123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816817818819820821822823824825826827828829830831832833834835836837838839840841842843844845846847848849850851852853854855856857858859860861862863864865866867868869870871872873874875876877878879880881882883884885886887888889890891892893894895896897898899900901902903904905906907908909910911912913914915916917918919920921922923924925926927928929930931932933934935936937938939940941942943944945946947948949950951952953954955956957958959960961962963964965966967968969970971972973974975976977978979980981982983984985986987988989990991992993994995996997998999100010011002100310041005100610071008100910101011101210131014101510161017101810191020102110221023102410251026102710281029103010311032103310341035103610371038103910401041104210431044104510461047104810491050105110521053105410551056105710581059106010611062106310641065106610671068106910701071107210731074107510761077107810791080108110821083108410851086108710881089109010911092109310941095109610971098109911001101110211031104110511061107110811091110111111121113111411151116111711181119112011211122112311241125112611271128112911301131113211331134113511361137113811391140114111421143114411451146114711481149115011511152115311541155115611571158115911601161116211631164116511661167116811691170117111721173117411751176117711781179118011811182118311841185118611871188118911901191119211931194119511961197119811991200120112021203120412051206120712081209121012111212121312141215121612171218121912201221122212231224122512261227122812291230123112321233123412351236123712381239124012411242124312441245124612471248124912501251125212531254125512561257125812591260126112621263126412651266126712681269127012711272127312741275127612771278127912801281128212831284128512861287128812891290129112921293129412951296129712981299130013011302130313041305130613071308130913101311131213131314131513161317131813191320132113221323132413251326132713281329133013311332133313341335133613371338133913401341134213431344134513461347134813491350135113521353135413551356135713581359136013611362136313641365136613671368136913701371137213731374137513761377137813791380138113821383138413851386138713881389139013911392139313941395139613971398139914001401140214031404140514061407140814091410141114121413141414151416141714181419142014211422142314241425142614271428142914301431143214331434143514361437143814391440144114421443144414451446144714481449145014511452145314541455145614571458145914601461146214631464146514661467146814691470147114721473147414751476147714781479148014811482148314841485148614871488148914901491149214931494149514961497149814991500150115021503150415051506150715081509151015111512151315141515151615171518151915201521152215231524152515261527152815291530153115321533153415351536153715381539154015411542154315441545154615471548154915501551155215531554155515561557155815591560156115621563156415651566156715681569157015711572157315741575157615771578157915801581158215831584158515861587158815891590159115921593159415951596159715981599160016011602160316041605160616071608160916101611161216131614161516161617161816191620162116221623162416251626162716281629163016311632163316341635163616371638163916401641164216431644164516461647164816491650165116521653165416551656165716581659166016611662166316641665166616671668166916701671167216731674167516761677167816791680168116821683 |
- *DECK DSPLP
- SUBROUTINE DSPLP (DUSRMT, MRELAS, NVARS, COSTS, PRGOPT, DATTRV,
- + BL, BU, IND, INFO, PRIMAL, DUALS, IBASIS, WORK, LW, IWORK, LIW)
- C***BEGIN PROLOGUE DSPLP
- C***PURPOSE Solve linear programming problems involving at
- C most a few thousand constraints and variables.
- C Takes advantage of sparsity in the constraint matrix.
- C***LIBRARY SLATEC
- C***CATEGORY G2A2
- C***TYPE DOUBLE PRECISION (SPLP-S, DSPLP-D)
- C***KEYWORDS LINEAR CONSTRAINTS, LINEAR OPTIMIZATION,
- C LINEAR PROGRAMMING, LP, SPARSE CONSTRAINTS
- C***AUTHOR Hanson, R. J., (SNLA)
- C Hiebert, K. L., (SNLA)
- C***DESCRIPTION
- C
- C These are the short usage instructions; for details about
- C other features, options and methods for defining the matrix
- C A, see the extended usage instructions which are contained in
- C the Long Description section below.
- C
- C |------------|
- C |Introduction|
- C |------------|
- C The subprogram DSPLP( ) solves a linear optimization problem.
- C The problem statement is as follows
- C
- C minimize (transpose of costs)*x
- C subject to A*x=w.
- C
- C The entries of the unknowns x and w may have simple lower or
- C upper bounds (or both), or be free to take on any value. By
- C setting the bounds for x and w, the user is imposing the con-
- C straints of the problem. The matrix A has MRELAS rows and
- C NVARS columns. The vectors costs, x, and w respectively
- C have NVARS, NVARS, and MRELAS number of entries.
- C
- C The input for the problem includes the problem dimensions,
- C MRELAS and NVARS, the array COSTS(*), data for the matrix
- C A, and the bound information for the unknowns x and w, BL(*),
- C BU(*), and IND(*). Only the nonzero entries of the matrix A
- C are passed to DSPLP( ).
- C
- C The output from the problem (when output flag INFO=1) includes
- C optimal values for x and w in PRIMAL(*), optimal values for
- C dual variables of the equations A*x=w and the simple bounds
- C on x in DUALS(*), and the indices of the basic columns,
- C IBASIS(*).
- C
- C |------------------------------|
- C |Fortran Declarations Required:|
- C |------------------------------|
- C
- C DIMENSION COSTS(NVARS),PRGOPT(*),DATTRV(*),
- C *BL(NVARS+MRELAS),BU(NVARS+MRELAS),IND(NVARS+MRELAS),
- C *PRIMAL(NVARS+MRELAS),DUALS(MRELAS+NVARS),IBASIS(NVARS+MRELAS),
- C *WORK(LW),IWORK(LIW)
- C
- C EXTERNAL DUSRMT
- C
- C The dimensions of PRGOPT(*) and DATTRV(*) must be at least 1.
- C The exact lengths will be determined by user-required options and
- C data transferred to the subprogram DUSRMT( ).
- C
- C The values of LW and LIW, the lengths of the arrays WORK(*)
- C and IWORK(*), must satisfy the inequalities
- C
- C LW .GE. 4*NVARS+ 8*MRELAS+LAMAT+ LBM
- C LIW.GE. NVARS+11*MRELAS+LAMAT+2*LBM
- C
- C It is an error if they do not both satisfy these inequalities.
- C (The subprogram will inform the user of the required lengths
- C if either LW or LIW is wrong.) The values of LAMAT and LBM
- C nominally are
- C
- C LAMAT=4*NVARS+7
- C and LBM =8*MRELAS
- C
- C LAMAT determines the length of the sparse matrix storage area.
- C The value of LBM determines the amount of storage available
- C to decompose and update the active basis matrix.
- C
- C |------|
- C |Input:|
- C |------|
- C
- C MRELAS,NVARS
- C ------------
- C These parameters are respectively the number of constraints (the
- C linear relations A*x=w that the unknowns x and w are to satisfy)
- C and the number of entries in the vector x. Both must be .GE. 1.
- C Other values are errors.
- C
- C COSTS(*)
- C --------
- C The NVARS entries of this array are the coefficients of the
- C linear objective function. The value COSTS(J) is the
- C multiplier for variable J of the unknown vector x. Each
- C entry of this array must be defined.
- C
- C DUSRMT
- C ------
- C This is the name of a specific subprogram in the DSPLP( ) package
- C used to define the matrix A. In this usage mode of DSPLP( )
- C the user places the nonzero entries of A in the
- C array DATTRV(*) as given in the description of that parameter.
- C The name DUSRMT must appear in a Fortran EXTERNAL statement.
- C
- C DATTRV(*)
- C ---------
- C The array DATTRV(*) contains data for the matrix A as follows:
- C Each column (numbered J) requires (floating point) data con-
- C sisting of the value (-J) followed by pairs of values. Each pair
- C consists of the row index immediately followed by the value
- C of the matrix at that entry. A value of J=0 signals that there
- C are no more columns. The required length of
- C DATTRV(*) is 2*no. of nonzeros + NVARS + 1.
- C
- C BL(*),BU(*),IND(*)
- C ------------------
- C The values of IND(*) are input parameters that define
- C the form of the bounds for the unknowns x and w. The values for
- C the bounds are found in the arrays BL(*) and BU(*) as follows.
- C
- C For values of J between 1 and NVARS,
- C if IND(J)=1, then X(J) .GE. BL(J); BU(J) is not used.
- C if IND(J)=2, then X(J) .LE. BU(J); BL(J) is not used.
- C if IND(J)=3, then BL(J) .LE. X(J) .LE. BU(J),(BL(J)=BU(J) ok)
- C if IND(J)=4, then X(J) is free to have any value,
- C and BL(J), BU(J) are not used.
- C
- C For values of I between NVARS+1 and NVARS+MRELAS,
- C if IND(I)=1, then W(I-NVARS) .GE. BL(I); BU(I) is not used.
- C if IND(I)=2, then W(I-NVARS) .LE. BU(I); BL(I) is not used.
- C if IND(I)=3, then BL(I) .LE. W(I-NVARS) .LE. BU(I),
- C (BL(I)=BU(I) is ok).
- C if IND(I)=4, then W(I-NVARS) is free to have any value,
- C and BL(I), BU(I) are not used.
- C
- C A value of IND(*) not equal to 1,2,3 or 4 is an error. When
- C IND(I)=3, BL(I) must be .LE. BU(I). The condition BL(I).GT.
- C BU(I) indicates infeasibility and is an error.
- C
- C PRGOPT(*)
- C ---------
- C This array is used to redefine various parameters within DSPLP( ).
- C Frequently, perhaps most of the time, a user will be satisfied
- C and obtain the solutions with no changes to any of these
- C parameters. To try this, simply set PRGOPT(1)=1.D0.
- C
- C For users with more sophisticated needs, DSPLP( ) provides several
- C options that may be used to take advantage of more detailed
- C knowledge of the problem or satisfy other utilitarian needs.
- C The complete description of how to use this option array to
- C utilize additional subprogram features is found under the
- C heading of DSPLP( ) Subprogram Options in the Extended
- C Usage Instructions.
