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************************************************************************ |
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* |
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* File mi05funs fortran. |
| 4 |
* |
| 5 |
* funobj funcon matmod |
| 6 |
* t2obj t3obj t4obj t4con t5obj t6con t7obj |
| 7 |
* |
| 8 |
*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
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|
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subroutine funobj( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 11 |
|
| 12 |
implicit double precision (a-h,o-z) |
| 13 |
double precision x(n), g(n), z(nwcore) |
| 14 |
|
| 15 |
* ------------------------------------------------------------------ |
| 16 |
* This is the default version of funobj for MINOS. |
| 17 |
* It is for one of the test problems |
| 18 |
* t2banana, t3qp, t4manne, t5weapon or t6wood, |
| 19 |
* which will specify |
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* Problem number 1112, 1113, 1114, 1115 or 1116 |
| 21 |
* respectively in order to identify themselves. |
| 22 |
* ------------------------------------------------------------------ |
| 23 |
|
| 24 |
common /m1file/ iread,iprint,isumm |
| 25 |
|
| 26 |
if (nprob .eq. 1112) then |
| 27 |
call t2obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 28 |
else if (nprob .eq. 1113) then |
| 29 |
call t3obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 30 |
else if (nprob .eq. 1114) then |
| 31 |
call t4obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 32 |
else if (nprob .eq. 1115) then |
| 33 |
call t5obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 34 |
else if (nprob .eq. 1116) then |
| 35 |
* t6wood doesn't have a nonlinear objective |
| 36 |
else if (nprob .eq. 1117) then |
| 37 |
call t7obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 38 |
else |
| 39 |
if (iprint .gt. 0) write(iprint, 9000) |
| 40 |
if (isumm .gt. 0) write(isumm , 9000) |
| 41 |
mode = -1 |
| 42 |
end if |
| 43 |
|
| 44 |
9000 format(/ ' XXX Subroutine funobj has not been loaded.') |
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|
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* end of funobj |
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end |
| 48 |
|
| 49 |
*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
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|
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subroutine funcon( mode, m, n, njac, x, f, g, |
| 52 |
$ nstate, nprob, z, nwcore ) |
| 53 |
|
| 54 |
implicit double precision (a-h,o-z) |
| 55 |
double precision x(n), f(m), g(njac), z(nwcore) |
| 56 |
|
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* ------------------------------------------------------------------ |
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* This is the default version of funcon for MINOS. |
| 59 |
* It is for one of the test problems |
| 60 |
* t4manne or t6wood, |
| 61 |
* which will specify |
| 62 |
* Problem number 1114 or 1116 |
| 63 |
* respectively in order to identify themselves. |
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* ------------------------------------------------------------------ |
| 65 |
|
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common /m1file/ iread,iprint,isumm |
| 67 |
|
| 68 |
if (nprob .eq. 1114) then |
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call t4con ( mode, m, n, njac, x, f, g, |
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$ nstate, nprob, z, nwcore ) |
| 71 |
else if (nprob .eq. 1116) then |
