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dvx_r_s.f
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CM IF (dan .EQ. 1) THEN
C?C->>> ----------------------------------------------> ems_dan_cz_r <<<
C?c
CM IF (sps_cz_r .EQ. 1) THEN
C? subroutine ems_dan_sps_cz_r(
CM ELSE
C? subroutine ems_dan_cz_r(
CM ENDIF
C? & rp_growth, refined_pv_c, refine_pv_c,
CM ENDIF
CM IF (dvx .EQ. 1) THEN
C->>> ----------------------------------------------> ems_dvx_cz_r <<<
c
CM IF (sps_cz_r .EQ. 1) THEN
subroutine ems_dvx_sps_cz_r(
CM ELSE
C? subroutine ems_dvx_cz_r(
CM ENDIF
& rp_growth, refined_pv_c, refine_pv_c,
& ed_wt,
& dvx_ix,
CM ENDIF
CM IF (sed .EQ. 1) THEN
C?C->>> ----------------------------------------------> ems_sed_cz_r <<<
C?c
CM IF (sps_cz_r .EQ. 1) THEN
C? subroutine ems_sed_sps_cz_r(
CM ELSE
C? subroutine ems_sed_cz_r(
CM ENDIF
C? & rp_growth, refined_pv_c, refine_pv_c,
C? & mx_ed_wt_er,
C? & ed_wt,
CM ENDIF
& rsmi_lb, rsmi_ub, pr_act, st, vr_in_r,
& nw_eta_v, pv_c_v, nw_eta_ix,
& cdd_ix,
& ds, is)
implicit none
include 'EMSV.INC'
include 'EMSPM.INC'
include 'EMSMMGR.INC'
include 'EMSMEM.INC'
include 'EMSP.INC'
include 'RSMICS.INC'
include 'RSMICOM.INC'
include 'MORSMI.INC'
CM IF (emsol_da .EQ. 1) THEN
C? include 'EMSDA.INC'
CM ENDIF
include 'ICTVR.INC'
include 'RLCTVR.INC'
include 'EMSMSG.INC'
CM IF (emsol_tt .EQ. 1) THEN
C? include 'EMSTT.INC'
CM ENDIF
integer rd_en_vr_n, rd_lv_vr_n
common/ems_rd_lv_vr_n_com/rd_en_vr_n, rd_lv_vr_n
logical rp_growth, refined_pv_c, refine_pv_c
integer st(0:mx_n_c+n_r)
integer vr_in_r(0:n_r), nw_eta_ix(0:n_r)
integer cdd_ix(0:1+n_r), is(0:is_n_en_m1)
CM IF (dvx .EQ. 1) THEN
integer dvx_ix(0:mx_n_c+n_r)
double precision ed_wt(0:mx_n_c+n_r)
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? double precision mx_ed_wt_er
C? double precision ed_wt(0:mx_n_c+n_r)
CM ENDIF
double precision rsmi_lb(0:mx_n_c+n_r)
double precision rsmi_ub(0:mx_n_c+n_r)
double precision pr_act(0:mx_n_c+n_r)
double precision nw_eta_v(0:n_r), pv_c_v(0:n_r)
double precision ds(0:ds_n_en_m1)
c
integer r_n, vr_n, vr_st
integer ix_n, ix_o_f_fs_vr_t_bd, ix_o_l_ifs_vr_t_bd
integer ix_o_vr_t_lv_bs, loop_n, n_rpt, rpt
integer n_cdd_ix, n_cdd_ix0, cdd_ix_n
integer cdd_ix_n_o_l_ifs_vr_t_bd, cdd_ix_n_o_f_fs_vr_t_bd
integer n_ifs_cdd_r, n_ifs_r
integer growth_mode
integer n_mv_bd, n_cg_act
CM IF (sps_cz_r .EQ. 1) THEN
integer og_ix_n, og_n_ix
CM ENDIF
logical r_n_in_cdd_ls
logical ck_cdd_ls
logical al_cdd_ifs
logical rpt_cz_r
integer prev_n_ix
CM IF (dvx .EQ. 1) THEN
integer i_te
double precision dvx_rao
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? double precision ed_wt_er
CM ENDIF
double precision aa_1, aa_2
double precision rao_fs, rao_ifs
double precision aa_fs, aa_ifs
double precision psi
double precision ok_pv, mx_pv
double precision rsdu
double precision growth
double precision og_tl_pr_ifs
double precision mx_dl_bd, mx_dl_act
CM IF (sed .EQ. 1) THEN
C? double precision og_ed_wt_o_vr_t_en_bs
CM ENDIF
CM IF (dvx .EQ. 1) THEN
double precision og_ed_wt_o_vr_t_en_bs
CM ENDIF
CM IF (emsol_da .EQ. 1) THEN
C?c integer i
C?c double precision v
CM ENDIF
c double precision rl_null
c save rl_null
c data rl_null/0d0/
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl0) call ems_tt_rec(cz_r_tt, n_bs)
CM ENDIF
prev_n_ix = i_inf
100 continue
CM IF (dvx .EQ. 1) THEN
og_ed_wt_o_vr_t_en_bs = ed_wt(vr_t_en_bs)
ed_wt_o_vr_t_en_bs = zero
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? og_ed_wt_o_vr_t_en_bs = ed_wt(vr_t_en_bs)
C? ed_wt_o_vr_t_en_bs = zero
CM ENDIF
mx_pv_c_v = zero
mx_pv = one
alg_er = .false.