- C
- C Briefly, the user should note the following value of the parameter
- C KEY and the corresponding task or feature desired before turning
- C to that document.
- C
- C Value Brief Statement of Purpose for Option
- C of KEY
- C ------ -------------------------------------
- C 50 Change from a minimization problem to a
- C maximization problem.
- C 51 Change the amount of printed output.
- C Normally, no printed output is obtained.
- C 52 Redefine the line length and precision used
- C for the printed output.
- C 53 Redefine the values of LAMAT and LBM that
- C were discussed above under the heading
- C Fortran Declarations Required.
- C 54 Redefine the unit number where pages of the sparse
- C data matrix A are stored. Normally, the unit
- C number is 1.
- C 55 A computation, partially completed, is
- C being continued. Read the up-to-date
- C partial results from unit number 2.
- C 56 Redefine the unit number where the partial results
- C are stored. Normally, the unit number is 2.
- C 57 Save partial results on unit 2 either after
- C maximum iterations or at the optimum.
- C 58 Redefine the value for the maximum number of
- C iterations. Normally, the maximum number of
- C iterations is 3*(NVARS+MRELAS).
- C 59 Provide DSPLP( ) with a starting (feasible)
- C nonsingular basis. Normally, DSPLP( ) starts
- C with the identity matrix columns corresponding
- C to the vector w.
- C 60 The user has provided scale factors for the
- C columns of A. Normally, DSPLP( ) computes scale
- C factors that are the reciprocals of the max. norm
- C of each column.
- C 61 The user has provided a scale factor
- C for the vector costs. Normally, DSPLP( ) computes
- C a scale factor equal to the reciprocal of the
- C max. norm of the vector costs after the column
- C scaling for the data matrix has been applied.
- C 62 Size parameters, namely the smallest and
- C largest magnitudes of nonzero entries in
- C the matrix A, are provided. Values noted
- C outside this range are to be considered errors.
- C 63 Redefine the tolerance required in
- C evaluating residuals for feasibility.
- C Normally, this value is set to RELPR,
- C where RELPR = relative precision of the arithmetic.
- C 64 Change the criterion for bringing new variables
- C into the basis from the steepest edge (best
- C local move) to the minimum reduced cost.
- C 65 Redefine the value for the number of iterations
- C between recalculating the error in the primal
- C solution. Normally, this value is equal to ten.
- C 66 Perform "partial pricing" on variable selection.
- C Redefine the value for the number of negative
- C reduced costs to compute (at most) when finding
- C a variable to enter the basis. Normally this
- C value is set to NVARS. This implies that no
- C "partial pricing" is used.
- C 67 Adjust the tuning factor (normally one) to apply
- C to the primal and dual error estimates.
- C 68 Pass information to the subprogram DFULMT(),
- C provided with the DSPLP() package, so that a Fortran
- C two-dimensional array can be used as the argument
- C DATTRV(*).
- C 69 Pass an absolute tolerance to use for the feasibility
- C test when the usual relative error test indicates
- C infeasibility. The nominal value of this tolerance,
- C TOLABS, is zero.
- C
- C
- C |---------------|
- C |Working Arrays:|
- C |---------------|
- C
- C WORK(*),LW,
- C IWORK(*),LIW
- C ------------
- C The arrays WORK(*) and IWORK(*) are respectively floating point
- C and type INTEGER working arrays for DSPLP( ) and its
- C subprograms. The lengths of these arrays are respectively
- C LW and LIW. These parameters must satisfy the inequalities
- C noted above under the heading "Fortran Declarations Required:"
- C It is an error if either value is too small.
- C
- C |----------------------------|
- C |Input/Output files required:|
- C |----------------------------|
- C
- C Fortran unit 1 is used by DSPLP( ) to store the sparse matrix A
- C out of high-speed memory. A crude
- C upper bound for the amount of information written on unit 1
- C is 6*nz, where nz is the number of nonzero entries in A.
- C
- C |-------|
- C |Output:|
- C |-------|
- C
- C INFO,PRIMAL(*),DUALS(*)
- C -----------------------
- C The integer flag INFO indicates why DSPLP( ) has returned to the
- C user. If INFO=1 the solution has been computed. In this case
- C X(J)=PRIMAL(J) and W(I)=PRIMAL(I+NVARS). The dual variables
- C for the equations A*x=w are in the array DUALS(I)=dual for
- C equation number I. The dual value for the component X(J) that
- C has an upper or lower bound (or both) is returned in
- C DUALS(J+MRELAS). The only other values for INFO are .LT. 0.
- C The meaning of these values can be found by reading
- C the diagnostic message in the output file, or by looking for
- C error number = (-INFO) in the Extended Usage Instructions
- C under the heading:
- C
- C List of DSPLP( ) Error and Diagnostic Messages.
- C
- C BL(*),BU(*),IND(*)
- C ------------------
- C These arrays are output parameters only under the (unusual)
- C circumstances where the stated problem is infeasible, has an
- C unbounded optimum value, or both. These respective conditions
- C correspond to INFO=-1,-2 or -3. See the Extended
- C Usage Instructions for further details.
- C
- C IBASIS(I),I=1,...,MRELAS
- C ------------------------
- C This array contains the indices of the variables that are
- C in the active basis set at the solution (INFO=1). A value
- C of IBASIS(I) between 1 and NVARS corresponds to the variable
- C X(IBASIS(I)). A value of IBASIS(I) between NVARS+1 and NVARS+
- C MRELAS corresponds to the variable W(IBASIS(I)-NVARS).
- C
- C *Long Description:
- C
- C SUBROUTINE DSPLP(DUSRMT,MRELAS,NVARS,COSTS,PRGOPT,DATTRV,
- C * BL,BU,IND,INFO,PRIMAL,DUALS,IBASIS,WORK,LW,IWORK,LIW)
- C
- C |------------|
- C |Introduction|
- C |------------|
- C The subprogram DSPLP( ) solves a linear optimization problem.
- C The problem statement is as follows
- C
- C minimize (transpose of costs)*x
- C subject to A*x=w.
- C
- C The entries of the unknowns x and w may have simple lower or
- C upper bounds (or both), or be free to take on any value. By
- C setting the bounds for x and w, the user is imposing the con-
- C straints of the problem.
- C
- C (The problem may also be stated as a maximization
- C problem. This is done by means of input in the option array
- C PRGOPT(*).) The matrix A has MRELAS rows and NVARS columns. The
- C vectors costs, x, and w respectively have NVARS, NVARS, and
- C MRELAS number of entries.
- C
- C The input for the problem includes the problem dimensions,
- C MRELAS and NVARS, the array COSTS(*), data for the matrix
- C A, and the bound information for the unknowns x and w, BL(*),
- C BU(*), and IND(*).
- C
- C The output from the problem (when output flag INFO=1) includes
- C optimal values for x and w in PRIMAL(*), optimal values for
- C dual variables of the equations A*x=w and the simple bounds
- C on x in DUALS(*), and the indices of the basic columns in
- C IBASIS(*).
- C
- C |------------------------------|
- C |Fortran Declarations Required:|
- C |------------------------------|
- C
- C DIMENSION COSTS(NVARS),PRGOPT(*),DATTRV(*),
- C *BL(NVARS+MRELAS),BU(NVARS+MRELAS),IND(NVARS+MRELAS),
- C *PRIMAL(NVARS+MRELAS),DUALS(MRELAS+NVARS),IBASIS(NVARS+MRELAS),
- C *WORK(LW),IWORK(LIW)
- C
- C EXTERNAL DUSRMT (or 'NAME', if user provides the subprogram)
- C
- C The dimensions of PRGOPT(*) and DATTRV(*) must be at least 1.
- C The exact lengths will be determined by user-required options and
- C data transferred to the subprogram DUSRMT( ) ( or 'NAME').
- C
- C The values of LW and LIW, the lengths of the arrays WORK(*)
- C and IWORK(*), must satisfy the inequalities
- C
- C LW .GE. 4*NVARS+ 8*MRELAS+LAMAT+ LBM
- C LIW.GE. NVARS+11*MRELAS+LAMAT+2*LBM
- C
- C It is an error if they do not both satisfy these inequalities.
- C (The subprogram will inform the user of the required lengths
- C if either LW or LIW is wrong.) The values of LAMAT and LBM
- C nominally are
- C
- C LAMAT=4*NVARS+7
- C and LBM =8*MRELAS
- C
- C These values will be as shown unless the user changes them by
- C means of input in the option array PRGOPT(*). The value of LAMAT
- C determines the length of the sparse matrix "staging" area.
- C For reasons of efficiency the user may want to increase the value
- C of LAMAT. The value of LBM determines the amount of storage
- C available to decompose and update the active basis matrix.
- C Due to exhausting the working space because of fill-in,
- C it may be necessary for the user to increase the value of LBM.
- C (If this situation occurs an informative diagnostic is printed
- C and a value of INFO=-28 is obtained as an output parameter.)
- C
- C |------|
- C |Input:|
- C |------|
- C
- C MRELAS,NVARS
- C ------------
- C These parameters are respectively the number of constraints (the
- C linear relations A*x=w that the unknowns x and w are to satisfy)
- C and the number of entries in the vector x. Both must be .GE. 1.
- C Other values are errors.
- C
- C COSTS(*)
- C --------
- C The NVARS entries of this array are the coefficients of the
- C linear objective function. The value COSTS(J) is the
- C multiplier for variable J of the unknown vector x. Each
- C entry of this array must be defined. This array can be changed
- C by the user between restarts. See options with KEY=55,57 for
- C details of checkpointing and restarting.
- C
- C DUSRMT
- C ------
- C This is the name of a specific subprogram in the DSPLP( ) package
- C that is used to define the matrix entries when this data is passed
- C to DSPLP( ) as a linear array. In this usage mode of DSPLP( )
- C the user gives information about the nonzero entries of A
- C in DATTRV(*) as given under the description of that parameter.
- C The name DUSRMT must appear in a Fortran EXTERNAL statement.
