparam+nclin;
  456. <a name="l00369"></a>00369 lenw=2*nparam*nparam+10*nparam+2*nctotl+1;
  457. <a name="l00370"></a>00370 leniw=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(2*nparam+2*nctotl+3,2*nclin+2*nparam+6);
  458. <a name="l00371"></a>00371 <span class="comment">/*-----------------------------------------------------*/</span>
  459. <a name="l00372"></a>00372 <span class="comment">/* Attempt to generate a point satisfying all linear */</span>
  460. <a name="l00373"></a>00373 <span class="comment">/* constraints. */</span>
  461. <a name="l00374"></a>00374 <span class="comment">/*-----------------------------------------------------*/</span>
  462. <a name="l00375"></a>00375 nrowa=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nclin,1);
  463. <a name="l00376"></a>00376 iw=make_iv(leniw);
  464. <a name="l00377"></a>00377 w=make_dv(lenw);
  465. <a name="l00378"></a>00378 initpt(nparam,nineqn,neq,neqn,nclin,nctotl,nrowa,param,
  466. <a name="l00379"></a>00379 &amp;cs[nineqn],constr,gradcn);
  467. <a name="l00380"></a>00380 free_iv(iw);
  468. <a name="l00381"></a>00381 free_dv(w);
  469. <a name="l00382"></a>00382 <span class="keywordflow">if</span> (glob_prnt.info!=0) {
  470. <a name="l00383"></a>00383 *inform=glob_prnt.info;
  471. <a name="l00384"></a>00384 <span class="keywordflow">return</span>;
  472. <a name="l00385"></a>00385 }
  473. <a name="l00386"></a>00386 }
  474. <a name="l00387"></a>00387 indxob=make_iv(<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(nineq+neq,nf));
  475. <a name="l00388"></a>00388 indxcn=make_iv(nineq+neq);
  476. <a name="l00389"></a>00389 L510:
  477. <a name="l00390"></a>00390 <span class="keywordflow">if</span> (glob_prnt.info!=-1) {
  478. <a name="l00391"></a>00391 <span class="keywordflow">for</span> (i=1; i&lt;=nineqn; i++) {
  479. <a name="l00392"></a>00392 constr(nparam,i,(param-&gt;x)+1,&amp;(cs[i].val),param-&gt;cd);
  480. <a name="l00393"></a>00393 <span class="keywordflow">if</span> (cs[i].val&gt;0.e0)
  481. <a name="l00394"></a>00394 feasb=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  482. <a name="l00395"></a>00395 }
  483. <a name="l00396"></a>00396 glob_info.ncallg=nineqn;
  484. <a name="l00397"></a>00397 <span class="keywordflow">if</span> (!feasb) {
  485. <a name="l00398"></a>00398 <span class="comment">/* Create array of objective structures for Phase 1 */</span>
  486. <a name="l00399"></a>00399 ob=(<span class="keyword">struct </span>_objective *)calloc(nineqn+1,
  487. <a name="l00400"></a>00400 <span class="keyword">sizeof</span>(<span class="keyword">struct</span> _objective));
  488. <a name="l00401"></a>00401 <span class="keywordflow">for</span> (i=1; i&lt;=nineqn; i++) {
  489. <a name="l00402"></a>00402 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
  490. <a name="l00403"></a>00403 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  491. <a name="l00404"></a>00404 }
  492. <a name="l00405"></a>00405 <span class="keywordflow">for</span> (i=1; i&lt;=nineqn; i++) {
  493. <a name="l00406"></a>00406 nob++;
  494. <a name="l00407"></a>00407 indxob[nob]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
  495. <a name="l00408"></a>00408 ob[nob].val=cs[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].val;
  496. <a name="l00409"></a>00409 gmax=<a class="code" href="utility_2old_2CFSQP_2ver__1_2cfsqp_8h.html#af037b35754d7ec5fc853e97112b7e6db">DMAX1</a>(gmax,ob[nob].val);
  497. <a name="l00410"></a>00410 }
  498. <a name="l00411"></a>00411 <span class="keywordflow">for</span> (i=1; i&lt;=nineq-nineqn; i++)
  499. <a name="l00412"></a>00412 indxcn[i]=nineqn+i;
  500. <a name="l00413"></a>00413 <span class="keywordflow">for</span> (i=1; i&lt;=neq-neqn; i++)
  501. <a name="l00414"></a>00414 indxcn[i+nineq-nineqn]=nineq+neqn+i;
  502. <a name="l00415"></a>00415 <span class="keywordflow">goto</span> L605;
  503. <a name="l00416"></a>00416 }
  504. <a name="l00417"></a>00417 }
  505. <a name="l00418"></a>00418
  506. <a name="l00419"></a>00419 <span class="comment">/* Create array of objective structures for Phase 2 and */</span>
  507. <a name="l00420"></a>00420 <span class="comment">/* initialize. */</span>
  508. <a name="l00421"></a>00421 ob=(<span class="keyword">struct </span>_objective *)calloc(nf+1,<span class="keyword">sizeof</span>(<span class="keyword">struct</span> _objective));
  509. <a name="l00422"></a>00422 <span class="keywordflow">for</span> (i=1; i&lt;=nf; i++) {
  510. <a name="l00423"></a>00423 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].grad=make_dv(nparam);
  511. <a name="l00424"></a>00424 ob[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>].act_sip=<a class="code" href="MDO_2optimizationModule_2optimizers_2algorithms_2cfsqp_2cfsqp_8h.html#aa93f0eb578d23995850d61f7d61c55c1">FALSE</a>;
  512. <a name="l00425"></a>00425 }
  513. <a name="l00426"></a>00426 <span class="keywordflow">for</span> (i=1; i&lt;=nineqn; i++) {
  514. <a name="l00427"></a>00427 indxcn[<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>;
  515. <a name="l00428"></a>00428 }
  516. <a name="l00429"></a>00429 <span class="keywordflow">for</span> (i=1; i&lt;=neq-neqn; i++)
  517. <a name="l00430"></a>00430 cs[i+nineq+neqn].val=cs[i+nineq].val;
  518. <a name="l00431"></a>00431 <span class="keywordflow">for</span> (i=1; i&lt;=neqn; i++) {
  519. <a name="l00432"></a>00432 j=i+nineq;
  520. <a name="l00433"></a>00433 constr(nparam,j,(param-&gt;x)+1,&amp;(cs[j].val),param-&gt;cd);
  521. <a name="l00434"></a>00434 indxcn[nineqn+<a class="code" href="namespaceCPPL.html#aca67a31b860a54cc09b2519953aa2b39">i</a>]=j;
  522. <a name="l00435"></a>00435 }
  523. <a name="l00436"></a>00436 <span class="keywordflow">for</span> (i=1; i&lt;=nineq-nineqn; i++)
  524. <a name="l00437"></a>00437 indxcn[i+nn]=nineqn+i;
  525. <a name="l00438"></a>00438 <span class="…

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