****************************************************************************** * brown and dennis function * more, garbow, and hillstrom, acm toms vol. 7 no. 1 (march 1981) 17-41 ****************************************************************************** subroutine getfun( x, n, f, m, ftf, fj, lfj, g, mode) implicit double precision (a-h,o-z) integer n, m, lfj, mode double precision x(n), f(m), ftf, fj(lfj,n), g(n) common /PROBLM/ nprob, nprobs, nstart, nstrts common /IOUNIT/ nout logical lf, lj integer na, nb, nc, nd, nt, nh integer i, j double precision x1, x2, x3, x4 double precision f1, f3, ei, ci, si, ti double precision ddot intrinsic dble, exp, cos, sin double precision zero, one, two, point2 parameter (zero = 0.d0, one = 1.d0, two = 2.d0) parameter (point2 = .2d0) *======================================================================= if (mode .eq. 0) goto 20 if (mode .eq. -1) goto 10 if (mode .eq. -2) goto 30 x1 = x(1) x2 = x(2) x3 = x(3) x4 = x(4) na = mode / 1000 nt = mode - na*1000 nb = nt / 100 nh = nt - nb*100 nc = nh / 10 nd = nh - nc*10 lf = (na .ne. 0) .or. (nb .ne. 0) .or. (nd .ne. 0) lj = (nc .ne. 0) .or. (nd .ne. 0) if (lf .and. lj) goto 300 if (lf) goto 100 if (lj) goto 200 *----------------------------------------------------------------------- 10 continue nprobs = 1 nstrts = 1 n = 4 m = 20 if (nout .gt. 0) write( nout, 9999) n, m return *----------------------------------------------------------------------- 20 continue x(1) = 25.d0 x(2) = 5.d0 x(3) = -5.d0 x(4) = -1.d0 return *----------------------------------------------------------------------- 30 continue ftf = 8.58222d+4 return *----------------------------------------------------------------------- 100 continue do 110 i = 1, m ti = dble(i)*point2 ei = exp(ti) si = sin(ti) ci = cos(ti) f(i) = (x1 + ti*x2 - ei)**2 + (x3 + x4*si - ci)**2 110 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) return 200 continue do 210 i = 1, m ti = dble(i)*point2 ei = exp(ti) si = sin(ti) ci = cos(ti) f1 = two*(x1 + ti*x2 - ei) f3 = two*(x3 + x4*si - ci) fj( i, 1) = f1 fj( i, 2) = f1 * ti fj( i, 3) = f3 fj( i, 4) = f3 * si 210 continue return 300 continue do 310 i = 1, m ti = dble(i)*point2 ei = exp(ti) si = sin(ti) ci = cos(ti) f1 = two*(x1 + ti*x2 - ei) f3 = two*(x3 + x4*si - ci) f(i) = (x1 + ti*x2 - ei)**2 + (x3 + x4*si - ci)**2 fj( i, 1) = f1 fj( i, 2) = f1 * ti fj( i, 3) = f3 fj( i, 4) = f3 * si 310 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) if (nd .eq. 0) return do 320 j = 1, n g(j) = ddot( m, fj( 1, j), 1, f, 1) 320 continue return 9999 format(/'1',70('=')//, *' brown and dennis function (more et al.) '//, *' number of variables =', i4, ' ( 4 )'/, *' number of functions =', i4, ' ( >= 4 )'//, * ' ',70('=')/) end ************************************************************************ ************************************************************************ subroutine dfjdxk( k, x, n, dfj, ldfj, m, nonzro) implicit double precision (a-h,o-z) integer k, n, ldfj, m, nonzro(n) double precision x(n), dfj(ldfj,n) integer i double precision ti, t2, si, s2 intrinsic dble, sin double precision zero, two, point2 parameter (zero = 0.d0, two = 2.d0, point2 = .2d0) *======================================================================= goto ( 210, 220, 230, 240), k 210 continue nonzro(1) = 1 nonzro(2) = 1 nonzro(3) = 0 nonzro(4) = 0 do 215 i = 1, m ti = point2*dble(i) dfj( i, 1) = two dfj( i, 2) = two*ti dfj( i, 3) = zero dfj( i, 4) = zero 215 continue return 220 continue nonzro(1) = 1 nonzro(2) = 1 nonzro(3) = 0 nonzro(4) = 0 do 225 i = 1, m ti = point2*dble(i) t2 = two*ti dfj( i, 1) = t2 dfj( i, 2) = t2*ti dfj( i, 3) = zero dfj( i, 4) = zero 225 continue return 230 continue nonzro(1) = 0 nonzro(2) = 0 nonzro(3) = 1 nonzro(4) = 1 do 235 i = 1, m ti = point2*dble(i) si = sin(ti) dfj( i, 1) = zero dfj( i, 2) = zero dfj( i, 3) = two dfj( i, 4) = two*si 235 continue return 240 continue nonzro(1) = 0 nonzro(2) = 0 nonzro(3) = 1 nonzro(4) = 1 do 245 i = 1, m ti = point2*dble(i) si = sin(ti) s2 = two*si dfj( i, 1) = zero dfj( i, 2) = zero dfj( i, 3) = s2 dfj( i, 4) = s2*si 245 continue return end ************************************************************************ ************************************************************************ subroutine dfkdij( k, x, n, hess, lhess, linear) implicit double precision (a-h,o-z) logical linear integer k, n, lhess double precision x(n), hess(lhess,n) double precision tk, t2, sk, s2 intrinsic dble, sin double precision zero, two, point2 parameter (zero = 0.d0, two = 2.d0, point2 = .2d0) *======================================================================= linear = .false. tk = point2*dble(k) sk = sin(tk) t2 = two*tk s2 = two*sk hess(1,1) = two hess(1,2) = t2 hess(1,3) = zero hess(1,4) = zero hess(2,1) = hess(1,2) hess(2,2) = t2*tk hess(2,3) = zero hess(2,4) = zero hess(3,1) = zero hess(3,2) = zero hess(3,3) = two hess(3,4) = s2 hess(4,1) = zero hess(4,2) = zero hess(4,3) = hess(3,4) hess(4,4) = s2*sk return end