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call t6con ( mode, m, n, njac, x, f, g, |
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$ nstate, nprob, z, nwcore ) |
| 74 |
else |
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if (iprint .gt. 0) write(iprint, 9000) |
| 76 |
if (isumm .gt. 0) write(isumm , 9000) |
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mode = -1 |
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end if |
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|
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9000 format(/ ' XXX Subroutine funcon has not been loaded.') |
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|
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* end of funcon |
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end |
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|
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*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
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|
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subroutine matmod( ncycle, nprob, finish, |
| 88 |
$ m, n, nb, ne, nka, ns, nscl, nname, |
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$ a, ha, ka, bl, bu, |
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$ ascale, hs, name1, name2, |
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$ x, pi, rc, z, nwcore ) |
| 92 |
|
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implicit double precision (a-h,o-z) |
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integer*4 ha(ne), hs(nb) |
| 95 |
integer ka(nka), name1(nname), name2(nname) |
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double precision a(ne), ascale(nscl), bl(nb), bu(nb) |
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double precision x(nb), pi(m), rc(nb), z(nwcore) |
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logical finish |
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|
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* ------------------------------------------------------------------ |
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* This is the default version of matmod for MINOS. |
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* It belongs to the nonlinear test problem t4manne, |
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* which will specify |
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* Problem number 1114 |
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* in order to identify itself. |
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* |
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* If Cycle limit > 1, matmod is called before the first cycle |
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* (ncycle = 0) and at the end of each cycle except the last. |
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* |
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* 25 Nov 1991: nname and rc added as parameters. |
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* nname = nb for regular MINOS, 1 for minoss. |
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* 26 Jun 1992: If ncycle ge 1, rc contains reduced costs for the |
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* columns and rows, using the appropriate objective |
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* and pi. (If infeasible, it is the Phase 1 obj. |
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* If feasible and maximizing, the sign is changed.) |
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* ------------------------------------------------------------------ |
