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error occurred when I use nconf in IMSL library

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 used the function nconf in IMSL library to solve a constrained nonlinear optimization problem. I simplified the problem to describe the error occurred.

The objective function is log(x1 * x2 - x3 ^ 2). The constrain is x1 * x2 - x3 ^ 2 > 0. The fortran code is as followed.

program main
use IMSL

integer IBTYPE, IPRINT, M, MAXITN, ME, N
parameter (IBTYPE = 0, IPRINT = 0, M = 1, MAXITN = 100, ME = 0, N = 3)

real FVALUE, X(N), XGUESS(N), XLB(N), XSCALE(N), XUB(N)
external FCN
data XGUESS/10.0E0, 10.0E0, 2.0E0/, XSCALE/3*1.0E0/
data XLB/1.0E-6, 1.0E-6, 1E-6/, XUB/50, 50, 50/
open(44, file = "test.txt", status = "unknown")
call NCONF(FCN, M, ME, N, XGUESS, IBTYPE, XLB, XUB, XSCALE, IPRINT, MAXITN, X, FVALUE)
write(*, *) X
end program

subroutine FCN(M, ME, N, X, ACTIVE, F, G)
integer M, ME, N
real X(3), F, G(*)
logical ACTIVE(*)
ACTIVE(1) = .TRUE.
IF(ACTIVE(1)) G(1) = X(1) * x(2) - x(3) ** 2
write(44, *) x 

F = log(x(1) * x(2) - x(3) ** 2) 

write(44, *) F

return
end subroutine

When I ran the code, the constraint doesn't work. nconf do search a (x1, x2, x3) that makes x1 * x2 - x3 ^ 2 < 0.x1 * x2 - x3 ^ 2 < 0 is in the log function . It can't be negative. If the constrain works, x1 * x2 - x3 ^ 2 should not be negative.

I don't know how the nconf function search point x and how the constrain works.

 


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