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decus_20tap5_198111
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decus/20-0137/rvslpr/sg1rvs.for
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C WESTERN MICHIGAN UNIVERSITY
C SG1RVS.FOR (FILENAME ON LIBRARY DECTAPE)
C CALLED BY SUBR. MAIN2 IN RVSLPR.FOR
C ABOVE COMMENTS AND RIGHT ADJUSTED COMMENTS PUT IN BY WG
C COMMON /IOB/, /IOD/, /NONDYN/ ARE SHARED BY MAIN PROG.,
C SUBR. MAIN1, MAIN2, AND SEGMT2
C BINIT, ISLACK, AMAT, IBASIS, ITEST, CWOBJ, NART ORIGBA
C ARE INPUT. OTHER ARGS. ARE RETURNED FOR SUBR. SEGMT2.
C LSTOP RETURNED BY SEGMT1 THRU COMMON /NONDYN/
SUBROUTINE SEGMT1(BINIT,ISLACK,AMAT,IBASIS,SHADPR,WSHAD,COBJ,
1ITEST,CWOBJ,NART,RELCOS,BCONST,PRINV,JPRINV,
2PIVCOL,BSTAR,IMIN,NBASIS,NONBA,DCOS,ORIGBA)
COMMON/NONDYN/NR,NC,NR2,NCFIN,JTYPE,TABLO,ICOND,ISWST
1,FIRST1,FIRST2,ITERRI,FLAG1,FLAG2,LSTOP,FLAG,
2TOL1,TOL2,TOL3,TOL4,TOL5,TOL6,TOL7,TOL8,IPHASE,
3TOL9,TOL10,TOL11,GREAT,NEQUAL,ITERR
COMMON/IOD/NDEVO,DEVNAM,IDVO,IFLNMO,IPJ,IPG,IBNK,
1NDEVI,IDVI,IFLNMI
COMMON/IOB/LEFBK,IRTBK,IART,MAXPAG,IPAGE,IPAGCT,IDLG
1,IRSP,ICODE,JDUMMY
DOUBLE PRECISION LABEL1,LABEL2,NBASIS
DIMENSION AMAT(1),BINIT(1),IBASIS(1),SHADPR(1),WSHAD(1),
1COBJ(1),ITEST(1),ISLACK(1),CWOBJ(1),NART(1),RELCOS(1)
2,BCONST(1),PRINV(1),JPRINV(1),PIVCOL(1),BSTAR(1),
3IMIN(1),NBASIS(1),NONBA(1),DCOS(1),ORIGBA(1)
1 NCOL=5
ITER=0
ITERRI=0
2 GREAT=1.7E+38
LSTOP=0
C---------------ISWST=1 MEANS POST SOL OPTIONS BVALU AND/OR INEQ
C--------------- AND/OR OBJ. WERE CHOSEN. ISWST = 0 MEANS WE ARE
C--------------- IN PRE SOLUTION STAGE.
IF(ISWST.EQ.1)GO TO 20
IF(ICOND.EQ.0)GO TO 20
C---------------ICOND=1 MEANS MAX, =0 MEANS MIN.
C---------------IF OBJ. FUNCTION IS TO BE MAX., CHANGE TO NEG.,
C--------------- AS PROG. SOLVES FOR MIN.
DO 10 J=1,NC
COBJ(J)=-COBJ(J)
10 CONTINUE
20 DO 5007 I=NC+1,NCFIN
5007 COBJ(I)=0
DO 30 I=1,NR
IMIN(I)=0
BSTAR(I)=0
PIVCOL(I)=0
WSHAD(I)=0
SHADPR(I)=0
30 CONTINUE
DO 40 J=1,NCFIN
DCOS(J)=0
NONBA(J)=0
RELCOS(J)=0
40 CONTINUE
ZOBJ=0
WOBJ=0
WZ=0
85 IF(IPHASE.LT.NR)GO TO 90
NPHASE=2
DO 80 J=1,NC
RELCOS(J)=COBJ(J)
80 CONTINUE
GO TO 130
90 NPHASE=1
DO 100 J=1,NCFIN
C---------------ONES (1) AND ZEROS WERE PUT INTO CWOBJ IN SUBR. MAIN 2.