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|
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common /m1file/ iread,iprint,isumm |
| 119 |
common /m5lobj/ sinf,wtobj,minimz,ninf,iobj,jobj,kobj |
| 120 |
common /cyclcm/ cnvtol,jnew,materr,maxcy,nephnt,nphant,nprint |
| 121 |
|
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if (nprob .eq. 1114) then |
| 123 |
bu(n) = 0.1 |
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if (iprint .gt. 0) write(iprint, 1000) bu(n) |
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if (isumm .gt. 0) write(isumm , 1000) bu(n) |
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else |
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if (iprint .gt. 0) write(iprint, 9000) |
| 128 |
if (isumm .gt. 0) write(isumm , 9000) |
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finish = .true. |
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end if |
| 131 |
|
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1000 format(/ ' matmod changes last upper bound to', f5.2) |
| 133 |
9000 format(/ ' XXX Subroutine matmod has not been loaded.') |
| 134 |
|
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* end of matmod |
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end |
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|
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*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
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|
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subroutine t2obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
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|
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implicit double precision (a-h,o-z) |
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double precision x(n), g(n), z(nwcore) |
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|
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* ------------------------------------------------------------------ |
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* This is funobj for problem t2banana |
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* (Rosenbrock's banana function). |
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* f(x) = 100(x2 - x1**2)**2 + (1 - x1)**2. |
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* ------------------------------------------------------------------ |
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|
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x1 = x(1) |
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x2 = x(2) |
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t1 = x2 - x1**2 |
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t2 = 1.0d+0 - x1 |
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f = 100.0d+0 * t1**2 + t2**2 |
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g(1) = - 400.0d+0 * t1*x1 - 2.0d+0 * t2 |
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g(2) = 200.0d+0 * t1 |
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|
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* end of t2obj (funobj for t2banana) |
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end |
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|
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*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
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|
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subroutine t3obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