un_bd = .false.
refine_pv_c = .false.
r_n_in_cdd_ls = .false.
ck_cdd_ls = .false.
al_cdd_ifs = .true.
c
c Set ix_n = -1, vr_in_r(0) = vr_t_en_bs and pv_c_v(0) = 1 so that
c this value is packed into nw_eta_v(0) with index nw_eta_ix(0) =
c vr_t_en_bs. Thus, ratios for bound swaps can be determined in the
c same loop as the other ratios.
c
ix_n = -1
vr_in_r(0) = vr_t_en_bs
c NO_SGN pv_c_v(0) = one
c SGN pv_c_v(0) = mv_dir*one
CM IF (sps_cz_r .EQ. 1) THEN
og_n_ix = nw_eta_ix(0)
nw_eta_ix(0) = 0
CM ENDIF
pv_c_v(0) = one
nw_eta_f_ix = 1
if (lp_ph .eq. 1) goto 500
c=======================================================================
c Start of phase II cz_r
c
c Ratio test with expanded bounds.
c
c=======================================================================
c
tl_pr_ifs = tl_pr_ifs + xp_tau
n_rpt = 0
200 continue
n_cdd_ix = 0
rsdu = inf
og_tl_pr_ifs = tl_pr_ifs
aa_1 = inf
ix_o_vr_t_lv_bs = -1
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1)
CM IF (sps_cz_r .EQ. 1) THEN
C? & call ems_tt_rec(cz_r_ph_2_sps_ps_1_tt, n_bs)
CM ELSE
C? & call ems_tt_rec(cz_r_ph_2_dse_ps_1_tt, n_bs)
CM ENDIF
CM ENDIF
c call ems_rp_cz_r(lp_ph, -1,
c & 0, rl_null, rl_null, rl_null, rl_null)
CM IF (sps_cz_r .EQ. 1) THEN
do 210, og_ix_n = 0, og_n_ix
r_n = nw_eta_ix(og_ix_n)
CM ELSE
C? do 210, r_n = 0, n_r
CM ENDIF
pv = pv_c_v(r_n)
CM IF (emsol_da .EQ. 1) THEN
C?c if (pv .ne. zero) then
C?c v = abs(pv)
C?c if (v .le. 1d0) v = v*1d-1
C?c i = log10(v)
C?c if (i .lt. mn_pv_c_v_rec_by_1)
C?c & i = mn_pv_c_v_rec_by_1-1 - (mn_pv_c_v_rec_by_1-i)/10
C?c i = max(min(i, mx_pv_c_v_rec_by_1), mn_pv_c_v_rec_by_10)
C?c pv_c_v_rec(i) = pv_c_v_rec(i) + 1
C?c su_n_pk_pv_c_en = su_n_pk_pv_c_en + 1
C?c if (abs(pv) .le. pk_pv_c_ze)
C?c & su_n_pk_pv_c_ze = su_n_pk_pv_c_ze + 1
C?c end if
CM ENDIF
if (pv .eq. zero) goto 210
CM IF (dan .EQ. 1) THEN
C? pv_c_v(r_n) = zero
CM ENDIF
CM IF (dvx .EQ. 1) THEN
pv_c_v(r_n) = zero
CM ENDIF
if (abs(pv) .le. pk_pv_c_ze) then
pv_c_v(r_n) = zero
goto 210
end if
ix_n = ix_n + 1
mx_pv_c_v = max(abs(pv), mx_pv_c_v)
nw_eta_v(ix_n) = pv
nw_eta_ix(ix_n) = r_n
vr_n = vr_in_r(r_n)
CM IF (dvx .EQ. 1) THEN
if (dvx_ix(vr_n) .gt. 0)
& ed_wt_o_vr_t_en_bs = ed_wt_o_vr_t_en_bs + pv*pv
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? ed_wt_o_vr_t_en_bs = ed_wt_o_vr_t_en_bs + pv*pv
CM ENDIF
c
c Now complete the CHUZR pass 1 loop.