C--------------- SEE ST. 107+2 AND ST. 260+6 IN SUBR. MAIN 2.
RELCOS(J)=CWOBJ(J)
100 CONTINUE
C---------------IN PHASE 1 SUBTRACT ALL ROWS CORRSP. TO ART. VARS.
C--------------- FROM THE RELCOST COEFFS.
DO 120 I=1,NR
IF(NART(I).EQ.0)GO TO 120
DO 110 J=1,NCFIN
IJ=(I-1)*NCFIN+J
RELCOS(J)=RELCOS(J)-AMAT(IJ)
110 CONTINUE
120 CONTINUE
130 ITER=0
DO 170 I=1,NR
SHADPR(I)=0
BCONST(I)=BINIT(I)
JPRINV(I)=0
C---------------FORM THE IDENTITY MATRIX IN THE LOCATIONS WHERE
C--------------- AT THE END OF PHASE II THERE WILL BE INVERSE OF
C--------------- BASIS MATRIX.
DO 150 J=1,NR
IJ=(I-1)*NR+J
IF(J.EQ.I)GO TO 140
PRINV(IJ)=0
GO TO 150
140 PRINV(IJ)=1.0
150 CONTINUE
IF(NART(I).EQ.0)GO TO 160
C---------------SEE "INTRO TO LIN PROG" BY W.W. GARVIN
C--------------- PP. 198-202. WSHAD=-1 WITH ST. 240+1 IS EQUIV.
C--------------- TO ST. 110-1
WSHAD(I)=-1.0
C---------------CALC. INITIAL VALUE OF OBJ. FUNCTION (INF. FORM)
C--------------- FOR PHASE 1.
WZ=WZ-BCONST(I)
GO TO 170
160 WSHAD(I)=0
170 CONTINUE
ZOBJ=0
ZZ=0
WOBJ=-WZ
C---------------ITERR=-1 MEANS USER CHOSE INOUT OPTION
IF(ITERR.NE.-1)GO TO 175
IF(NPHASE.NE.1)GO TO 179
IF(FIRST1.NE.1)GO TO 175
WRITE(NDEVO,177)
177 FORMAT(1X,50(1H-),/9X,1HI,18X,1HI,14X,1HI/
11X,'ITER.NO.',1HI,' VALUE OF FUNCTION',1HI
2' VARIABLE OUT ',1HI,' VAR. IN',/9X,1HI,18X,1HI,14X,
31HI/1X,8(1H-),1H+,18(1H-),1H+,14(1H-),1H+,7(1H-),/)
ZZOBJ=WOBJ
IF(ICOND.EQ.1)ZZOBJ=-WOBJ
WRITE(NDEVO,181)ZZOBJ
181 FORMAT(1X,/1X,'PHASE 1',4X,G15.8/)
C---------------FIRST1 INITIALIZED TO 1 IN MAIN PROG. NOW FIRST1=2
C--------------- MEANS WE WILL BYPASS PRINTING OF HEADER JUST ABOVE
FIRST1=2
GO TO 175
179 IF(FIRST2.NE.1)GO TO 175
ZZOBJ=ZOBJ
IF(ICOND.EQ.1)ZZOBJ=-ZOBJ
WRITE(NDEVO,182)
182 FORMAT(1X,/1X,'PHASE 2'/)
C---------------FIRST2=2 MEANS WE CAN BYPASS PRINTING "PHASE 2"
C--------------- JUST ABOVE
FIRST2=2
C---------------ITER=NO. OF PIVOTS IN REV. SIMP. PROC.
175 IF(ITER.EQ.0)GO TO 255
176 CONTINUE
C---------------CALCULATE NEXT SET OF REL.COST COEFFS.
C--------------- THIS IS SKIPPED THE FIRST TIME. SEE ST. 175
C--------------- JUST ABOVE AND ST. 110-1.