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|
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implicit double precision (a-h,o-z) |
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double precision x(n), g(n), z(nwcore) |
| 168 |
|
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* ------------------------------------------------------------------ |
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* This is funobj for problem t3qp. |
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* f(x) = 1/2 x'Qx, g(x) = Qx. |
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* ------------------------------------------------------------------ |
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|
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parameter ( zero = 0.0d+0, half = 0.5d+0, |
| 175 |
$ two = 2.0d+0, four = 4.0d+0, |
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$ maxn = 10 ) |
| 177 |
double precision Q(maxn,maxn) |
| 178 |
save Q |
| 179 |
|
| 180 |
if (nstate .eq. 1) then |
| 181 |
|
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* Define Q on the first entry. |
| 183 |
* Here we assume n = 3. |
| 184 |
|
| 185 |
Q(1,1) = four |
| 186 |
Q(1,2) = two |
| 187 |
Q(1,3) = two |
| 188 |
Q(2,2) = four |
| 189 |
Q(2,3) = zero |
| 190 |
Q(3,3) = two |
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|
| 192 |
* Make Q symmetric. |
| 193 |
|
| 194 |
do 20 j = 1, n-1 |
| 195 |
do 10 i = 2, n |
| 196 |
Q(i,j) = Q(j,i) |
| 197 |
10 continue |
| 198 |
20 continue |
| 199 |
end if |
| 200 |
|
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* Compute f and g on all entries. |
| 202 |
* We first compute g = Qx, then f = 1/2 x'g. |
| 203 |
* In Fortran it is best to run down the columns of Q. |
| 204 |
|
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do 200 i = 1, n |
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g(i) = zero |
| 207 |
200 continue |
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|
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do 300 j = 1, n |
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xj = x(j) |
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do 250 i = 1, n |
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g(i) = g(i) + Q(i,j) * xj |
| 213 |
250 continue |
| 214 |
300 continue |
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|
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f = half * ddot ( n, x, 1, g, 1 ) |
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|
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* end of t3obj (funobj for t3qp) |
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end |
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|
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*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 222 |
|
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subroutine t4obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 224 |
|
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implicit double precision (a-h,o-z) |
| 226 |
double precision x(n), g(n), z(nwcore) |
| 227 |
|
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* ------------------------------------------------------------------ |
| 229 |
* This is funobj for problem t4manne. |
| 230 |
* |
| 231 |
* The data bt(*) is computed by t4con on its first entry. |
| 232 |
* |
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* For test purposes, we look at Derivative level |
| 234 |
* and sometimes pretend that we don't know the first |
| 235 |
* three elements of the gradient. |
| 236 |