c
c NO_SGN pv = mv_dir*pv
pv = mv_dir*pv
vr_st = st(vr_n)
c call ems_rp_cz_r(lp_ph, r_n, vr_st,
c & pv, rsmi_lb(vr_n), pr_act(vr_n), rsmi_ub(vr_n))
if (pv .gt. zero) then
if (iand(vr_st, ub_bt) .ne. 0) then
c
c The variable is moving towards an upper bound or breakpoint.
c
rsdu = rsmi_ub(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .lt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .le. aa_1*pv) then
c
c The standard ratio is less than the current smallest ratio with
c respect to expanded bounds.
c
c * it may be a candidate in the pass 2 ratio test.
c
c If it corresponds to a bound rather than just a breakpoint then
c
c * it may give a ratio with respect to the expanded bound which
c is smaller than the current smallest;
c
c NB It the variable is BP then there is no need to consider this.
c
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
rsdu = rsdu + tl_pr_ifs
if (rsdu .lt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
end if
else
goto 210
end if
else
if (iand(vr_st, lb_bt) .ne. 0) then
c
c The variable is moving towards a lower bound or breakpoint.
c
c NB the residual rsmi_lb(vr_n)-pr_act(vr_n) and the pivot are both
c negative so reverse the sign of the inequality.
c
rsdu = rsmi_lb(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .gt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .ge. aa_1*pv) then
c
c The standard ratio is less than the current smallest ratio with
c respect to expanded bounds.
c
c * it may be a candidate in the pass 2 ratio test.
c
c If it corresponds to a bound rather than just a breakpoint then
c
c * it may give a ratio with respect to the expanded bound which
c is smaller than the current smallest;
c
c NB It the variable is BP then there is no need to consider this.
c
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
rsdu = rsdu - tl_pr_ifs
if (rsdu .gt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
end if
else
goto 210
end if
end if
210 continue
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1)
CM IF (sps_cz_r .EQ. 1) THEN
C? & call ems_tt_rec(-cz_r_ph_2_sps_ps_1_tt, n_bs)
CM ELSE
C? & call ems_tt_rec(-cz_r_ph_2_dse_ps_1_tt, n_bs)
CM ENDIF
CM ENDIF
nw_eta_l_ix = ix_n
ok_pv = mx_pv_c_v/tl_cz_r_growth
if (ix_o_vr_t_lv_bs .lt. 0) then
loop_n = 210
goto 8040
end if
pv = nw_eta_v(ix_o_vr_t_lv_bs)
vr_t_lv_bs = vr_in_r(nw_eta_ix(ix_o_vr_t_lv_bs))
if (aa_1 .lt. zero) then
call ems_consider_rpt_rao_ts(
& rpt, n_rpt, pv, vr_t_lv_bs, aa_1,
& st, rsmi_lb, rsmi_ub, pr_act, ds, is)
if (rpt .eq. -5) then
goto 8050
else if (rpt .eq. -3) then
goto 8030
else
goto 200
end if
end if
c
c Alpha_1 should not be less than the minimum step due to primal
c feasibility tolerance.
c
if (pv .eq. zero) goto 8090
if (aa_1 .lt. xp_tau/abs(pv)) goto 8060
if (ix_o_vr_t_lv_bs .eq. 0) then
c
c If the first variable to become infeasible is the entering
c variable then the ratio test yields a bound swap. The step alpha_1
c swaps the activity to its expanded bound so set alpha to the step
c to the original bound (alpha < alpha_1).
c
vr_t_lv_bs = vr_in_r(0)
aa = inf
if (mv_dir .gt. 0) then
aa = rsmi_ub(vr_t_lv_bs) - pr_act(vr_t_lv_bs)
else
aa = pr_act(vr_t_lv_bs) - rsmi_lb(vr_t_lv_bs)
end if
c
c If alpha for a bound swap is less than the minimum step then this
c suggests something very odd. Any bound swap should be at least
c the current infeasibility tolerance which is greater than the
c minimum step.
c
if (aa .lt. xp_tau) goto 8070
c call ems_rp_cz_r(lp_ph, n_r+1, 0, aa_1, aa, rl_null, rl_null)
c call ems_rp_cz_r(lp_ph, n_r+2,
c & 0, aa, mx_pv_c_v, rl_null, rl_null)
goto 1000
end if
c
c End of first pass for phase II.
c=======================================================================
c Start of second pass for phase II.
c
aa_2 = inf
mx_pv = zero
ix_o_vr_t_lv_bs = 0
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1) call ems_tt_rec(cz_r_ph_2_ps_2_tt, n_bs)
CM ENDIF
do 310, cdd_ix_n = 1, n_cdd_ix
c
c Note that all candidates have a pivot which is sufficiently large
c and a finite value to move to which is given by the signed pivot.