- C Users who are passing the matrix data with DUSRMT( ) can skip
- C directly to the description of the input parameter DATTRV(*).
- C Also see option 68 for passing the constraint matrix data using
- C a standard Fortran two-dimensional array.
- C
- C If the user chooses to provide a subprogram 'NAME'( ) to
- C define the matrix A, then DATTRV(*) may be used to pass floating
- C point data from the user's program unit to the subprogram
- C 'NAME'( ). The content of DATTRV(*) is not changed in any way.
- C
- C The subprogram 'NAME'( ) can be of the user's choice
- C but it must meet Fortran standards and it must appear in a
- C Fortran EXTERNAL statement. The first statement of the subprogram
- C has the form
- C
- C SUBROUTINE 'NAME'(I,J,AIJ, INDCAT, PRGOPT, DATTRV, IFLAG)
- C
- C The variables I,J, INDCAT, IFLAG(10) are type INTEGER,
- C while AIJ, PRGOPT(*),DATTRV(*) are type REAL.
- C
- C The user interacts with the contents of IFLAG(*) to
- C direct the appropriate action. The algorithmic steps are
- C as follows.
- C
- C Test IFLAG(1).
- C
- C IF(IFLAG(1).EQ.1) THEN
- C
- C Initialize the necessary pointers and data
- C for defining the matrix A. The contents
- C of IFLAG(K), K=2,...,10, may be used for
- C storage of the pointers. This array remains intact
- C between calls to 'NAME'( ) by DSPLP( ).
- C RETURN
- C
- C END IF
- C
- C IF(IFLAG(1).EQ.2) THEN
- C
- C Define one set of values for I,J,AIJ, and INDCAT.
- C Each nonzero entry of A must be defined this way.
- C These values can be defined in any convenient order.
- C (It is most efficient to define the data by
- C columns in the order 1,...,NVARS; within each
- C column define the entries in the order 1,...,MRELAS.)
- C If this is the last matrix value to be
- C defined or updated, then set IFLAG(1)=3.
- C (When I and J are positive and respectively no larger
- C than MRELAS and NVARS, the value of AIJ is used to
- C define (or update) row I and column J of A.)
- C RETURN
- C
- C END IF
- C
- C END
- C
- C Remarks: The values of I and J are the row and column
- C indices for the nonzero entries of the matrix A.
- C The value of this entry is AIJ.
- C Set INDCAT=0 if this value defines that entry.
- C Set INDCAT=1 if this entry is to be updated,
- C new entry=old entry+AIJ.
- C A value of I not between 1 and MRELAS, a value of J
- C not between 1 and NVARS, or a value of INDCAT
- C not equal to 0 or 1 are each errors.
- C
- C The contents of IFLAG(K), K=2,...,10, can be used to
- C remember the status (of the process of defining the
- C matrix entries) between calls to 'NAME'( ) by DSPLP( ).
- C On entry to 'NAME'( ), only the values 1 or 2 will be
- C in IFLAG(1). More than 2*NVARS*MRELAS definitions of
- C the matrix elements is considered an error because
- C it suggests an infinite loop in the user-written
- C subprogram 'NAME'( ). Any matrix element not
- C provided by 'NAME'( ) is defined to be zero.
- C
- C The REAL arrays PRGOPT(*) and DATTRV(*) are passed as
- C arguments directly from DSPLP( ) to 'NAME'( ).
- C The array PRGOPT(*) contains any user-defined program
- C options. In this usage mode the array DATTRV(*) may
- C now contain any (type REAL) data that the user needs
- C to define the matrix A. Both arrays PRGOPT(*) and
- C DATTRV(*) remain intact between calls to 'NAME'( )
- C by DSPLP( ).
- C Here is a subprogram that communicates the matrix values for A,
- C as represented in DATTRV(*), to DSPLP( ). This subprogram,
- C called DUSRMT( ), is included as part of the DSPLP( ) package.
- C This subprogram 'decodes' the array DATTRV(*) and defines the
- C nonzero entries of the matrix A for DSPLP( ) to store. This
- C listing is presented here as a guide and example
- C for the users who find it necessary to write their own subroutine
- C for this purpose. The contents of DATTRV(*) are given below in
- C the description of that parameter.
- C
- C SUBROUTINE DUSRMT(I,J,AIJ, INDCAT,PRGOPT,DATTRV,IFLAG)
- C DIMENSION PRGOPT(*),DATTRV(*),IFLAG(10)
- C
- C IF(IFLAG(1).EQ.1) THEN
- C
- C THIS IS THE INITIALIZATION STEP. THE VALUES OF IFLAG(K),K=2,3,4,
- C ARE RESPECTIVELY THE COLUMN INDEX, THE ROW INDEX (OR THE NEXT COL.
- C INDEX), AND THE POINTER TO THE MATRIX ENTRY'S VALUE WITHIN
- C DATTRV(*). ALSO CHECK (DATTRV(1)=0.) SIGNIFYING NO DATA.
- C IF(DATTRV(1).EQ.0.) THEN
- C I = 0
- C J = 0
- C IFLAG(1) = 3
- C ELSE
- C IFLAG(2)=-DATTRV(1)
- C IFLAG(3)= DATTRV(2)
- C IFLAG(4)= 3
- C END IF
- C
- C RETURN
- C ELSE
- C J=IFLAG(2)
- C I=IFLAG(3)
- C L=IFLAG(4)
- C IF(I.EQ.0) THEN
- C
- C SIGNAL THAT ALL OF THE NONZERO ENTRIES HAVE BEEN DEFINED.
- C IFLAG(1)=3
- C RETURN
- C ELSE IF(I.LT.0) THEN
- C
- C SIGNAL THAT A SWITCH IS MADE TO A NEW COLUMN.
- C J=-I
- C I=DATTRV(L)
- C L=L+1
- C END IF
- C
- C AIJ=DATTRV(L)
- C
- C UPDATE THE INDICES AND POINTERS FOR THE NEXT ENTRY.
- C IFLAG(2)=J
- C IFLAG(3)=DATTRV(L+1)
- C IFLAG(4)=L+2
- C
- C INDCAT=0 DENOTES THAT ENTRIES OF THE MATRIX ARE ASSIGNED THE
- C VALUES FROM DATTRV(*). NO ACCUMULATION IS PERFORMED.
- C INDCAT=0
- C RETURN
- C END IF
- C END
- C
- C DATTRV(*)
- C ---------
- C If the user chooses to use the provided subprogram DUSRMT( ) then
- C the array DATTRV(*) contains data for the matrix A as follows:
- C Each column (numbered J) requires (floating point) data con-
- C sisting of the value (-J) followed by pairs of values. Each pair
- C consists of the row index immediately followed by the value
- C of the matrix at that entry. A value of J=0 signals that there
- C are no more columns. (See "Example of DSPLP( ) Usage," below.)
- C The dimension of DATTRV(*) must be 2*no. of nonzeros
- C + NVARS + 1 in this usage. No checking of the array
- C length is done by the subprogram package.
- C
- C If the Save/Restore feature is in use (see options with
- C KEY=55,57 for details of checkpointing and restarting)
- C DUSRMT( ) can be used to redefine entries of the matrix.
- C The matrix entries are redefined or overwritten. No accum-
- C ulation is performed.
- C Any other nonzero entry of A, defined in a previous call to
- C DSPLP( ), remain intact.
- C
- C BL(*),BU(*),IND(*)
- C ------------------
- C The values of IND(*) are input parameters that define
- C the form of the bounds for the unknowns x and w. The values for
- C the bounds are found in the arrays BL(*) and BU(*) as follows.
- C
- C For values of J between 1 and NVARS,
- C if IND(J)=1, then X(J) .GE. BL(J); BU(J) is not used.
- C if IND(J)=2, then X(J) .LE. BU(J); BL(J) is not used.
- C if IND(J)=3, then BL(J) .LE. X(J) .LE. BU(J),(BL(J)=BU(J) ok)
- C if IND(J)=4, then X(J) is free to have any value,
- C and BL(J), BU(J) are not used.
- C
- C For values of I between NVARS+1 and NVARS+MRELAS,
- C if IND(I)=1, then W(I-NVARS) .GE. BL(I); BU(I) is not used.
- C if IND(I)=2, then W(I-NVARS) .LE. BU(I); BL(I) is not used.
- C if IND(I)=3, then BL(I) .LE. W(I-NVARS) .LE. BU(I),
- C (BL(I)=BU(I) is ok).
- C if IND(I)=4, then W(I-NVARS) is free to have any value,
- C and BL(I), BU(I) are not used.
- C
- C A value of IND(*) not equal to 1,2,3 or 4 is an error. When
- C IND(I)=3, BL(I) must be .LE. BU(I). The condition BL(I).GT.
- C BU(I) indicates infeasibility and is an error. These
- C arrays can be changed by the user between restarts. See
- C options with KEY=55,57 for details of checkpointing and
- C restarting.
- C
- C PRGOPT(*)
- C ---------
- C This array is used to redefine various parameters within DSPLP( ).
- C Frequently, perhaps most of the time, a user will be satisfied
- C and obtain the solutions with no changes to any of these
- C parameters. To try this, simply set PRGOPT(1)=1.D0.
- C
- C For users with more sophisticated needs, DSPLP( ) provides several
- C options that may be used to take advantage of more detailed
- C knowledge of the problem or satisfy other utilitarian needs.
- C The complete description of how to use this option array to
- C utilize additional subprogram features is found under the
- C heading "Usage of DSPLP( ) Subprogram Options."
- C
- C Briefly, the user should note the following value of the parameter
- C KEY and the corresponding task or feature desired before turning
- C to that section.
- C
- C Value Brief Statement of Purpose for Option
- C of KEY
- C ------ -------------------------------------
- C 50 Change from a minimization problem to a
- C maximization problem.
- C 51 Change the amount of printed output.
- C Normally, no printed output is obtained.
- C 52 Redefine the line length and precision used
- C for the printed output.
