*---------------------------------------------------------
* Date created:  December 22, 1997
* 
* Hock & Schittkowski, 
* Test Examples for Nonlinear Programming Codes.
* Springer-Verlag, 1981.
* Problem 95, pp,109
*
* Dr. Neculai Andrei,
* Research Institute for Informatics - Bucharest
* 8-10, Averescu Avenue,
* 71316 Bucharest - Romania
* E-mail: nandrei@u3.ici.ro
* web: http://www.ici.ro/camo/neculai/nandrei.htm
*---------------------------------------------------------
*
      subroutine ini(n,m,mb,me,sb,x,icgc,ipgc,icge,ipge,
     1		     nszc,nsze,nb)
*
      double precision x(n)
      integer sb(mb)
      integer icgc(nszc),ipgc(n+1)
      integer icge(nsze),ipge(n+1)
*
	write(1,10)
10	format(5x,'Example of a Nonlinear Programming Problem.')
	write(1,11)
11	format(5x,'Schittkowski, prob 95, pp.109')
*
      n=6
      m=4
      me=0
      mb=2*n
      nszc=20
      nsze=0
*
* Initial Point
*
	do i=1,n
	  x(i)=0.0001d0
	end do
*
* Index vector for simple bounds:
*
      j=1
      do i=1,n
	sb(j)=i
	sb(j+1)=-i
	j=j+2
      end do
*
* Rows indices of the nonzeros of the Jacobian of the Equalities.
*
*
* Starting address of the columns of the Jacobian of the Equalities.
*
*
* Rows indices of the nonzeros of the Jacobian of the INEqualities.
*
	icgc(1)=1
	icgc(2)=2
	icgc(3)=4

	icgc(4)=1
	icgc(5)=2
	icgc(6)=3
	icgc(7)=4

	icgc(8)=1
	icgc(9)=2

	icgc(10)=1
	icgc(11)=2
	icgc(12)=3
	icgc(13)=4

	icgc(14)=1
	icgc(15)=2
	icgc(16)=3
	icgc(17)=4

	icgc(18)=1
	icgc(19)=2
	icgc(20)=4
*
* Starting address of the columns of the Jacobian of the INEqualities.
*
	ipgc(1)=1
	ipgc(2)=4
	ipgc(3)=8
	ipgc(4)=10
	ipgc(5)=14
	ipgc(6)=18
	ipgc(7)=21
*
      return
      end
*
*--------------------------------------------------------------
* Date created:  December 22, 1997
* Hock & Schittkowski, Prob. 95, pp.109
*--------------------------------------------------------------
*
      subroutine prob(n,m,mb,me,sb,x,objf,gobj,c,gc,cb,e,ge,
     1                nszc,nsze,nb)
*
* Calculate problem functions at iterate x.
*
      double precision x(n),objf,gobj(n),c(m),gc(nszc),
     *   cb(mb),e(me),ge(nsze)
*
* Objective function, and its gradient.
*
        objf=   4.3d0*x(1) + 31.8d0*x(2) + 63.3d0*x(3) +
     1		15.8d0*x(4) + 68.5d0*x(5) + 4.7d0*x(6)
*
	gobj(1)=4.3d0
	gobj(2)=31.8d0
	gobj(3)= 63.3d0
	gobj(4)=15.8d0
	gobj(5)=68.5d0
	gobj(6)=4.7d0
*
* Bounds on variables.
*
	cb(1)=x(1)
	cb(2)=0.31d0-x(1)
	cb(3)=x(2)
	cb(4)=0.046d0-x(2)
	cb(5)=x(3)
	cb(6)=0.068d0-x(3)
	cb(7)=x(4)
	cb(8)=0.042d0-x(4)
	cb(9)=x(5)
	cb(10)=0.028d0-x(5)
	cb(11)=x(6)
	cb(12)=0.0134d0-x(6)
*
*
* Equality Constraints.
*
*
* Jacobian of the equality constraints.
*
*
* INEquality Constraints.
*
*  Data for problem 95.  Schittkowski, pp.109
*
	b1=4.97d0
	b2=-1.88d0
	b3=-29.08d0
	b4=-78.02d0
*
	c(1)=   17.1d0*x(1) + 38.2d0*x(2) + 204.2d0*x(3) + 
     1		212.3d0*x(4) + 623.4d0*x(5) + 1495.5d0*x(6) -
     1		169.d0*x(1)*x(3) - 3580.d0*x(3)*x(5) -
     1		3810.d0*x(4)*x(5) - 18500*x(4)*x(6) -
     1		24300.d0*x(5)*x(6) - b1

	c(2)=	17.9d0*x(1) + 36.8d0*x(2) + 113.9d0*x(3) +
     1		169.7d0*x(4) + 337.8d0*x(5) + 1385.2d0*x(6) -
     1		139.d0*x(1)*x(3) - 2450.d0*x(4)*x(5) -
     1		16600.d0*x(4)*x(6) - 17200.d0*x(5)*x(6) - b2

	c(3)= 	-273.d0*x(2) - 70.d0*x(4) - 819.d0*x(5) +
     1		26000.d0*x(4)*x(5) - b3

	c(4)=	159.9d0*x(1) - 311.d0*x(2) + 587.d0*x(4) +
     1		391.d0*x(5) + 2198.d0*x(6) - 
     1		14000.d0*x(1)*x(6) - b4
* 
* Jacobian of the INEquality constraints.
c1
	gc(1)=17.1d0 - 169.d0*x(3)
	gc(2)=17.9d0 - 139.d0*x(3)
	gc(3)=159.9d0 - 14000.d0*x(6)
c2
	gc(4)=38.2d0
	gc(5)=36.8d0
	gc(6)=-273.d0
	gc(7)=-311.d0
c3
	gc(8)=204.2d0 - 169.d0*x(1) - 3580.d0*x(5)
	gc(9)=113.9d0 - 139.d0*x(1)
c4
	gc(10)=212.3d0 - 3810.d0*x(5) - 18500.d0*x(6)
	gc(11)=169.7d0 - 2450.d0*x(5) - 16600.d0*x(6)
	gc(12)=-70.d0 + 26000.d0*x(5)
	gc(13)=587.d0
c5
	gc(14)=623.4d0 - 3580.d0*x(3) - 3810.d0*x(4) - 24300.d0*x(6)
	gc(15)=337.8d0 - 2450.d0*x(4) - 17200.d0*x(6)
	gc(16)=-819.d0 + 26000*x(4)
	gc(17)=391.d0
c6
	gc(18)=1495.5d0 - 18500*x(4) - 24300*x(5)
	gc(19)=1385.2d0 - 16600.d0*x(4) - 17200.d0*x(5)
	gc(20)=2198.d0-14000.d0*x(1)
*
      return
      end
*---------------------------------------------------------HS95.for