c
ix_n = cdd_ix(cdd_ix_n)
pv = nw_eta_v(ix_n)
c NO_SGN pv = mv_dir*pv
pv = mv_dir*pv
vr_n = vr_in_r(nw_eta_ix(ix_n))
c Not used! vr_st = st(vr_n)
if (pv .gt. zero) then
rsdu = rsmi_ub(vr_n) - pr_act(vr_n)
if (rsdu .le. aa_1*pv) then
if (pv .gt. mx_pv) then
aa_2 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
mx_pv = pv
end if
end if
else
rsdu = rsmi_lb(vr_n) - pr_act(vr_n)
if (rsdu .ge. aa_1*pv) then
if (-pv .gt. mx_pv) then
aa_2 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
mx_pv = -pv
end if
end if
end if
310 continue
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1) call ems_tt_rec(-cz_r_ph_2_ps_2_tt, n_bs)
CM ENDIF
if (ix_o_vr_t_lv_bs .lt. 0) then
loop_n = 310
goto 8040
end if
aa = aa_2
pv = nw_eta_v(ix_o_vr_t_lv_bs)
if (ix_o_vr_t_lv_bs .gt. 0 .and. abs(pv) .lt. ok_pv) then
c
c Growth will occur if this pivot is used: possibly refine the
c pivotal column.
c
if (iand(cz_r_msk, cz_r_refine_bt) .ne. 0 .and.
& .not. refined_pv_c) then
c
c Set up the values required to monitor growth.
c
pv_r_n = nw_eta_ix(ix_o_vr_t_lv_bs)
vr_n = vr_in_r(pv_r_n)
growth = abs(mx_pv_c_v/pv)
CM IF (emsol_dev .EQ. 1) THEN
C? call ems_mo_rsmi_growth(n_si_it, growth_act_refine_pv_c,
C? & pv_r_n, vr_n, pv, aa, growth, zero, 0)
CM ENDIF
refine_pv_c = .true.
rp_growth = .true.
goto 7000
end if
end if
c call ems_rp_cz_r(lp_ph, n_r+1, 0, aa_1, aa_2, rl_null, rl_null)
c call ems_rp_cz_r(lp_ph, n_r+2,
c & 0, aa, mx_pv_c_v, rl_null, rl_null)
goto 1000
c
c End of second pass for phase II.
c=======================================================================
c
c End of phase II cz_r
c=======================================================================
c Start of phase I cz_r
500 continue
c
c Ratio test with expanded bounds.
c
c Determine ix_o_f_fs_vr_t_bd, the index of the first variable to
c become infeasible, and ix_o_l_ifs_vr_t_bd, the index of the last
c infeasible activity to reach its nearest bound.
c
c=======================================================================
c Start of first pass for phase I.
c
tl_pr_ifs = tl_pr_ifs + xp_tau
n_rpt = 0
600 continue
n_ifs_r = 0
n_cdd_ix = 0
rsdu = inf
og_tl_pr_ifs = tl_pr_ifs
c
c Psi is the maximum pivot for infeasible basic variables which move
c towards their nearest bound.
c
psi = zero
aa_1 = inf
ix_o_vr_t_lv_bs = -1
vr_st = st(vr_t_en_bs)
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1)
CM IF (sps_cz_r .EQ. 1) THEN
C? & call ems_tt_rec(cz_r_ph_1_sps_ps_1_tt, n_bs)
CM ELSE
C? & call ems_tt_rec(cz_r_ph_1_dse_ps_1_tt, n_bs)
CM ENDIF
CM ENDIF
c call ems_rp_cz_r(lp_ph, -1,
c & 0, rl_null, rl_null, rl_null, rl_null)
CM IF (sps_cz_r .EQ. 1) THEN
do 610, og_ix_n = 0, og_n_ix
r_n = nw_eta_ix(og_ix_n)
CM ELSE
C? do 610, r_n = 0, n_r
CM ENDIF
pv = pv_c_v(r_n)
CM IF (emsol_da .EQ. 1) THEN
C?c if (pv .ne. zero) then
C?c v = abs(pv)
C?c if (v .le. 1d0) v = v*1d-1
C?c i = log10(v)
C?c if (i .lt. mn_pv_c_v_rec_by_1)
C?c & i = mn_pv_c_v_rec_by_1-1 - (mn_pv_c_v_rec_by_1-i)/10
C?c i = max(min(i, mx_pv_c_v_rec_by_1), mn_pv_c_v_rec_by_10)
C?c pv_c_v_rec(i) = pv_c_v_rec(i) + 1
C?c su_n_pk_pv_c_en = su_n_pk_pv_c_en + 1
C?c if (abs(pv) .le. pk_pv_c_ze)
C?c & su_n_pk_pv_c_ze = su_n_pk_pv_c_ze + 1
C?c end if
CM ENDIF
if (pv .eq. zero) goto 610
CM IF (dan .EQ. 1) THEN
C? pv_c_v(r_n) = zero
CM ENDIF
CM IF (dvx .EQ. 1) THEN
pv_c_v(r_n) = zero
CM ENDIF
if (abs(pv) .le. pk_pv_c_ze) then
pv_c_v(r_n) = zero
goto 610
end if
ix_n = ix_n + 1
mx_pv_c_v = max(abs(pv), mx_pv_c_v)
nw_eta_v(ix_n) = pv
nw_eta_ix(ix_n) = r_n
vr_n = vr_in_r(r_n)
CM IF (dvx .EQ. 1) THEN
if (dvx_ix(vr_n) .gt. 0)
& ed_wt_o_vr_t_en_bs = ed_wt_o_vr_t_en_bs + pv*pv
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? ed_wt_o_vr_t_en_bs = ed_wt_o_vr_t_en_bs + pv*pv
CM ENDIF
c
c Now complete the CHUZR pass 1 loop.