* ------------------------------------------------------------------ |
| 237 |
|
| 238 |
common /m1file/ iread,iprint,isumm |
| 239 |
common /m8diff/ difint(2),gdummy,lderiv,lvldif,knowng(2) |
| 240 |
common /manne / b,at(100),bt(100) |
| 241 |
|
| 242 |
intrinsic log |
| 243 |
logical gknown |
| 244 |
parameter ( zero = 0.0d+0 ) |
| 245 |
|
| 246 |
gknown = lderiv .eq. 1 .or. lderiv .eq. 3 |
| 247 |
nt = n/2 |
| 248 |
f = zero |
| 249 |
|
| 250 |
do 50 j = 1, nt |
| 251 |
xcon = x(nt+j) |
| 252 |
f = f + bt(j) * log(xcon) |
| 253 |
if (mode .eq. 2) then |
| 254 |
g(j) = zero |
| 255 |
if (gknown .or. j .gt. 3) g(nt+j) = bt(j) / xcon |
| 256 |
end if |
| 257 |
50 continue |
| 258 |
|
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* end of t4obj (funobj for t4manne) |
| 260 |
end |
| 261 |
|
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*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 263 |
|
| 264 |
subroutine t4con ( mode, m, n, njac, x, f, g, |
| 265 |
$ nstate, nprob, z, nwcore ) |
| 266 |
|
| 267 |
implicit double precision (a-h,o-z) |
| 268 |
double precision x(n), f(m), g(njac), z(nwcore) |
| 269 |
|
| 270 |
* ------------------------------------------------------------------ |
| 271 |
* This is funcon for problem t4manne. |
| 272 |
* |
| 273 |
* For test purposes, we look at Derivative level |
| 274 |
* and sometimes pretend that we don't know the first |
| 275 |
* three elements of the gradient. |
| 276 |
* ------------------------------------------------------------------ |
| 277 |
|
| 278 |
common /m1file/ iread,iprint,isumm |
| 279 |
common /m8diff/ difint(2),gdummy,lderiv,lvldif,knowng(2) |
| 280 |
common /manne / b,at(100),bt(100) |
| 281 |
|
| 282 |
logical gknown |
| 283 |
parameter ( one = 1.0d+0 ) |
| 284 |
|
| 285 |
gknown = lderiv .ge. 2 |
| 286 |
nt = n |
| 287 |
|
| 288 |
* --------------------------------------- |
| 289 |
* First entry. Define b, at(*) and bt(*) |
| 290 |
* for this and all subsequent entries. |
| 291 |
* --------------------------------------- |
| 292 |
if (nstate .eq. 1) then |
| 293 |
grow = 0.03 |
| 294 |
beta = 0.95 |
| 295 |
xk0 = 3.0 |
| 296 |
xc0 = 0.95 |
| 297 |
xi0 = 0.05 |
| 298 |
b = 0.25 |
| 299 |
if (iprint .gt. 0) write(iprint, 1000) nt, b |
| 300 |
|
| 301 |
a = (xc0 + xi0) / xk0**b |
| 302 |
gfac = (one + grow)**(one - b) |
| 303 |
at(1) = a*gfac |
| 304 |
bt(1) = beta |
| 305 |
|
| 306 |
do 10 j = 2, nt |
| 307 |
at(j) = at(j-1)*gfac |
| 308 |
bt(j) = bt(j-1)*beta |
| 309 |
10 continue |
| 310 |
|
| 311 |
bt(nt) = bt(nt) / (one - beta) |
| 312 |
end if |
| 313 |
|
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* ------------- |
| 315 |
* Normal entry. |
| 316 |
* ------------- |
| 317 |
do 150 j = 1, nt |
| 318 |
xkap = x(j) |
| 319 |
f(j) = at(j) * xkap**b |
| 320 |
if (mode .eq. 2) then |
| 321 |
if (gknown .or. j .gt. 3) g(j) = b*f(j) / xkap |
| 322 |
end if |
| 323 |
150 continue |
| 324 |
|
| 325 |
* ------------ |
| 326 |
* Final entry. |
| 327 |
* ------------ |
| 328 |
if (nstate .ge. 2) then |
| 329 |
if (iprint .gt. 0) write(iprint, 2000) (f(j), j = 1, nt) |
| 330 |
end if |
| 331 |
return |
| 332 |
|
| 333 |
1000 format(// ' This is problem t4manne. nt =', i4, ' b =', f8.3) |
| 334 |
2000 format(// ' Final nonlinear function values' / (5f12.5)) |
| 335 |
|
| 336 |
* end of t4con (funcon for t4manne) |
| 337 |
end |
| 338 |
|
| 339 |
*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 340 |
|
| 341 |
subroutine t5obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 342 |
|
| 343 |
implicit double precision (a-h,o-z) |
| 344 |
double precision x(n), g(n), z(nwcore) |
| 345 |
|
| 346 |