- C 53 Redefine the values of LAMAT and LBM that
- C were discussed above under the heading
- C Fortran Declarations Required.
- C 54 Redefine the unit number where pages of the sparse
- C data matrix A are stored. Normally, the unit
- C number is 1.
- C 55 A computation, partially completed, is
- C being continued. Read the up-to-date
- C partial results from unit number 2.
- C 56 Redefine the unit number where the partial results
- C are stored. Normally, the unit number is 2.
- C 57 Save partial results on unit 2 either after
- C maximum iterations or at the optimum.
- C 58 Redefine the value for the maximum number of
- C iterations. Normally, the maximum number of
- C iterations is 3*(NVARS+MRELAS).
- C 59 Provide DSPLP( ) with a starting (feasible)
- C nonsingular basis. Normally, DSPLP( ) starts
- C with the identity matrix columns corresponding
- C to the vector w.
- C 60 The user has provided scale factors for the
- C columns of A. Normally, DSPLP( ) computes scale
- C factors that are the reciprocals of the max. norm
- C of each column.
- C 61 The user has provided a scale factor
- C for the vector costs. Normally, DSPLP( ) computes
- C a scale factor equal to the reciprocal of the
- C max. norm of the vector costs after the column
- C scaling for the data matrix has been applied.
- C 62 Size parameters, namely the smallest and
- C largest magnitudes of nonzero entries in
- C the matrix A, are provided. Values noted
- C outside this range are to be considered errors.
- C 63 Redefine the tolerance required in
- C evaluating residuals for feasibility.
- C Normally, this value is set to the value RELPR,
- C where RELPR = relative precision of the arithmetic.
- C 64 Change the criterion for bringing new variables
- C into the basis from the steepest edge (best
- C local move) to the minimum reduced cost.
- C 65 Redefine the value for the number of iterations
- C between recalculating the error in the primal
- C solution. Normally, this value is equal to ten.
- C 66 Perform "partial pricing" on variable selection.
- C Redefine the value for the number of negative
- C reduced costs to compute (at most) when finding
- C a variable to enter the basis. Normally this
- C value is set to NVARS. This implies that no
- C "partial pricing" is used.
- C 67 Adjust the tuning factor (normally one) to apply
- C to the primal and dual error estimates.
- C 68 Pass information to the subprogram DFULMT(),
- C provided with the DSPLP() package, so that a Fortran
- C two-dimensional array can be used as the argument
- C DATTRV(*).
- C 69 Pass an absolute tolerance to use for the feasibility
- C test when the usual relative error test indicates
- C infeasibility. The nominal value of this tolerance,
- C TOLABS, is zero.
- C
- C
- C |---------------|
- C |Working Arrays:|
- C |---------------|
- C
- C WORK(*),LW,
- C IWORK(*),LIW
- C ------------
- C The arrays WORK(*) and IWORK(*) are respectively floating point
- C and type INTEGER working arrays for DSPLP( ) and its
- C subprograms. The lengths of these arrays are respectively
- C LW and LIW. These parameters must satisfy the inequalities
- C noted above under the heading "Fortran Declarations Required."
- C It is an error if either value is too small.
- C
- C |----------------------------|
- C |Input/Output files required:|
- C |----------------------------|
- C
- C Fortran unit 1 is used by DSPLP( ) to store the sparse matrix A
- C out of high-speed memory. This direct access file is opened
- C within the package under the following two conditions.
- C 1. When the Save/Restore feature is used. 2. When the
- C constraint matrix is so large that storage out of high-speed
- C memory is required. The user may need to close unit 1
- C (with deletion from the job step) in the main program unit
- C when several calls are made to DSPLP( ). A crude
- C upper bound for the amount of information written on unit 1
- C is 6*nz, where nz is the number of nonzero entries in A.
- C The unit number may be redefined to any other positive value
- C by means of input in the option array PRGOPT(*).
- C
- C Fortran unit 2 is used by DSPLP( ) only when the Save/Restore
- C feature is desired. Normally this feature is not used. It is
- C activated by means of input in the option array PRGOPT(*).
- C On some computer systems the user may need to open unit
- C 2 before executing a call to DSPLP( ). This file is type
- C sequential and is unformatted.
- C
- C Fortran unit=I1MACH(2) (check local setting) is used by DSPLP( )
- C when the printed output feature (KEY=51) is used. Normally
- C this feature is not used. It is activated by input in the
- C options array PRGOPT(*). For many computer systems I1MACH(2)=6.
- C
- C |-------|
- C |Output:|
- C |-------|
- C
- C INFO,PRIMAL(*),DUALS(*)
- C -----------------------
- C The integer flag INFO indicates why DSPLP( ) has returned to the
- C user. If INFO=1 the solution has been computed. In this case
- C X(J)=PRIMAL(J) and W(I)=PRIMAL(I+NVARS). The dual variables
- C for the equations A*x=w are in the array DUALS(I)=dual for
- C equation number I. The dual value for the component X(J) that
- C has an upper or lower bound (or both) is returned in
- C DUALS(J+MRELAS). The only other values for INFO are .LT. 0.
- C The meaning of these values can be found by reading
- C the diagnostic message in the output file, or by looking for
- C error number = (-INFO) under the heading "List of DSPLP( ) Error
- C and Diagnostic Messages."
- C The diagnostic messages are printed using the error processing
- C subprogram XERMSG( ) with error category LEVEL=1.
- C See the document "Brief Instr. for Using the Sandia Math.
- C Subroutine Library," SAND79-2382, Nov., 1980, for further inform-
- C ation about resetting the usual response to a diagnostic message.
- C
- C BL(*),BU(*),IND(*)
- C ------------------
- C These arrays are output parameters only under the (unusual)
- C circumstances where the stated problem is infeasible, has an
- C unbounded optimum value, or both. These respective conditions
- C correspond to INFO=-1,-2 or -3. For INFO=-1 or -3 certain comp-
- C onents of the vectors x or w will not satisfy the input bounds.
- C If component J of X or component I of W does not satisfy its input
- C bound because of infeasibility, then IND(J)=-4 or IND(I+NVARS)=-4,
- C respectively. For INFO=-2 or -3 certain
- C components of the vector x could not be used as basic variables
- C because the objective function would have become unbounded.
- C In particular if component J of x corresponds to such a variable,
- C then IND(J)=-3. Further, if the input value of IND(J)
- C =1, then BU(J)=BL(J);
- C =2, then BL(J)=BU(J);
- C =4, then BL(J)=0.,BU(J)=0.
- C
- C (The J-th variable in x has been restricted to an appropriate
- C feasible value.)
- C The negative output value for IND(*) allows the user to identify
- C those constraints that are not satisfied or those variables that
- C would cause unbounded values of the objective function. Note
- C that the absolute value of IND(*), together with BL(*) and BU(*),
- C are valid input to DSPLP( ). In the case of infeasibility the
- C sum of magnitudes of the infeasible values is minimized. Thus
- C one could reenter DSPLP( ) with these components of x or w now
- C fixed at their present values. This involves setting
- C the appropriate components of IND(*) = 3, and BL(*) = BU(*).
- C
- C IBASIS(I),I=1,...,MRELAS
- C ------------------------
- C This array contains the indices of the variables that are
- C in the active basis set at the solution (INFO=1). A value
- C of IBASIS(I) between 1 and NVARS corresponds to the variable
- C X(IBASIS(I)). A value of IBASIS(I) between NVARS+1 and NVARS+
- C MRELAS corresponds to the variable W(IBASIS(I)-NVARS).
- C
- C Computing with the Matrix A after Calling DSPLP( )
- C --------------------------------------------------
- C Following the return from DSPLP( ), nonzero entries of the MRELAS
- C by NVARS matrix A are available for usage by the user. The method
- C for obtaining the next nonzero in column J with a row index
- C strictly greater than I in value, is completed by executing
- C
- C CALL DPNNZR(I,AIJ,IPLACE,WORK,IWORK,J)
- C
- C The value of I is also an output parameter. If I.LE.0 on output,
- C then there are no more nonzeroes in column J. If I.GT.0, the
- C output value for component number I of column J is in AIJ. The
- C parameters WORK(*) and IWORK(*) are the same arguments as in the
- C call to DSPLP( ). The parameter IPLACE is a single INTEGER
- C working variable.
- C
- C The data structure used for storage of the matrix A within DSPLP()
- C corresponds to sequential storage by columns as defined in
- C SAND78-0785. Note that the names of the subprograms LNNZRS(),
- C LCHNGS(),LINITM(),LLOC(),LRWPGE(), and LRWVIR() have been
- C changed to DPNNZR(),DPCHNG(),PINITM(),IPLOC(),DPRWPG(), and
- C DPRWVR() respectively. The error processing subprogram LERROR()
- C is no longer used; XERMSG() is used instead.
- C
- C |--------------------------------|
- C |Subprograms Required by DSPLP( )|
- C |--------------------------------|
- C Called by DSPLP() are DPLPMN(),DPLPUP(),DPINIT(),DPOPT(),
- C DPLPDM(),DPLPCE(),DPINCW(),DPLPFL(),
- C DPLPFE(),DPLPMU().
- C
- C Error Processing Subprograms XERMSG(),I1MACH(),D1MACH()
- C
- C Sparse Matrix Subprograms DPNNZR(),DPCHNG(),DPRWPG(),DPRWVR(),
- C PINITM(),IPLOC()
- C
- C Mass Storage File Subprograms SOPENM(),SCLOSM(),DREADP(),DWRITP()
- C
- C Basic Linear Algebra Subprograms DCOPY(),DASUM(),DDOT()
- C
- C Sparse Matrix Basis Handling Subprograms LA05AD(),LA05BD(),
- C LA05CD(),LA05ED(),MC20AD()
- C
- C Vector Output Subprograms DVOUT(),IVOUT()
- C
- C Machine-sensitive Subprograms I1MACH( ),D1MACH( ),
- C SOPENM(),SCLOSM(),DREADP(),DWRITP().