c
c NO_SGN pv = mv_dir*pv
pv = mv_dir*pv
vr_st = st(vr_n)
c call ems_rp_cz_r(lp_ph, r_n, vr_st,
c & pv, rsmi_lb(vr_n), pr_act(vr_n), rsmi_ub(vr_n))
c
c Compare the residual with the scaled current smallest ratio to
c determine whether this row will be a candidate in pass 2.
c
if (iand(vr_st, ifs_bt) .ne. 0) then
if (pv .gt. zero) then
if (iand(vr_st, up_bt) .ne. 0) then
n_ifs_r = n_ifs_r + 1
psi = max(pv, psi)
rsdu = rsmi_lb(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .lt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .le. aa_1*pv) then
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
if (iand(vr_st, ub_bt) .ne. 0) then
rsdu = (rsmi_ub(vr_n) - pr_act(vr_n)) +
& tl_pr_ifs
if (rsdu .lt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
end if
end if
else
goto 610
end if
else
if (iand(vr_st, dn_bt) .ne. 0) then
n_ifs_r = n_ifs_r + 1
psi = max(-pv, psi)
rsdu = rsmi_ub(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .gt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .ge. aa_1*pv) then
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
if (iand(vr_st, lb_bt) .ne. 0) then
rsdu = (rsmi_lb(vr_n) - pr_act(vr_n)) -
& tl_pr_ifs
if (rsdu .gt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
end if
end if
else
goto 610
end if
end if
else
if (pv .gt. zero) then
if (iand(vr_st, ub_bt) .ne. 0) then
rsdu = rsmi_ub(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .lt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .le. aa_1*pv) then
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
rsdu = rsdu + tl_pr_ifs
if (rsdu .lt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
end if
else
goto 610
end if
else
if (iand(vr_st, lb_bt) .ne. 0) then
rsdu = rsmi_lb(vr_n) - pr_act(vr_n)
c Surely a mistake!! Changed 12/02/98
c if (rsdu .gt. aa_1*pv) then
c Surely a mistake!! Changed 12/02/98
if (rsdu .ge. aa_1*pv) then
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
rsdu = rsdu - tl_pr_ifs
if (rsdu .gt. aa_1*pv) then
aa_1 = rsdu/pv
ix_o_vr_t_lv_bs = ix_n
end if
else
goto 610
end if
else
goto 610
end if
end if
end if
610 continue
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1)
CM IF (sps_cz_r .EQ. 1) THEN
C? & call ems_tt_rec(-cz_r_ph_1_sps_ps_1_tt, n_bs)
CM ELSE
C? & call ems_tt_rec(-cz_r_ph_1_dse_ps_1_tt, n_bs)
CM ENDIF
CM ENDIF
nw_eta_l_ix = ix_n
ok_pv = mx_pv_c_v/tl_cz_r_growth
if (psi .eq. zero .and. ix_o_vr_t_lv_bs .lt. 0) then
c
c If there are no infeasible variables which reach a bound
c (indicated by psi remaining zero) and no variables which become
c infeasible then the problem is unbounded.
c
loop_n = 610
goto 8040
end if
if (ix_o_vr_t_lv_bs .lt. 0) then
vr_t_lv_bs = 0
else
vr_t_lv_bs = vr_in_r(nw_eta_ix(ix_o_vr_t_lv_bs))
pv = nw_eta_v(ix_o_vr_t_lv_bs)
end if
c
c If no variable can become infeasible goto pass two.