* ------------------------------------------------------------------ |
| 347 |
* t5obj is funobj for the Weapon Assignment problem t5weapon. |
| 348 |
* It assumes the Specs file contains input data after the End card. |
| 349 |
* ------------------------------------------------------------------ |
| 350 |
|
| 351 |
common /m1file/ iread,iprint,isumm |
| 352 |
common /m2file/ iback,idump,iload,imps,inewb,insrt, |
| 353 |
$ ioldb,ipnch,iprob,iscr,isoln,ispecs,ireprt |
| 354 |
|
| 355 |
intrinsic log |
| 356 |
parameter ( nweapn = 5, ntargt = 20, zero = 0.0d+0 ) |
| 357 |
double precision q(nweapn,ntargt), ql(nweapn,ntargt), u(ntargt) |
| 358 |
save q , ql , u |
| 359 |
|
| 360 |
if (nstate .eq. 1) then |
| 361 |
* ---------------------------------------------------- |
| 362 |
* First entry. Read some data defining the objective. |
| 363 |
* ---------------------------------------------------- |
| 364 |
do 20 i = 1, nweapn |
| 365 |
read (ispecs, '(18f4.2)') (q(i,j), j = 1, ntargt) |
| 366 |
do 10 j = 1, ntargt |
| 367 |
ql(i,j) = log( q(i,j) ) |
| 368 |
10 continue |
| 369 |
20 continue |
| 370 |
|
| 371 |
read (ispecs, '(18f4.0)') u |
| 372 |
end if |
| 373 |
|
| 374 |
* ------------- |
| 375 |
* Normal entry. |
| 376 |
* ------------- |
| 377 |
k = 0 |
| 378 |
f = zero |
| 379 |
|
| 380 |
do 990 j = 1, ntargt |
| 381 |
t = u(j) |
| 382 |
do 960 i = 1, nweapn |
| 383 |
xk = x(k+i) |
| 384 |
if (xk .gt. zero) t = t * q(i,j)**xk |
| 385 |
960 continue |
| 386 |
|
| 387 |
if (mode .eq. 2) then |
| 388 |
do 970 i = 1, nweapn |
| 389 |
g(k+i) = t * ql(i,j) |
| 390 |
970 continue |
| 391 |
end if |
| 392 |
|
| 393 |
k = k + nweapn |
| 394 |
f = f + (t - u(j)) |
| 395 |
990 continue |
| 396 |
|
| 397 |
* end of t5obj (funobj for t5weapon) |
| 398 |
end |
| 399 |
|
| 400 |
*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 401 |
|
| 402 |
subroutine t6con ( mode, m, n, njac, x, f, g, |
| 403 |
$ nstate, nprob, z, nwcore ) |
| 404 |
|
| 405 |
implicit double precision (a-h,o-z) |
| 406 |
double precision x(n), f(m), g(m,n), z(nwcore) |
| 407 |
|
| 408 |
* ------------------------------------------------------------------ |
| 409 |
* t6con is funcon for test problem t6wood, |
| 410 |
* a chemical engineering design problem. |
| 411 |
* Originally called woplant (wood plant?). |
| 412 |
* m = 5, n = 10. |
| 413 |
* |
| 414 |
* For test purposes, we test Derivative level |
| 415 |
* to decide whether or not to compute gradients. |
| 416 |
* |
| 417 |
* Dec 1981: Original MINOS version obtained via Bruce Murtagh. |
| 418 |
* Oct 1991: Converted to f77 for test problem t6wood. |
| 419 |
* ------------------------------------------------------------------ |
| 420 |
|
| 421 |
common /m1file/ iread,iprint,isumm |
| 422 |
common /m8diff/ difint(2),gdummy,lderiv,lvldif,knowng(2) |
| 423 |
|
| 424 |
parameter (one = 1.0d+0, two = 2.0d+0, |
| 425 |
$ three = 3.0d+0, four = 4.0d+0, |
| 426 |
$ half = 0.5d+0, tenk = 10000.0d+0, vrho = 3000.0d+0) |
| 427 |
|
| 428 |
if (nstate .eq. 1) then |
| 429 |
if (iprint .gt. 0) write(iprint, 5) lderiv |
| 430 |
if (isumm .gt. 0) write(isumm , 5) lderiv |
| 431 |
5 format(/ ' This is problem t6wood. Derivative level =', i3 /) |
| 432 |
end if |
| 433 |
|
| 434 |
* Transform to original variables. |
| 435 |
|
| 436 |
fg = tenk*(one + x(1)) |
| 437 |
fp = tenk*(one + x(2)) |
| 438 |
fd = tenk*(one + x(3)) |
| 439 |
fra = tenk*(one + x(4)) |
| 440 |
frp = tenk*(one + x(5)) |
| 441 |
fre = tenk*(one + x(6)) |
| 442 |
frb = tenk*(one + x(7)) |
| 443 |
frc = tenk*(one + x(8)) |
| 444 |
fr = tenk*(one + x(9)) |
| 445 |
temp = 630.0d+0 + 50.0d+0*x(10) |
| 446 |