- C COMMON Block Used
- C -----------------
- C /LA05DD/ SMALL,LP,LENL,LENU,NCP,LROW,LCOL
- C See the document AERE-R8269 for further details.
- C |-------------------------|
- C |Example of DSPLP( ) Usage|
- C |-------------------------|
- C PROGRAM LPEX
- C THE OPTIMIZATION PROBLEM IS TO FIND X1, X2, X3 THAT
- C MINIMIZE X1 + X2 + X3, X1.GE.0, X2.GE.0, X3 UNCONSTRAINED.
- C
- C THE UNKNOWNS X1,X2,X3 ARE TO SATISFY CONSTRAINTS
- C
- C X1 -3*X2 +4*X3 = 5
- C X1 -2*X2 .LE.3
- C 2*X2 - X3.GE.4
- C
- C WE FIRST DEFINE THE DEPENDENT VARIABLES
- C W1=X1 -3*X2 +4*X3
- C W2=X1- 2*X2
- C W3= 2*X2 -X3
- C
- C WE NOW SHOW HOW TO USE DSPLP( ) TO SOLVE THIS LINEAR OPTIMIZATION
- C PROBLEM. EACH REQUIRED STEP WILL BE SHOWN IN THIS EXAMPLE.
- C DIMENSION COSTS(03),PRGOPT(01),DATTRV(18),BL(06),BU(06),IND(06),
- C *PRIMAL(06),DUALS(06),IBASIS(06),WORK(079),IWORK(103)
- C
- C EXTERNAL DUSRMT
- C MRELAS=3
- C NVARS=3
- C
- C DEFINE THE ARRAY COSTS(*) FOR THE OBJECTIVE FUNCTION.
- C COSTS(01)=1.
- C COSTS(02)=1.
- C COSTS(03)=1.
- C
- C PLACE THE NONZERO INFORMATION ABOUT THE MATRIX IN DATTRV(*).
- C DEFINE COL. 1:
- C DATTRV(01)=-1
- C DATTRV(02)=1
- C DATTRV(03)=1.
- C DATTRV(04)=2
- C DATTRV(05)=1.
- C
- C DEFINE COL. 2:
- C DATTRV(06)=-2
- C DATTRV(07)=1
- C DATTRV(08)=-3.
- C DATTRV(09)=2
- C DATTRV(10)=-2.
- C DATTRV(11)=3
- C DATTRV(12)=2.
- C
- C DEFINE COL. 3:
- C DATTRV(13)=-3
- C DATTRV(14)=1
- C DATTRV(15)=4.
- C DATTRV(16)=3
- C DATTRV(17)=-1.
- C
- C DATTRV(18)=0
- C
- C CONSTRAIN X1,X2 TO BE NONNEGATIVE. LET X3 HAVE NO BOUNDS.
- C BL(1)=0.
- C IND(1)=1
- C BL(2)=0.
- C IND(2)=1
- C IND(3)=4
- C
- C CONSTRAIN W1=5,W2.LE.3, AND W3.GE.4.
- C BL(4)=5.
- C BU(4)=5.
- C IND(4)=3
- C BU(5)=3.
- C IND(5)=2
- C BL(6)=4.
- C IND(6)=1
- C
- C INDICATE THAT NO MODIFICATIONS TO OPTIONS ARE IN USE.
- C PRGOPT(01)=1
- C
- C DEFINE THE WORKING ARRAY LENGTHS.
- C LW=079
- C LIW=103
- C CALL DSPLP(DUSRMT,MRELAS,NVARS,COSTS,PRGOPT,DATTRV,
- C *BL,BU,IND,INFO,PRIMAL,DUALS,IBASIS,WORK,LW,IWORK,LIW)
- C
- C CALCULATE VAL, THE MINIMAL VALUE OF THE OBJECTIVE FUNCTION.
- C VAL=DDOT(NVARS,COSTS,1,PRIMAL,1)
- C
- C STOP
- C END
- C |------------------------|
- C |End of Example of Usage |
- C |------------------------|
- C
- C |-------------------------------------|
- C |Usage of DSPLP( ) Subprogram Options.|
- C |-------------------------------------|
- C
- C Users frequently have a large variety of requirements for linear
- C optimization software. Allowing for these varied requirements
- C is at cross purposes with the desire to keep the usage of DSPLP( )
- C as simple as possible. One solution to this dilemma is as follows.
- C (1) Provide a version of DSPLP( ) that solves a wide class of
- C problems and is easy to use. (2) Identify parameters within
- C DSPLP() that certain users may want to change. (3) Provide a
- C means of changing any selected number of these parameters that
- C does not require changing all of them.
- C
- C Changing selected parameters is done by requiring
- C that the user provide an option array, PRGOPT(*), to DSPLP( ).
- C The contents of PRGOPT(*) inform DSPLP( ) of just those options
- C that are going to be modified within the total set of possible
- C parameters that can be modified. The array PRGOPT(*) is a linked
- C list consisting of groups of data of the following form
- C
- C LINK
- C KEY
- C SWITCH
- C data set
- C
- C that describe the desired options. The parameters LINK, KEY and
- C switch are each one word and are always required. The data set
- C can be comprised of several words or can be empty. The number of
- C words in the data set for each option depends on the value of
- C the parameter KEY.
- C
- C The value of LINK points to the first entry of the next group
- C of data within PRGOPT(*). The exception is when there are no more
- C options to change. In that case, LINK=1 and the values for KEY,
- C SWITCH and data set are not referenced. The general layout of
- C PRGOPT(*) is as follows:
- C ...PRGOPT(1)=LINK1 (link to first entry of next group)
- C . PRGOPT(2)=KEY1 (KEY to the option change)
- C . PRGOPT(3)=SWITCH1 (on/off switch for the option)
- C . PRGOPT(4)=data value
- C . .
- C . .
- C . .
- C ...PRGOPT(LINK1)=LINK2 (link to first entry of next group)
- C . PRGOPT(LINK1+1)=KEY2 (KEY to option change)
- C . PRGOPT(LINK1+2)=SWITCH2 (on/off switch for the option)
- C . PRGOPT(LINK1+3)=data value
- C ... .
- C . .
- C . .
- C ...PRGOPT(LINK)=1 (no more options to change)
- C
- C A value of LINK that is .LE.0 or .GT. 10000 is an error.
- C In this case DSPLP( ) returns with an error message, INFO=-14.
- C This helps prevent using invalid but positive values of LINK that
- C will probably extend beyond the program limits of PRGOPT(*).
- C Unrecognized values of KEY are ignored. If the value of SWITCH is
- C zero then the option is turned off. For any other value of SWITCH
- C the option is turned on. This is used to allow easy changing of
- C options without rewriting PRGOPT(*). The order of the options is
- C arbitrary and any number of options can be changed with the
- C following restriction. To prevent cycling in processing of the
- C option array PRGOPT(*), a count of the number of options changed
- C is maintained. Whenever this count exceeds 1000 an error message
- C (INFO=-15) is printed and the subprogram returns.
- C
- C In the following description of the options, the value of
- C LATP indicates the amount of additional storage that a particular
- C option requires. The sum of all of these values (plus one) is
- C the minimum dimension for the array PRGOPT(*).
- C
- C If a user is satisfied with the nominal form of DSPLP( ),
- C set PRGOPT(1)=1 (or PRGOPT(1)=1.D0).
- C
- C Options:
- C
- C -----KEY = 50. Change from a minimization problem to a maximization
- C problem.
- C If SWITCH=0 option is off; solve minimization problem.
- C =1 option is on; solve maximization problem.
- C data set =empty
- C LATP=3
- C
- C -----KEY = 51. Change the amount of printed output. The nominal form
- C of DSPLP( ) has no printed output.
- C The first level of output (SWITCH=1) includes
- C
- C (1) Minimum dimensions for the arrays COSTS(*),BL(*),BU(*),IND(*),
- C PRIMAL(*),DUALS(*),IBASIS(*), and PRGOPT(*).
- C (2) Problem dimensions MRELAS,NVARS.
- C (3) The types of and values for the bounds on x and w,
- C and the values of the components of the vector costs.
- C (4) Whether optimization problem is minimization or
- C maximization.
- C (5) Whether steepest edge or smallest reduced cost criteria used
- C for exchanging variables in the revised simplex method.
- C
- C Whenever a solution has been found, (INFO=1),
- C
- C (6) the value of the objective function,
- C (7) the values of the vectors x and w,
- C (8) the dual variables for the constraints A*x=w and the
- C bounded components of x,
- C (9) the indices of the basic variables,
- C (10) the number of revised simplex method iterations,
- C (11) the number of full decompositions of the basis matrix.
- C
- C The second level of output (SWITCH=2) includes all for SWITCH=1
- C plus
- C
- C (12) the iteration number,
- C (13) the column number to enter the basis,
- C (14) the column number to leave the basis,
- C (15) the length of the step taken.
- C
- C The third level of output (SWITCH=3) includes all for SWITCH=2
- C plus
- C (16) critical quantities required in the revised simplex method.
- C This output is rather voluminous. It is intended to be used
- C as a diagnostic tool in case of a failure in DSPLP( ).
- C
- C If SWITCH=0 option is off; no printed output.
- C =1 summary output.
- C =2 lots of output.
- C =3 even more output.
- C data set =empty
- C LATP=3
- C
- C -----KEY = 52. Redefine the parameter, IDIGIT, which determines the
- C format and precision used for the printed output. In the printed
- C output, at least ABS(IDIGIT) decimal digits per number is
- C printed. If IDIGIT.LT.0, 72 printing columns are used. If
- C IDIGIT.GT.0, 133 printing columns are used.
- C If SWITCH=0 option is off; IDIGIT=-4.
- C =1 option is on.
- C data set =IDIGIT
- C LATP=4
- C
- C -----KEY = 53. Redefine LAMAT and LBM, the lengths of the portions of
- C WORK(*) and IWORK(*) that are allocated to the sparse matrix
- C storage and the sparse linear equation solver, respectively.