c
if (ix_o_vr_t_lv_bs .lt. 0) goto 700
if (aa_1 .lt. zero) then
call ems_consider_rpt_rao_ts(
& rpt, n_rpt, pv, vr_t_lv_bs, aa_1,
& st, rsmi_lb, rsmi_ub, pr_act, ds, is)
if (rpt .eq. -5) then
goto 8050
else if (rpt .eq. -3) then
goto 8030
else
goto 600
end if
end if
if (pv .eq. zero) goto 8090
if (aa_1 .lt. xp_tau/abs(pv)) goto 8060
if (psi .eq. zero .and. ix_o_vr_t_lv_bs .eq. 0) then
c
c If there are no infeasible variables which reach a bound
c (indicated by psi remaining zero) and the first variable to become
c infeasible is the entering variable then the ratio test yields a
c bound swap. The step alpha_1 swaps the activity to its expanded
c bound so set alpha to the step to the original bound. NB It is
c guaranteed that alpha<alpha_1.
c
vr_t_lv_bs = vr_in_r(0)
aa = inf
if (mv_dir .gt. 0) then
aa = rsmi_ub(vr_t_lv_bs) - pr_act(vr_t_lv_bs)
else
aa = pr_act(vr_t_lv_bs) - rsmi_lb(vr_t_lv_bs)
end if
if (aa .lt. xp_tau) goto 8070
n_cdd_ix = 0
c call ems_rp_cz_r(lp_ph, n_r+1, 0, aa_1, aa, -inf, rl_null)
c call ems_rp_cz_r(lp_ph, n_r+2,
c & 0, aa, mx_pv_c_v, rl_null, rl_null)
goto 1000
end if
c
c End of first pass for phase I
c=======================================================================
c Start of second pass for phase I.
c
700 continue
if (aa_1 .ge. inf) aa_1 = aa_1*0.99d0
psi = xp_nu*psi
mx_pv = zero
aa_fs = inf
aa_ifs = -inf
ix_o_f_fs_vr_t_bd = -1
ix_o_l_ifs_vr_t_bd = -1
rao_fs = inf
rao_ifs = inf
n_cdd_ix0 = n_cdd_ix
n_cdd_ix = 0
cdd_ix_n_o_l_ifs_vr_t_bd = 0
cdd_ix_n_o_f_fs_vr_t_bd = 0
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1) call ems_tt_rec(cz_r_ph_1_ps_2_tt, n_bs)
CM ENDIF
do 710, cdd_ix_n = 1, n_cdd_ix0
ix_n = cdd_ix(cdd_ix_n)
pv = nw_eta_v(ix_n)
c NO_SGN pv = mv_dir*pv
pv = mv_dir*pv
vr_n = vr_in_r(nw_eta_ix(ix_n))
vr_st = st(vr_n)
if (iand(vr_st, ifs_bt) .ne. 0) then
if (pv .gt. zero) then
rao_ifs = (rsmi_lb(vr_n)-pr_act(vr_n))/pv
if (iand(vr_st, ub_bt) .ne. 0)
& rao_fs = (rsmi_ub(vr_n)-pr_act(vr_n))/pv
else
rao_ifs = (rsmi_ub(vr_n)-pr_act(vr_n))/pv
if (iand(vr_st, lb_bt) .ne. 0)
& rao_fs = (rsmi_lb(vr_n)-pr_act(vr_n))/pv
end if
if (rao_ifs .le. aa_1) then
c
c This infeasible variable may become feasible even if it does not
c become nonbasic. Need to know to check this and change its basic
c cost as a result.
c
n_cdd_ix = n_cdd_ix + 1
cdd_ix(n_cdd_ix) = ix_n
c
c Note that for an infeasible variable rao_fs .le. aa_1 only if
c rao_fs .le. aa_1.
c
if (rao_ifs .gt. aa_ifs .and. abs(pv) .ge. psi) then
aa_ifs = rao_ifs
ix_o_l_ifs_vr_t_bd = ix_n
c
c Note where the current chosen row is in the candidate list.
c
cdd_ix_n_o_l_ifs_vr_t_bd = n_cdd_ix
end if
if (rao_fs .le. aa_1) then
if (abs(pv) .gt. mx_pv) then
aa_fs = rao_fs
ix_o_f_fs_vr_t_bd = ix_n
c
c Note where the current chosen row is in the candidate list.
c
cdd_ix_n_o_f_fs_vr_t_bd = n_cdd_ix
mx_pv = abs(pv)
end if
rao_fs = inf
end if
end if
else
if (pv .gt. zero) then
rao_fs = (rsmi_ub(vr_n)-pr_act(vr_n))/pv
else
rao_fs = (rsmi_lb(vr_n)-pr_act(vr_n))/pv
end if
if (rao_fs .le. aa_1) then
if (abs(pv) .gt. mx_pv) then
aa_fs = rao_fs
ix_o_f_fs_vr_t_bd = ix_n
mx_pv = abs(pv)
end if
rao_fs = inf
end if
end if
710 continue
CM IF (emsol_tt .EQ. 1) THEN
C? if (ems_tt_cz_r_lvl1) call ems_tt_rec(-cz_r_ph_1_ps_2_tt, n_bs)
CM ENDIF
if (ix_o_f_fs_vr_t_bd .lt. 0) then
c
c If no variable can exceed its opposite bound then mx_pv will be
c zero so set it to one so that the minimium EXPAND step is
c well-defined.