190 DO 250 J=1,NCFIN
IF(ITEST(J).EQ.1)GO TO 200
RELCOS(J)=0
GO TO 250
200 IF(NPHASE.EQ.1)GO TO 210
RELCOS(J)=COBJ(J)
GO TO 220
210 RELCOS(J)=CWOBJ(J)
220 DO 251 I=1,NR
IF(NPHASE.EQ.1)GO TO 230
PI=SHADPR(I)
GO TO 240
230 PI=WSHAD(I)
240 IJ=(I-1)*NCFIN+J
RELCOS(J)=RELCOS(J)+PI*AMAT(IJ)
242 IF(ABS(RELCOS(J)).LT.TOL11)RELCOS(J)=0
251 CONTINUE
250 CONTINUE
255 CONTINUE
260 SMALL=GREAT
270 NLAST=NCFIN
C---------------LOOK FOR SMALLEST PHASE 2 REL.COST COEFF. AMONG
C--------------- THOSE COLS. WHICH ARE NOT IN THE BASIS AND WHOSE
C--------------- PHASE 1 REL.COST COEFFS. IN ABS. VALUE ARE GREATER
C--------------- THAN TOL 1.
280 DO 290 J=1,NCFIN
IF(ITEST(J).EQ.0.OR.ABS(DCOS(J)).GT.TOL1)GO TO 290
IF(RELCOS(J).GE.SMALL)GO TO 290
SMALL=RELCOS(J)
JEXCH=J
290 CONTINUE
IF(SMALL.LT.0)GO TO 300
C---------------GO TO 520 IF HAVE OPTIMAL SOL.
IF(NPHASE.EQ.2)GO TO 520
C---------------GO TO 295 IF FINISHED PHASE 1
IF(ABS(WOBJ).LE.TOL2)GO TO 295
GO TO 515
295 DO 296 I=1,NCFIN
296 DCOS(I)=RELCOS(I)
NPHASE=2
GO TO 175
C---------------CALCULATE VALUES IN PIVOTAL CAL.
300 DO 310 I=1,NR
PIVCOL(I)=0
310 CONTINUE
DO 340 I=1,NR
IJ=(I-1)*NR
DO 340 J=1,NR
IJ=IJ+1
C---------------JEXCH=COL. WITH SMALLEST REL.COST COEFF.
JJEXCH=(J-1)*NCFIN+JEXCH
C---------------FIRST TIME ALL JPRINV(J)=0, SO WE MOVE
C--------------- JEXCH. COL. TO PIVCOL, LATER ONE OR MORE OF
C--------------- JPRINV(J) NE 0 (SEE ST. 412). THIS IS
C--------------- REALLY MULT. OF INVERSE BY JEXCH COL. BUT
C--------------- USING JPRINV(J) TO SAVE COMPUTATIONS.
IF(JPRINV(J).EQ.0)GO TO 320
PIVCOL(I)=PIVCOL(I)+PRINV(IJ)*AMAT(JJEXCH)
GO TO 335
320 IF(I.EQ.J)GO TO 330
GO TO 340
330 PIVCOL(I)=PIVCOL(I)+AMAT(JJEXCH)
335 IF(ABS(PIVCOL(I)).GE.TOL3)GO TO 340
PIVCOL(I)=0
340 CONTINUE
IF(NPHASE.EQ.1)GO TO 350
C---------------IN PHASE 2 ONLY CSPRIM IS NEEDED TO UPDATE
C--------------- SHADPR. SEE ST. 435.
CSPRIM=RELCOS(JEXCH)
GO TO 365
C---------------IN PHASE 1 WE NEED BOTH DSPRIM AND CSPRIM.
C--------------- SEE ST. 435.
350 DSPRIM=RELCOS(JEXCH)
CSPRIM=COBJ(JEXCH)
DO 360 I=1,NR
IJEXCH=(I-1)*NCFIN+JEXCH
CSPRIM=CSPRIM+SHADPR(I)*AMAT(IJEXCH)
360 CONTINUE
365 CONTINUE
C---------------DETERMINE EXCHANGE ROW=ROW FOR WHICH
C--------------- BCONST(I)/PIVCOL(I) IS SMALLEST FOR
C--------------- PIVCOL(I) GREATER THAN ZERO.
370 RSMALL=GREAT
NUM=0
NMIN=0
K=0
DO 372 I=1,NR
IMIN(I)=0
372 CONTINUE
DO 400 I=1,NR
IF(PIVCOL(I))390,390,375
375 RATIO=BCONST(I)/PIVCOL(I)
C---------------ROUND OFF RATIO TO EXACTLY 7 DECIMAL PLACES TO ALLOW
C---------------NUMBERS WHICH ARE CLOSE ENOUGH TOGETHER TO BE
C--------------- DESIGNATED AS TIES.