- C LAMAT must be .GE. NVARS+7 and LBM must be positive.
- C If SWITCH=0 option is off; LAMAT=4*NVARS+7
- C LBM =8*MRELAS.
- C =1 option is on.
- C data set =LAMAT
- C LBM
- C LATP=5
- C
- C -----KEY = 54. Redefine IPAGEF, the file number where the pages of the
- C sparse data matrix are stored. IPAGEF must be positive and
- C different from ISAVE (see option 56).
- C If SWITCH=0 option is off; IPAGEF=1.
- C =1 option is on.
- C data set =IPAGEF
- C LATP=4
- C
- C -----KEY = 55. Partial results have been computed and stored on unit
- C number ISAVE (see option 56), during a previous run of
- C DSPLP( ). This is a continuation from these partial results.
- C The arrays COSTS(*),BL(*),BU(*),IND(*) do not have to have
- C the same values as they did when the checkpointing occurred.
- C This feature makes it possible for the user to do certain
- C types of parameter studies such as changing costs and varying
- C the constraints of the problem. This file is rewound both be-
- C fore and after reading the partial results.
- C If SWITCH=0 option is off; start a new problem.
- C =1 option is on; continue from partial results
- C that are stored in file ISAVE.
- C data set = empty
- C LATP=3
- C
- C -----KEY = 56. Redefine ISAVE, the file number where the partial
- C results are stored (see option 57). ISAVE must be positive and
- C different from IPAGEF (see option 54).
- C If SWITCH=0 option is off; ISAVE=2.
- C =1 option is on.
- C data set =ISAVE
- C LATP=4
- C
- C -----KEY = 57. Save the partial results after maximum number of
- C iterations, MAXITR, or at the optimum. When this option is on,
- C data essential to continuing the calculation is saved on a file
- C using a Fortran binary write operation. The data saved includes
- C all the information about the sparse data matrix A. Also saved
- C is information about the current basis. Nominally the partial
- C results are saved on Fortran unit 2. This unit number can be
- C redefined (see option 56). If the save option is on,
- C this file must be opened (or declared) by the user prior to the
- C call to DSPLP( ). A crude upper bound for the number of words
- C written to this file is 6*nz. Here nz= number of nonzeros in A.
- C If SWITCH=0 option is off; do not save partial results.
- C =1 option is on; save partial results.
- C data set = empty
- C LATP=3
- C
- C -----KEY = 58. Redefine the maximum number of iterations, MAXITR, to
- C be taken before returning to the user.
- C If SWITCH=0 option is off; MAXITR=3*(NVARS+MRELAS).
- C =1 option is on.
- C data set =MAXITR
- C LATP=4
- C
- C -----KEY = 59. Provide DSPLP( ) with exactly MRELAS indices which
- C comprise a feasible, nonsingular basis. The basis must define a
- C feasible point: values for x and w such that A*x=w and all the
- C stated bounds on x and w are satisfied. The basis must also be
- C nonsingular. The failure of either condition will cause an error
- C message (INFO=-23 or =-24, respectively). Normally, DSPLP( ) uses
- C identity matrix columns which correspond to the components of w.
- C This option would normally not be used when restarting from
- C a previously saved run (KEY=57).
- C In numbering the unknowns,
- C the components of x are numbered (1-NVARS) and the components
- C of w are numbered (NVARS+1)-(NVARS+MRELAS). A value for an
- C index .LE. 0 or .GT. (NVARS+MRELAS) is an error (INFO=-16).
- C If SWITCH=0 option is off; DSPLP( ) chooses the initial basis.
- C =1 option is on; user provides the initial basis.
- C data set =MRELAS indices of basis; order is arbitrary.
- C LATP=MRELAS+3
- C
- C -----KEY = 60. Provide the scale factors for the columns of the data
- C matrix A. Normally, DSPLP( ) computes the scale factors as the
- C reciprocals of the max. norm of each column.
- C If SWITCH=0 option is off; DSPLP( ) computes the scale factors.
- C =1 option is on; user provides the scale factors.
- C data set =scaling for column J, J=1,NVARS; order is sequential.
- C LATP=NVARS+3
- C
- C -----KEY = 61. Provide a scale factor, COSTSC, for the vector of
- C costs. Normally, DSPLP( ) computes this scale factor to be the
- C reciprocal of the max. norm of the vector costs after the column
- C scaling has been applied.
- C If SWITCH=0 option is off; DSPLP( ) computes COSTSC.
- C =1 option is on; user provides COSTSC.
- C data set =COSTSC
- C LATP=4
- C
- C -----KEY = 62. Provide size parameters, ASMALL and ABIG, the smallest
- C and largest magnitudes of nonzero entries in the data matrix A,
- C respectively. When this option is on, DSPLP( ) will check the
- C nonzero entries of A to see if they are in the range of ASMALL and
- C ABIG. If an entry of A is not within this range, DSPLP( ) returns
- C an error message, INFO=-22. Both ASMALL and ABIG must be positive
- C with ASMALL .LE. ABIG. Otherwise, an error message is returned,
- C INFO=-17.
- C If SWITCH=0 option is off; no checking of the data matrix is done
- C =1 option is on; checking is done.
- C data set =ASMALL
- C ABIG
- C LATP=5
- C
- C -----KEY = 63. Redefine the relative tolerance, TOLLS, used in
- C checking if the residuals are feasible. Normally,
- C TOLLS=RELPR, where RELPR is the machine precision.
- C If SWITCH=0 option is off; TOLLS=RELPR.
- C =1 option is on.
- C data set =TOLLS
- C LATP=4
- C
- C -----KEY = 64. Use the minimum reduced cost pricing strategy to choose
- C columns to enter the basis. Normally, DSPLP( ) uses the steepest
- C edge pricing strategy which is the best local move. The steepest
- C edge pricing strategy generally uses fewer iterations than the
- C minimum reduced cost pricing, but each iteration costs more in the
- C number of calculations done. The steepest edge pricing is
- C considered to be more efficient. However, this is very problem
- C dependent. That is why DSPLP( ) provides the option of either
- C pricing strategy.
- C If SWITCH=0 option is off; steepest option edge pricing is used.
- C =1 option is on; minimum reduced cost pricing is used.
- C data set =empty
- C LATP=3
- C
- C -----KEY = 65. Redefine MXITBR, the number of iterations between
- C recalculating the error in the primal solution. Normally, MXITBR
- C is set to 10. The error in the primal solution is used to monitor
- C the error in solving the linear system. This is an expensive
- C calculation and every tenth iteration is generally often enough.
- C If SWITCH=0 option is off; MXITBR=10.
- C =1 option is on.
- C data set =MXITBR
- C LATP=4
- C
- C -----KEY = 66. Redefine NPP, the number of negative reduced costs
- C (at most) to be found at each iteration of choosing
- C a variable to enter the basis. Normally NPP is set
- C to NVARS which implies that all of the reduced costs
- C are computed at each such step. This "partial
- C pricing" may very well increase the total number
- C of iterations required. However it decreases the
- C number of calculations at each iteration.
- C therefore the effect on overall efficiency is quite
- C problem-dependent.
- C
- C if SWITCH=0 option is off; NPP=NVARS
- C =1 option is on.
- C data set =NPP
- C LATP=4
- C
- C -----KEY = 67. Redefine the tuning factor (PHI) used to scale the
- C error estimates for the primal and dual linear algebraic systems
- C of equations. Normally, PHI = 1.D0, but in some environments it
- C may be necessary to reset PHI to the range 0.001-0.01. This is
- C particularly important for machines with short word lengths.
- C
- C if SWITCH = 0 option is off; PHI=1.D0.
- C = 1 option is on.
- C Data Set = PHI
- C LATP=4
- C
- C -----KEY = 68. Used together with the subprogram DFULMT(), provided
- C with the DSPLP() package, for passing a standard Fortran two-
- C dimensional array containing the constraint matrix. Thus the sub-
- C program DFULMT must be declared in a Fortran EXTERNAL statement.
- C The two-dimensional array is passed as the argument DATTRV.
- C The information about the array and problem dimensions are passed
- C in the option array PRGOPT(*). It is an error if DFULMT() is
- C used and this information is not passed in PRGOPT(*).
- C
- C if SWITCH = 0 option is off; this is an error is DFULMT() is
- C used.
- C = 1 option is on.
- C Data Set = IA = row dimension of two-dimensional array.
- C MRELAS = number of constraint equations.
- C NVARS = number of dependent variables.
- C LATP = 6
- C -----KEY = 69. Normally a relative tolerance (TOLLS, see option 63)
- C is used to decide if the problem is feasible. If this test fails
- C an absolute test will be applied using the value TOLABS.
- C Nominally TOLABS = zero.
- C If SWITCH = 0 option is off; TOLABS = zero.
- C = 1 option is on.
- C Data set = TOLABS
- C LATP = 4
- C
- C |-----------------------------|
- C |Example of Option array Usage|
- C |-----------------------------|
- C To illustrate the usage of the option array, let us suppose that
- C the user has the following nonstandard requirements:
- C
- C a) Wants to change from minimization to maximization problem.
- C b) Wants to limit the number of simplex steps to 100.
- C c) Wants to save the partial results after 100 steps on
- C Fortran unit 2.
- C
- C After these 100 steps are completed the user wants to continue the
- C problem (until completed) using the partial results saved on
- C Fortran unit 2. Here are the entries of the array PRGOPT(*)
- C that accomplish these tasks. (The definitions of the other
- C required input parameters are not shown.)
- C
- C CHANGE TO A MAXIMIZATION PROBLEM; KEY=50.
- C PRGOPT(01)=4
- C PRGOPT(02)=50
- C PRGOPT(03)=1
- C
- C LIMIT THE NUMBER OF SIMPLEX STEPS TO 100; KEY=58.
- C PRGOPT(04)=8
- C PRGOPT(05)=58
- C PRGOPT(06)=1
- C PRGOPT(07)=100
- C
- C SAVE THE PARTIAL RESULTS, AFTER 100 STEPS, ON FORTRAN
- C UNIT 2; KEY=57.