c
mx_pv = one
if (ix_o_l_ifs_vr_t_bd .lt. 0) then
loop_n = 710
goto 8040
end if
end if
n_ifs_cdd_r = n_cdd_ix
if (ix_o_l_ifs_vr_t_bd .lt. 0) then
c
c No infeasible variables become feasible for a step less than aa_1.
c Simply choose the feasible variable which reaches a bound and has
c the best pivot.
c
ix_o_vr_t_lv_bs = ix_o_f_fs_vr_t_bd
aa = aa_fs
else
if (ix_o_f_fs_vr_t_bd .lt. 0) then
c
c No feasible variable reaches a bound. Simply choose the infeasible
c variable which becomes feasible with biggest step and has an OK
c pivot.
c
ix_o_vr_t_lv_bs = ix_o_l_ifs_vr_t_bd
aa = aa_ifs
else if (ix_o_f_fs_vr_t_bd .eq. ix_o_l_ifs_vr_t_bd) then
c
c The same pivot is chosen both as the last infeasible variable to
c reach a bound with an OK pivot and as the the feasible variable
c which reaches a bound and has the best pivot.
c
ix_o_vr_t_lv_bs = ix_o_f_fs_vr_t_bd
aa = aa_fs
else if (n_ifs_cdd_r .eq. n_ifs_r) then
c
c All the infeasible variables become feasible for a step less than
c aa_1---before a feasible variable reaches its expanded bound.
c Unless the feasible variable which reaches a bound and has the
c best pivot has a pivot which is significantly better, choose the
c infeasible variable which becomes feasible with biggest step and
c has an OK pivot.
c
if (abs(nw_eta_v(ix_o_l_ifs_vr_t_bd)) .gt.
& xp_nu*abs(nw_eta_v(ix_o_f_fs_vr_t_bd))) then
ix_o_vr_t_lv_bs = ix_o_l_ifs_vr_t_bd
aa = aa_ifs
else
ix_o_vr_t_lv_bs = ix_o_f_fs_vr_t_bd
aa = aa_fs
end if
else
c
c Not all infeasible variables become feasible for a step less than
c aa_1. Unless the infeasible variable which reaches a bound and has
c an OK pivot has a pivot which is significantly better, choose the
c feasible variable which reaches a bound and has the best pivot.
c
if (xp_nu*abs(nw_eta_v(ix_o_l_ifs_vr_t_bd)) .gt.
& abs(nw_eta_v(ix_o_f_fs_vr_t_bd))) then
ix_o_vr_t_lv_bs = ix_o_l_ifs_vr_t_bd
aa = aa_ifs
else
ix_o_vr_t_lv_bs = ix_o_f_fs_vr_t_bd
aa = aa_fs
end if
end if
end if
pv = nw_eta_v(ix_o_vr_t_lv_bs)
if (ix_o_vr_t_lv_bs .gt. 0 .and. abs(pv) .lt. ok_pv) then
c
c Growth will occur if this pivot is used: possibly refine the
c pivotal column.
c
if (iand(cz_r_msk, cz_r_refine_bt) .ne. 0 .and.
& .not. refined_pv_c) then
c
c Set up the values required to monitor growth.
c
pv_r_n = nw_eta_ix(ix_o_vr_t_lv_bs)
vr_n = vr_in_r(pv_r_n)
growth = abs(mx_pv_c_v/pv)
CM IF (emsol_dev .EQ. 1) THEN
C? call ems_mo_rsmi_growth(n_si_it, growth_act_refine_pv_c,
C? & pv_r_n, vr_n, pv, aa, growth, zero, 0)
CM ENDIF
refine_pv_c = .true.
rp_growth = .true.
goto 7000
end if
end if
c call ems_rp_cz_r(lp_ph, n_r+1, 0, aa_1, aa_fs, aa_ifs, rl_null)
c call ems_rp_cz_r(lp_ph, n_r+2,
c & 0, aa, mx_pv_c_v, rl_null, rl_null)
c
c End of second pass for phase I.