373 RAT=RATIO*TOL4+0.5
374 RATIO=AINT(RAT)*TOL5
IF(RATIO.LT.RSMALL)GO TO 380
GO TO 385
380 RSMALL=RATIO
IEXCH=I
IMIN(I)=I
NMIN=1
IX=I-1
IF(IX.EQ.0)GO TO 400
DO 381 N=1,IX
IMIN(N)=0
381 CONTINUE
GO TO 400
385 IF(RATIO.EQ.RSMALL)GO TO 386
GO TO 400
386 NMIN=NMIN+1
IMIN(I)=I
GO TO 400
C---------------COME HERE FROM ST. 372+2
390 NUM=NUM+1
400 CONTINUE
C---------------COME HERE FROM JUST ABOVE AND/OR ST. 406+1
388 IF(NMIN.GT.1)GO TO 401
GO TO 407
401 CONTINUE
C---------------ITERATION "ITER" HAS A "NMIN" FOLD DEGENERACY.
C--------------- RESOLVE DEGENERACY.
C---------------SEE "INTRO TO LIN. PROG." BY W.W. GARVIN PP.215-216.
411 K=K+1
403 RSMALL=GREAT
DO 406 L=1,NR
IF(IMIN(L).EQ.0)GO TO 406
IM=IMIN(L)
IMK=(IM-1)*NR+K
RATIO=PRINV(IMK)/PIVCOL(IM)
402 RAT=RATIO*TOL4+0.5
409 RATIO=AINT(RAT)*TOL5
IF(RATIO.LT.RSMALL)GO TO 404
IF(RATIO.GT.RSMALL)GO TO 405
NMIN=NMIN+1
GO TO 406
404 RSMALL=RATIO
IEXCH=L
IL=L-1
NMIN=1
IF(IL.EQ.0)GO TO 406
DO 408 I=1,IL
IMIN(I)=0
408 CONTINUE
GO TO 406
405 IMIN(L)=0
406 CONTINUE
GO TO 388
C---------------COME HERE FROM ST. 388+1. NUM = # OF PIVCOL(I) LE 0
407 IF(NUM.EQ.NR)GO TO 500
C---------------COL. WITH SMALLEST REL.COST COEFF. (JEXCH)
C--------------- DETERMINE THAT A VAR. GOES INTO THE BASIS.
C---------------ROW WITH SMALLEST BCONST/PIVCOL RATIO (IEXCH)
C--------------- DETERMINES THAT A VAR. GOES OUT OF BASIS.
IB=IBASIS(IEXCH)
ITEST(IB)=1
ITEST(JEXCH)=0
IBASIS(IEXCH)=JEXCH
C---------------ITER=NO. OF PIVOTS IN THE REVISED SIMPLEX PROCEDURE.
ITER=ITER+1
C---------------CALCULATE VALUES OF BASIS VARS.
PIVOT=PIVCOL(IEXCH)
BBASE=BCONST(IEXCH)/PIVOT
DO 420 I=1,NR
IF(I.EQ.IEXCH)GO TO 410
BCONST(I)=BCONST(I)-PIVCOL(I)*BBASE
GO TO 415
410 BCONST(I)=BBASE
415 IF(BCONST(I).LT.TOL6)BCONST(I)=0
420 CONTINUE
C---------------CALCULATE INVERSE.
412 JPRINV(IEXCH)=IEXCH
DO 430 J=1,NR
IF(JPRINV(J).EQ.0)GO TO 430
IEXCHJ=(IEXCH-1)*NR+J
PRINV(IEXCHJ)=PRINV(IEXCHJ)/PIVOT
BSTAR(J)=PRINV(IEXCHJ)
DO 431 I=1,NR
IJ=(I-1)*NR+J
IF(I.EQ.IEXCH)GO TO 425
PRINV(IJ)=PRINV(IJ)-PIVCOL(I)*BSTAR(J)
425 IF(ABS(PRINV(IJ)).GE.TOL7)GO TO 431
PRINV(IJ)=0
431 CONTINUE
430 CONTINUE
C---------------CALCULATE SIMPLEX MULTIPLIERS (SHADOW PRICES).