- C PRGOPT(08)=11
- C PRGOPT(09)=57
- C PRGOPT(10)=1
- C
- C NO MORE OPTIONS TO CHANGE.
- C PRGOPT(11)=1
- C The user makes the CALL statement for DSPLP( ) at this point.
- C Now to restart, using the partial results after 100 steps, define
- C new values for the array PRGOPT(*):
- C
- C AGAIN INFORM DSPLP( ) THAT THIS IS A MAXIMIZATION PROBLEM.
- C PRGOPT(01)=4
- C PRGOPT(02)=50
- C PRGOPT(03)=1
- C
- C RESTART, USING SAVED PARTIAL RESULTS; KEY=55.
- C PRGOPT(04)=7
- C PRGOPT(05)=55
- C PRGOPT(06)=1
- C
- C NO MORE OPTIONS TO CHANGE. THE SUBPROGRAM DSPLP( ) IS NO LONGER
- C LIMITED TO 100 SIMPLEX STEPS BUT WILL RUN UNTIL COMPLETION OR
- C MAX.=3*(MRELAS+NVARS) ITERATIONS.
- C PRGOPT(07)=1
- C The user now makes a CALL to subprogram DSPLP( ) to compute the
- C solution.
- C |--------------------------------------------|
- C |End of Usage of DSPLP( ) Subprogram Options.|
- C |--------------------------------------------|
- C
- C |-----------------------------------------------|
- C |List of DSPLP( ) Error and Diagnostic Messages.|
- C |-----------------------------------------------|
- C This section may be required to understand the meanings of the
- C error flag =-INFO that may be returned from DSPLP( ).
- C
- C -----1. There is no set of values for x and w that satisfy A*x=w and
- C the stated bounds. The problem can be made feasible by ident-
- C ifying components of w that are now infeasible and then rede-
- C signating them as free variables. Subprogram DSPLP( ) only
- C identifies an infeasible problem; it takes no other action to
- C change this condition. Message:
- C DSPLP( ). THE PROBLEM APPEARS TO BE INFEASIBLE.
- C ERROR NUMBER = 1
- C
- C 2. One of the variables in either the vector x or w was con-
- C strained at a bound. Otherwise the objective function value,
- C (transpose of costs)*x, would not have a finite optimum.
- C Message:
- C DSPLP( ). THE PROBLEM APPEARS TO HAVE NO FINITE SOLN.
- C ERROR NUMBER = 2
- C
- C 3. Both of the conditions of 1. and 2. above have occurred.
- C Message:
- C DSPLP( ). THE PROBLEM APPEARS TO BE INFEASIBLE AND TO
- C HAVE NO FINITE SOLN.
- C ERROR NUMBER = 3
- C
- C -----4. The REAL and INTEGER working arrays, WORK(*) and IWORK(*),
- C are not long enough. The values (I1) and (I2) in the message
- C below will give you the minimum length required. Also redefine
- C LW and LIW, the lengths of these arrays. Message:
- C DSPLP( ). WORK OR IWORK IS NOT LONG ENOUGH. LW MUST BE (I1)
- C AND LIW MUST BE (I2).
- C IN ABOVE MESSAGE, I1= 0
- C IN ABOVE MESSAGE, I2= 0
- C ERROR NUMBER = 4
- C
- C -----5. and 6. These error messages often mean that one or more
- C arguments were left out of the call statement to DSPLP( ) or
- C that the values of MRELAS and NVARS have been over-written
- C by garbage. Messages:
- C DSPLP( ). VALUE OF MRELAS MUST BE .GT.0. NOW=(I1).
- C IN ABOVE MESSAGE, I1= 0
- C ERROR NUMBER = 5
- C
- C DSPLP( ). VALUE OF NVARS MUST BE .GT.0. NOW=(I1).
- C IN ABOVE MESSAGE, I1= 0
- C ERROR NUMBER = 6
- C
- C -----7.,8., and 9. These error messages can occur as the data matrix
- C is being defined by either DUSRMT( ) or the user-supplied sub-
- C program, 'NAME'( ). They would indicate a mistake in the contents
- C of DATTRV(*), the user-written subprogram or that data has been
- C over-written.
- C Messages:
- C DSPLP( ). MORE THAN 2*NVARS*MRELAS ITERS. DEFINING OR UPDATING
- C MATRIX DATA.
- C ERROR NUMBER = 7
- C
- C DSPLP( ). ROW INDEX (I1) OR COLUMN INDEX (I2) IS OUT OF RANGE.
- C IN ABOVE MESSAGE, I1= 1
- C IN ABOVE MESSAGE, I2= 12
- C ERROR NUMBER = 8
- C
- C DSPLP( ). INDICATION FLAG (I1) FOR MATRIX DATA MUST BE
- C EITHER 0 OR 1.
- C IN ABOVE MESSAGE, I1= 12
- C ERROR NUMBER = 9
- C
- C -----10. and 11. The type of bound (even no bound) and the bounds
- C must be specified for each independent variable. If an independent
- C variable has both an upper and lower bound, the bounds must be
- C consistent. The lower bound must be .LE. the upper bound.
- C Messages:
- C DSPLP( ). INDEPENDENT VARIABLE (I1) IS NOT DEFINED.
- C IN ABOVE MESSAGE, I1= 1
- C ERROR NUMBER = 10
- C
- C DSPLP( ). LOWER BOUND (R1) AND UPPER BOUND (R2) FOR INDEP.
- C VARIABLE (I1) ARE NOT CONSISTENT.
- C IN ABOVE MESSAGE, I1= 1
- C IN ABOVE MESSAGE, R1= 0.
- C IN ABOVE MESSAGE, R2= -.1000000000E+01
- C ERROR NUMBER = 11
- C
- C -----12. and 13. The type of bound (even no bound) and the bounds
- C must be specified for each dependent variable. If a dependent
- C variable has both an upper and lower bound, the bounds must be
- C consistent. The lower bound must be .LE. the upper bound.
- C Messages:
- C DSPLP( ). DEPENDENT VARIABLE (I1) IS NOT DEFINED.
- C IN ABOVE MESSAGE, I1= 1
- C ERROR NUMBER = 12
- C
- C DSPLP( ). LOWER BOUND (R1) AND UPPER BOUND (R2) FOR DEP.
- C VARIABLE (I1) ARE NOT CONSISTENT.
- C IN ABOVE MESSAGE, I1= 1
- C IN ABOVE MESSAGE, R1= 0.
- C IN ABOVE MESSAGE, R2= -.1000000000E+01
- C ERROR NUMBER = 13
- C
- C -----14. - 21. These error messages can occur when processing the
- C option array, PRGOPT(*), supplied by the user. They would
- C indicate a mistake in defining PRGOPT(*) or that data has been
- C over-written. See heading Usage of DSPLP( )
- C Subprogram Options, for details on how to define PRGOPT(*).
- C Messages:
- C DSPLP( ). THE USER OPTION ARRAY HAS UNDEFINED DATA.
- C ERROR NUMBER = 14
- C
- C DSPLP( ). OPTION ARRAY PROCESSING IS CYCLING.
- C ERROR NUMBER = 15
- C
- C DSPLP( ). AN INDEX OF USER-SUPPLIED BASIS IS OUT OF RANGE.
- C ERROR NUMBER = 16
- C
- C DSPLP( ). SIZE PARAMETERS FOR MATRIX MUST BE SMALLEST AND LARGEST
- C MAGNITUDES OF NONZERO ENTRIES.
- C ERROR NUMBER = 17
- C
- C DSPLP( ). THE NUMBER OF REVISED SIMPLEX STEPS BETWEEN CHECK-POINTS
- C MUST BE POSITIVE.
- C ERROR NUMBER = 18
- C
- C DSPLP( ). FILE NUMBERS FOR SAVED DATA AND MATRIX PAGES MUST BE
- C POSITIVE AND NOT EQUAL.
- C ERROR NUMBER = 19
- C
- C DSPLP( ). USER-DEFINED VALUE OF LAMAT (I1)
- C MUST BE .GE. NVARS+7.
- C IN ABOVE MESSAGE, I1= 1
- C ERROR NUMBER = 20
- C
- C DSPLP( ). USER-DEFINED VALUE OF LBM MUST BE .GE. 0.
- C ERROR NUMBER = 21
- C
- C -----22. The user-option, number 62, to check the size of the matrix
- C data has been used. An element of the matrix does not lie within
- C the range of ASMALL and ABIG, parameters provided by the user.
- C (See the heading: Usage of DSPLP( ) Subprogram Options,
- C for details about this feature.) Message:
- C DSPLP( ). A MATRIX ELEMENT'S SIZE IS OUT OF THE SPECIFIED RANGE.
- C ERROR NUMBER = 22
- C
- C -----23. The user has provided an initial basis that is singular.
- C In this case, the user can remedy this problem by letting
- C subprogram DSPLP( ) choose its own initial basis. Message:
- C DSPLP( ). A SINGULAR INITIAL BASIS WAS ENCOUNTERED.
- C ERROR NUMBER = 23
- C
- C -----24. The user has provided an initial basis which is infeasible.
- C The x and w values it defines do not satisfy A*x=w and the stated
- C bounds. In this case, the user can let subprogram DSPLP( )
- C choose its own initial basis. Message:
- C DSPLP( ). AN INFEASIBLE INITIAL BASIS WAS ENCOUNTERED.
- C ERROR NUMBER = 24
- C
- C -----25.Subprogram DSPLP( ) has completed the maximum specified number
- C of iterations. (The nominal maximum number is 3*(MRELAS+NVARS).)
- C The results, necessary to continue on from
- C this point, can be saved on Fortran unit 2 by activating option
- C KEY=57. If the user anticipates continuing the calculation, then
- C the contents of Fortran unit 2 must be retained intact. This
- C is not done by subprogram DSPLP( ), so the user needs to save unit
- C 2 by using the appropriate system commands. Message:
- C DSPLP( ). MAX. ITERS. (I1) TAKEN. UP-TO-DATE RESULTS
- C SAVED ON FILE (I2). IF(I2)=0, NO SAVE.