c=======================================================================
c
c End of phase I cz_r
c=======================================================================
1000 continue
if (abs(pv) .lt. cz_r_pv_tl) then
call ems_ck_cz_r_pv(
& pv_c_v, nw_eta_v, nw_eta_ix,
& nw_eta_f_ix, nw_eta_l_ix,
& ix_o_vr_t_lv_bs,
& prev_n_ix, rpt_cz_r, alg_er)
if (alg_er) goto 7000
if (rpt_cz_r) goto 100
endif
CM IF (dvx .EQ. 1) THEN
if (ed_wt_o_vr_t_en_bs .gt. one) then
ed_wt_o_vr_t_en_bs = sqrt(ed_wt_o_vr_t_en_bs)
else
ed_wt_o_vr_t_en_bs = one
endif
dvx_rao = max(
& ed_wt_o_vr_t_en_bs/og_ed_wt_o_vr_t_en_bs,
& og_ed_wt_o_vr_t_en_bs/ed_wt_o_vr_t_en_bs)
i_te = n_r/nw_dvx_fwk_fq
i_te = max(mn_n_dvx_it, i_te)
nw_dvx_fwk = dvx_rao .gt. tl_dvx_wt .or. n_dvx_it .gt. i_te
CM IF (emsol_dev .EQ. 1) THEN
C? if (nw_dvx_fwk) call ems_mo_rsmi_nw_dvx_fwk(n_si_it,
C? & n_dvx_it, i_te, dvx_rao, tl_dvx_wt)
CM ENDIF
ed_wt(vr_t_en_bs) = ed_wt_o_vr_t_en_bs
CM ENDIF
CM IF (sed .EQ. 1) THEN
C? ed_wt_o_vr_t_en_bs = ed_wt_o_vr_t_en_bs*half
C? ed_wt_er = abs((
C? & og_ed_wt_o_vr_t_en_bs-ed_wt_o_vr_t_en_bs)/
C? & og_ed_wt_o_vr_t_en_bs)
C? if (ed_wt_er .gt. mx_ed_wt_er) then
C? mx_ed_wt_er = ed_wt_er
C? if (iand(rsmi_msg_msk, rsmi_er_li_bt) .ne. 0) then
C? if (ems_msg_no_prt_fm .ge. 1) write(ems_li, 9500)
C? & n_si_it, 'Stpst edge wt:',
C? & ' U_STPST_ED_WT', og_ed_wt_o_vr_t_en_bs,
C? & ' FTRAN', ed_wt_o_vr_t_en_bs, ed_wt_er
C? call ems_msg_wr_li(warn_msg_n)
C? end if
C? end if
C? ed_wt(vr_t_en_bs) = ed_wt_o_vr_t_en_bs
CM ENDIF
vr_t_lv_bs = vr_in_r(nw_eta_ix(ix_o_vr_t_lv_bs))
CM IF (emsol_dev .EQ. 1) THEN
C? if (ts_parsmi .gt. 0) then
C? if (vr_t_lv_bs .ne. rd_lv_vr_n) then
C? do 9991, ix_n = nw_eta_f_ix, nw_eta_l_ix
C? if (vr_in_r(nw_eta_ix(ix_n)) .eq. rd_lv_vr_n) then
C? vr_t_lv_bs = rd_lv_vr_n
C? ix_o_vr_t_lv_bs = ix_n
C? pv = nw_eta_v(ix_n)
C?c NO_SGN pv = mv_dir*pv
C? pv = mv_dir*pv
C? if (pv .gt. zero) then
C? aa = (rsmi_ub(vr_n) - pr_act(vr_n))/pv
C? else
C? aa = (rsmi_lb(vr_n) - pr_act(vr_n))/pv
C? endif
C? goto 9992
C? endif
C? 9991 continue
C? print*, 'Cannot find variable ', rd_lv_vr_n
C? stop
C? 9992 continue
C? endif
C? endif
CM ENDIF
if (mx_pv .eq. zero) goto 8090
aa = max(aa, xp_tau/mx_pv)
if (aa .ge. inf) goto 8010
if (aa .lt. zero) goto 8020
if (ix_o_vr_t_lv_bs .gt. 0 .and.
& abs(pv) .lt. ok_pv*1d1 .and. abs(pv) .ge. ok_pv) then
c
c Near-growth has occurred so maybe monitor it.
c
c Set up the values required to monitor growth.
c
pv_r_n = nw_eta_ix(ix_o_vr_t_lv_bs)
vr_n = vr_in_r(pv_r_n)
growth = abs(mx_pv_c_v/pv)
CM IF (emsol_dev .EQ. 1) THEN
C? call ems_mo_rsmi_growth(n_si_it, growth_act_nr_growth,
C? & pv_r_n, vr_n, pv, aa, growth, zero, 0)
CM ENDIF
else if (ix_o_vr_t_lv_bs .gt. 0 .and. abs(pv) .lt. ok_pv) then
c
c Potential growth has been detected and the pivotal column has
c already been refined if this option has been selected.
c
c Set up the values required to monitor growth.
c
pv_r_n = nw_eta_ix(ix_o_vr_t_lv_bs)
vr_n = vr_in_r(pv_r_n)
growth = abs(mx_pv_c_v/pv)
growth_mode = iand(cz_r_msk, cz_r_growth_mode)
if (growth_mode .eq. cz_r_growth_inv .and. n_u .gt. 0) then
c