|
| 447 |
* Rate constants. |
| 448 |
|
| 449 |
ak1 = 5.9755d+09 * dexp(-1.2d+4/temp) |
| 450 |
ak2 = 2.5962d+12 * dexp(-1.5d+4/temp) |
| 451 |
ak3 = 9.6283d+15 * dexp(-2.0d+4/temp) |
| 452 |
|
| 453 |
* Rate terms. |
| 454 |
|
| 455 |
fr2 = fr**2 |
| 456 |
r1 = ak1*fra*frb*vrho/fr2 |
| 457 |
r2 = ak2*frb*frc*vrho/fr2 |
| 458 |
r3 = ak3*frc*frp*vrho/fr2 |
| 459 |
|
| 460 |
* Nonlinear functions. |
| 461 |
|
| 462 |
recip = one/(fr - fg - fp) |
| 463 |
f(1) = two*r2 - fd*recip*fre |
| 464 |
f(2) = r2 - half*r3 - fd*recip*(frp - fp) - fp |
| 465 |
f(3) = - r1 - fd*recip*fra |
| 466 |
f(4) = - r1 - r2 - fd*recip*frb |
| 467 |
f(5) = 1.5d+0*r3 - fg |
| 468 |
|
| 469 |
* Scale them. |
| 470 |
|
| 471 |
do 10 i = 1, m |
| 472 |
f(i) = f(i) / tenk |
| 473 |
10 continue |
| 474 |
|
| 475 |
* Compute the Jacobian (if MINOS wants it). |
| 476 |
|
| 477 |
if (mode .eq. 0 .or. lderiv .lt. 2) return |
| 478 |
|
| 479 |
b1t = 1.2d+4/temp**2 |
| 480 |
b2t = 1.5d+4/temp**2 |
| 481 |
b3t = 2.0d+4/temp**2 |
| 482 |
rr = recip**2 |
| 483 |
|
| 484 |
g(1,1) = - fd*fre*rr |
| 485 |
g(1,2) = g(1,1) |
| 486 |
g(1,3) = - fre*recip |
| 487 |
g(1,6) = - fd *recip |
| 488 |
g(1,7) = two*r2/frb |
| 489 |
g(1,8) = two*r2/frc |
| 490 |
g(1,9) = - four*r2/fr - g(1,1) |
| 491 |
g(1,10)= two*r2*b2t |
| 492 |
|
| 493 |
g(2,1) = - fd*(frp - fp)*rr |
| 494 |
g(2,2) = fd*(fr - frp - fg)*rr - one |
| 495 |
g(2,3) = - (frp - fp)*recip |
| 496 |
g(2,5) = - half*r3/frp - fd*recip |
| 497 |
g(2,7) = r2/frb |
| 498 |
g(2,8) = (r2 - half*r3)/frc |
| 499 |
g(2,9) = - two*(r2 - half*r3)/fr - g(2,1) |
| 500 |
g(2,10)= r2*b2t - half*r3*b3t |
| 501 |
|
| 502 |
g(3,1) = - fd*fra*rr |
| 503 |
g(3,2) = g(3,1) |
| 504 |
g(3,3) = - fra*recip |
| 505 |
g(3,4) = - r1/fra - fd*recip |
| 506 |
g(3,7) = - r1/frb |
| 507 |
g(3,9) = two*r1/fr - g(3,1) |
| 508 |
g(3,10)= - r1*b1t |
| 509 |
|
| 510 |
g(4,1) = - fd*frb*rr |
| 511 |
g(4,2) = g(4,1) |
| 512 |
g(4,3) = - frb*recip |
| 513 |
g(4,4) = - r1/fra |
| 514 |
g(4,7) = - (r1 + r2)/frb - fd*recip |
| 515 |
g(4,8) = - r2/frc |
| 516 |
g(4,9) = two*(r1+r2)/fr - g(4,1) |
| 517 |
g(4,10)= - r1*b1t - r2*b2t |
| 518 |
|
| 519 |
g(5,1) = - 1.0d+0 |
| 520 |
g(5,5) = 1.5d+0*r3/frp |
| 521 |
g(5,8) = 1.5d+0*r3/frc |
| 522 |
g(5,9) = - three *r3/fr |
| 523 |
g(5,10)= 1.5d+0*r3*b3t |
| 524 |
|
| 525 |
* Rescale the temperature derivatives. |
| 526 |
|
| 527 |
do 20 i = 1, m |
| 528 |
g(i,10) = g(i,10) * 5.0d-3 |
| 529 |
20 continue |
| 530 |
|
| 531 |
* end of t6con (funcon for Chemical Design Problem woplant) |
| 532 |
end |
| 533 |
|
| 534 |
*+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ |
| 535 |
|
| 536 |
subroutine t7obj ( mode, n, x, f, g, nstate, nprob, z, nwcore ) |
| 537 |
|
| 538 |
implicit double precision (a-h,o-z) |
| 539 |
double precision x(n), g(n), z(nwcore) |
| 540 |
|
| 541 |
* ------------------------------------------------------------------ |
| 542 |
* t7obj is funobj for Alan Manne's energy model ETAMACRO. |
| 543 |
* ------------------------------------------------------------------ |
| 544 |
|
| 545 |
common /m1file/ iread,iprint,isumm |
| 546 |
|
| 547 |
intrinsic log |
| 548 |
parameter ( maxt = 16, zero = 0.0d+0, one = 1.0d+0 ) |
| 549 |
|
| 550 |
double precision a1, b1, alpha, beta, rho, rate, esub, refp |
| 551 |
save a1, b1, alpha, beta, rho, rate, esub, refp |
| 552 |
|
| 553 |
double precision deltat(maxt), zks(maxt), zls(maxt), zes(maxt), |
| 554 |
$ zns (maxt), zys(maxt), zlb(maxt) |
| 555 |
save deltat , zks , zls , zes , |
| 556 |
$ zns , zys , zlb |
| 557 |
|
| 558 |
data zlb / 1.160d+0, 1.446d+0, 1.717d+0, 2.039d+0, |
| 559 |