- C IN ABOVE MESSAGE, I1= 500
- C IN ABOVE MESSAGE, I2= 2
- C ERROR NUMBER = 25
- C
- C -----26. This error should never happen. Message:
- C DSPLP( ). MOVED TO A SINGULAR POINT. THIS SHOULD NOT HAPPEN.
- C ERROR NUMBER = 26
- C
- C -----27. The subprogram LA05A( ), which decomposes the basis matrix,
- C has returned with an error flag (R1). (See the document,
- C "Fortran subprograms for handling sparse linear programming
- C bases", AERE-R8269, J.K. Reid, Jan., 1976, H.M. Stationery Office,
- C for an explanation of this error.) Message:
- C DSPLP( ). LA05A( ) RETURNED ERROR FLAG (R1) BELOW.
- C IN ABOVE MESSAGE, R1= -.5000000000E+01
- C ERROR NUMBER = 27
- C
- C -----28. The sparse linear solver package, LA05*( ), requires more
- C space. The value of LBM must be increased. See the companion
- C document, Usage of DSPLP( ) Subprogram Options, for details on how
- C to increase the value of LBM. Message:
- C DSPLP( ). SHORT ON STORAGE FOR LA05*( ) PACKAGE. USE PRGOPT(*)
- C TO GIVE MORE.
- C ERROR NUMBER = 28
- C
- C -----29. The row dimension of the two-dimensional Fortran array,
- C the number of constraint equations (MRELAS), and the number
- C of variables (NVARS), were not passed to the subprogram
- C DFULMT(). See KEY = 68 for details. Message:
- C DFULMT() OF DSPLP() PACKAGE. ROW DIM., MRELAS, NVARS ARE
- C MISSING FROM PRGOPT(*).
- C ERROR NUMBER = 29
- C
- C |-------------------------------------------------------|
- C |End of List of DSPLP( ) Error and Diagnostic Messages. |
- C |-------------------------------------------------------|
- C***REFERENCES R. J. Hanson and K. L. Hiebert, A sparse linear
- C programming subprogram, Report SAND81-0297, Sandia
- C National Laboratories, 1981.
- C***ROUTINES CALLED DPLPMN, XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 811215 DATE WRITTEN
- C 890531 Changed all specific intrinsics to generic. (WRB)
- C 890605 Corrected references to XERRWV. (WRB)
- C 890605 Removed unreferenced labels. (WRB)
- C 891006 Cosmetic changes to prologue. (WRB)
- C 891006 REVISION DATE from Version 3.2
- C 891214 Prologue converted to Version 4.0 format. (BAB)
- C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
- C 900510 Convert XERRWV calls to XERMSG calls. (RWC)
- C 920501 Reformatted the REFERENCES section. (WRB)
- C***END PROLOGUE DSPLP
- DOUBLE PRECISION BL(*),BU(*),COSTS(*),DATTRV(*),DUALS(*),
- * PRGOPT(*),PRIMAL(*),WORK(*),ZERO
- C
- INTEGER IBASIS(*),IND(*),IWORK(*)
- CHARACTER*8 XERN1, XERN2
- C
- EXTERNAL DUSRMT
- C
- C***FIRST EXECUTABLE STATEMENT DSPLP
- ZERO=0.D0
- IOPT=1
- C
- C VERIFY THAT MRELAS, NVARS .GT. 0.
- C
- IF (MRELAS.LE.0) THEN
- WRITE (XERN1, '(I8)') MRELAS
- CALL XERMSG ('SLATEC', 'DSPLP', 'VALUE OF MRELAS MUST BE ' //
- * '.GT. 0. NOW = ' // XERN1, 5, 1)
- INFO = -5
- RETURN
- ENDIF
- C
- IF (NVARS.LE.0) THEN
- WRITE (XERN1, '(I8)') NVARS
- CALL XERMSG ('SLATEC', 'DSPLP', 'VALUE OF NVARS MUST BE ' //
- * '.GT. 0. NOW = ' // XERN1, 6, 1)
- INFO = -6
- RETURN
- ENDIF
- C
- LMX=4*NVARS+7
- LBM=8*MRELAS
- LAST = 1
- IADBIG=10000
- ICTMAX=1000
- ICTOPT= 0
- C
- C LOOK IN OPTION ARRAY FOR CHANGES TO WORK ARRAY LENGTHS.
- 20008 NEXT=PRGOPT(LAST)
- IF (.NOT.(NEXT.LE.0 .OR. NEXT.GT.IADBIG)) GO TO 20010
- C
- C THE CHECKS FOR SMALL OR LARGE VALUES OF NEXT ARE TO PREVENT
- C WORKING WITH UNDEFINED DATA.
- NERR=14
- CALL XERMSG ('SLATEC', 'DSPLP',
- + 'THE USER OPTION ARRAY HAS UNDEFINED DATA.', NERR, IOPT)
- INFO=-NERR
- RETURN
- 20010 IF (.NOT.(NEXT.EQ.1)) GO TO 10001
- GO TO 20009
- 10001 IF (.NOT.(ICTOPT.GT.ICTMAX)) GO TO 10002
- NERR=15
- CALL XERMSG ('SLATEC', 'DSPLP',
- + 'OPTION ARRAY PROCESSING IS CYCLING.', NERR, IOPT)
- INFO=-NERR
- RETURN
- 10002 CONTINUE
- KEY = PRGOPT(LAST+1)
- C
- C IF KEY = 53, USER MAY SPECIFY LENGTHS OF PORTIONS
- C OF WORK(*) AND IWORK(*) THAT ARE ALLOCATED TO THE
- C SPARSE MATRIX STORAGE AND SPARSE LINEAR EQUATION
- C SOLVING.
- IF (.NOT.(KEY.EQ.53)) GO TO 20013
- IF (.NOT.(PRGOPT(LAST+2).NE.ZERO)) GO TO 20016
- LMX=PRGOPT(LAST+3)
- LBM=PRGOPT(LAST+4)
- 20016 CONTINUE
- 20013 ICTOPT = ICTOPT+1
- LAST = NEXT
- GO TO 20008
- C
- C CHECK LENGTH VALIDITY OF SPARSE MATRIX STAGING AREA.
- C
- 20009 IF (LMX.LT.NVARS+7) THEN
- WRITE (XERN1, '(I8)') LMX
- CALL XERMSG ('SLATEC', 'DSPLP', 'USER-DEFINED VALUE OF ' //
- * 'LAMAT = ' // XERN1 // ' MUST BE .GE. NVARS+7.', 20, 1)
- INFO = -20
- RETURN
- ENDIF
- C
- C TRIVIAL CHECK ON LENGTH OF LA05*() MATRIX AREA.
- C
- IF (.NOT.(LBM.LT.0)) GO TO 20022
- NERR=21
- CALL XERMSG ('SLATEC', 'DSPLP',
- + 'USER-DEFINED VALUE OF LBM MUST BE .GE. 0.', NERR, IOPT)
- INFO=-NERR
- RETURN
- 20022 CONTINUE
- C
- C DEFINE POINTERS FOR STARTS OF SUBARRAYS USED IN WORK(*)
- C AND IWORK(*) IN OTHER SUBPROGRAMS OF THE PACKAGE.
- LAMAT=1
- LCSC=LAMAT+LMX
- LCOLNR=LCSC+NVARS
- LERD=LCOLNR+NVARS
- LERP=LERD+MRELAS
- LBASMA=LERP+MRELAS
- LWR=LBASMA+LBM
- LRZ=LWR+MRELAS
- LRG=LRZ+NVARS+MRELAS
- LRPRIM=LRG+NVARS+MRELAS
- LRHS=LRPRIM+MRELAS
- LWW=LRHS+MRELAS
- LWORK=LWW+MRELAS-1
- LIMAT=1
- LIBB=LIMAT+LMX
- LIBRC=LIBB+NVARS+MRELAS
- LIPR=LIBRC+2*LBM
- LIWR=LIPR+2*MRELAS
- LIWORK=LIWR+8*MRELAS-1
- C
- C CHECK ARRAY LENGTH VALIDITY OF WORK(*), IWORK(*).
- C
- IF (LW.LT.LWORK .OR. LIW.LT.LIWORK) THEN
- WRITE (XERN1, '(I8)') LWORK
- WRITE (XERN2, '(I8)') LIWORK
- CALL XERMSG ('SLATEC', 'DSPLP', 'WORK OR IWORK IS NOT LONG ' //
- * 'ENOUGH. LW MUST BE = ' // XERN1 // ' AND LIW MUST BE = ' //
- * XERN2, 4, 1)
- INFO = -4
- RETURN
- ENDIF
- C
- CALL DPLPMN(DUSRMT,MRELAS,NVARS,COSTS,PRGOPT,DATTRV,
- * BL,BU,IND,INFO,PRIMAL,DUALS,WORK(LAMAT),
- * WORK(LCSC),WORK(LCOLNR),WORK(LERD),WORK(LERP),WORK(LBASMA),
- * WORK(LWR),WORK(LRZ),WORK(LRG),WORK(LRPRIM),WORK(LRHS),
- * WORK(LWW),LMX,LBM,IBASIS,IWORK(LIBB),IWORK(LIMAT),
- * IWORK(LIBRC),IWORK(LIPR),IWORK(LIWR))
- C
- C CALL DPLPMN(DUSRMT,MRELAS,NVARS,COSTS,PRGOPT,DATTRV,
- C 1 BL,BU,IND,INFO,PRIMAL,DUALS,AMAT,
- C 2 CSC,COLNRM,ERD,ERP,BASMAT,
- C 3 WR,RZ,RG,RPRIM,RHS,
- C 4 WW,LMX,LBM,IBASIS,IBB,IMAT,
- C 5 IBRC,IPR,IWR)
- C
- RETURN
- END
|