C--------------- IN PHASE 1 UPDATE BOTH SHADPR AND WSHAD. IN
C--------------- PHASE 2 UPDATE ONLY SHADPR.
435 DO 440 J=1,NR
IEXCHJ=(IEXCH-1)*NR+J
SHADPR(J)=SHADPR(J)-CSPRIM*PRINV(IEXCHJ)
IF(ABS(SHADPR(J)).LT.TOL8)SHADPR(J)=0
IF(NPHASE.EQ.2)GO TO 440
WSHAD(J)=WSHAD(J)-DSPRIM*PRINV(IEXCHJ)
IF(ABS(WSHAD(J)).LT.TOL9)WSHAD(J)=0
440 CONTINUE
C---------------CALCULATE VALS. OF OBJ. FUNCTION.
ZZ=ZZ-CSPRIM*BBASE
ZOBJ=-ZZ
IF(NPHASE.EQ.2)GO TO 4400
WZ=WZ-DSPRIM*BBASE
WOBJ=-WZ
442 IF(WOBJ.LT.TOL10)WOBJ=0
4400 CONTINUE
C---------------ITERR=-1 MEANS USER SPEC. INOUT OPTION
IF(ITERR.NE.-1)GO TO 175
IF(NPHASE.NE.1)GO TO 517
C---------------IN PHASE 1 WE PRINT WOBJ. IN PHASE 2 WE PRINT ZOBJ.
ZZOBJ=WOBJ
IF(ICOND.EQ.1)ZZOBJ=-WOBJ
443 ITERRI=ITERRI+1
WRITE(NDEVO,444)ITERRI,ZZOBJ,NBASIS(IB),NBASIS(JEXCH)
444 FORMAT(3X,I3,5X,G15.8,5X,A10,5X,A10)
GO TO 175
C---------------FIRST2=2 MEANS WE ALREADY PRINTED 'PHASE 2'
C--------------- IN ST. 182.
517 IF(FIRST2.NE.2)GO TO 518
C---------------IN PHASE 2 WE PRINT ZOBJ. IN PHASE 1 WE PRINT WOBJ.
ZZOBJ=ZOBJ
IF(ICOND.EQ.1)ZZOBJ=-ZOBJ
GO TO 443
518 WRITE(NDEVO,519)
519 FORMAT(1X,/1X,'PHASE 2'/)
FIRST2=2
GO TO 517
C---------------COME HERE FROM ST. 407
500 WRITE(NDEVO,510)
510 FORMAT(1H0,'SOLUTION IS UNBOUNDED.'/)
LSTOP=1
RETURN
515 WRITE(NDEVO,516)
516 FORMAT(1H0,'PROBLEM HAS NO FEASIBLE SOLUTION.'/)
LSTOP=1
RETURN
520 CONTINUE
IF(ICOND.EQ.1)ZOBJ=-ZOBJ
IF(ICOND.EQ.1)GO TO 5001
LABEL1='MINIMUM'
LABEL2='MINIMIZE'
GO TO 5002
5001 LABEL1='MAXIMUM'
LABEL2='MAXIMIZE'
5002 WRITE(NDEVO,5000)LABEL1,ZOBJ
5000 FORMAT(1X,'THE ',A10,'VALUE OF OBJECTIVE FUNCTION IS '
1,/,1X,G15.8,/)
WRITE(NDEVO,5003)LABEL2
5003 FORMAT(//,' THE VARIABLES AND NUMBER OF UNITS THAT
1 SHOULD BE USED TO ',A10,/,' THE OBJECTIVE FUNCTION
2 ARE AS FOLLOWS:'/)
DO 5004 I=1,NR
WRITE(NDEVO,5005)NBASIS(IBASIS(I)),BCONST(I)
5004 CONTINUE
5005 FORMAT(1X,10X,A10,3X,G15.8)
WRITE(NDEVO,5006)
5006 FORMAT(//,1X,'ZERO UNITS OF OTHER VARIABLES ARE ',
1'TO BE USED.'/)
FLAG=0
RETURN
END