$ 2.364d+0, 2.740d+0, 3.101d+0, 3.508d+0, |
| 560 |
$ 3.873d+0, 4.276d+0, 4.721d+0, 5.213d+0, |
| 561 |
$ 5.755d+0, 6.354d+0, 7.016d+0, 7.746d+0/ |
| 562 |
|
| 563 |
data rate / 10.000d+0 /, esub / 0.2000d+0 /, |
| 564 |
$ beta / 0.4000d+0 /, alpha / 0.3333d+0 /, |
| 565 |
$ refp / 0.8000d+0 / |
| 566 |
|
| 567 |
if (nstate .eq. 1) then |
| 568 |
* ---------------------------------------------------- |
| 569 |
* First entry. Define some data. |
| 570 |
* ---------------------------------------------------- |
| 571 |
spda = 0.96d+0 |
| 572 |
s5 = spda**5 |
| 573 |
rho = (esub - one) / esub |
| 574 |
delta = one / (one + rate/100) |
| 575 |
|
| 576 |
* Compute coefficients a1, b1 with given data at 1970. |
| 577 |
|
| 578 |
zel = 1.650d+0 |
| 579 |
zne = 0.509d+0 |
| 580 |
pn = 0.080d+0 |
| 581 |
gnp = 1.360d+0 |
| 582 |
zkp = 2.5d+0 * gnp |
| 583 |
y = gnp + zne * pn / (one - beta) |
| 584 |
b1 = pn * y**(rho - one) / (one - beta) |
| 585 |
$ * zel**(-rho*beta) |
| 586 |
$ * zne**(one - rho*(one - beta)) |
| 587 |
a1 = b1 * zel**( rho*beta) * zne**(rho*(one - beta)) |
| 588 |
a1 = (y**rho - a1) / zkp**(alpha*rho) |
| 589 |
if (iprint .gt. 0) then |
| 590 |
write(iprint, '(/ 1p, a , e16.8, 4x, a , e16.8)') |
| 591 |
$ ' a =', a1 , ' b =', b1 |
| 592 |
end if |
| 593 |
|
| 594 |
* Compute deltat(j). |
| 595 |
|
| 596 |
d5 = delta**5 |
| 597 |
deltat(1) = 1000 |
| 598 |
do 130 j = 2, maxt |
| 599 |
deltat(j) = deltat(j-1) * d5 |
| 600 |
130 continue |
| 601 |
deltat(maxt) = deltat(maxt) / (one - d5) |
| 602 |
|
| 603 |
* Compute surviving quantities. |
| 604 |
|
| 605 |
do 140 j = 1, maxt |
| 606 |
s5j = s5**j |
| 607 |
zys(j) = y * s5j |
| 608 |
zks(j) = zkp * s5j |
| 609 |
zls(j) = (zlb(j) - s5j)**(one - alpha) |
| 610 |
zes(j) = zel * s5j |
| 611 |
zns(j) = zne * s5j |
| 612 |
140 continue |
| 613 |
end if |
| 614 |
|
| 615 |
* ------------------------------------------- |
| 616 |
* Normal entry. |
| 617 |
* Some output is produced on the final entry. |
| 618 |
* ------------------------------------------- |
| 619 |
if (nstate .eq. 2) then |
| 620 |
if (iprint .gt. 0) then |
| 621 |
write(iprint, '(/ a / a)') |
| 622 |
$ ' Time series of Gross Output, Annual Consumption and', |
| 623 |
$ ' Cumulative Consumption discounted at 5% and 10% are' |
| 624 |
end if |
| 625 |
end if |
| 626 |
|
| 627 |
f = zero |
| 628 |
cdc5 = zero |
| 629 |
cdc10 = zero |
| 630 |
|
| 631 |
do 190 j = 1, maxt |
| 632 |
j1 = j |
| 633 |
j2 = j1 + maxt |
| 634 |
j3 = j2 + maxt |
| 635 |
j4 = j3 + maxt |
| 636 |
j5 = j4 + maxt |
| 637 |
dxk = x(j1) - zks(j) |
| 638 |
dxe = x(j2) - zes(j) |
| 639 |
dxn = x(j3) - zns(j) |
| 640 |
r = (dxk**alpha * zls(j))**rho |
| 641 |
e = ((dxe/dxn)**beta * dxn)**rho |
| 642 |
d = (a1*r + b1*e)**(one/rho) |
| 643 |
y = zys(j) + d |
| 644 |
c = y - x(j4) - x(j5) |
| 645 |
f = f + deltat(j) * log(c) |
| 646 |
|
| 647 |
if (nstate .eq. 2) then |
| 648 |
it = 5*(j - 1) |
| 649 |
cdc5 = cdc5 + 5*(one / 1.05d+0)**it * c |
| 650 |
cdc10 = cdc10 + 5*(one / 1.10d+0)**it * c |
| 651 |
iyr = 1975 + it |
| 652 |
if (iprint .gt. 0) then |
| 653 |
write(iprint, '(i5, 4f9.3)') iyr, y, c, cdc5, cdc10 |
| 654 |
end if |
| 655 |
end if |
| 656 |
|
| 657 |
* Compute the gradient. |
| 658 |
|
| 659 |
dc = deltat(j) / c |
| 660 |
d = dc * d**(one - rho) |
| 661 |
g(j1) = d * a1 * r * alpha / dxk |
| 662 |
g(j2) = d * b1 * e * beta / dxe |
| 663 |
g(j3) = d * b1 * e * (one - beta) / dxn |
| 664 |
g(j4) = - dc |
| 665 |
g(j5) = g(j4) |
| 666 |
190 continue |
| 667 |
|
| 668 |
* end of t7obj (funobj for ETAMACRO) |
| 669 |
end |
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