* SUBROUTINE PPSET2             ALL SYSTEMS                   97/12/01
C PORTABILITY : ALL SYSTEMS
C 97/12/01 LU : ORIGINAL VERSION
*
* PURPOSE :
* COMPUTATION OF THE NEW PENALTY PARAMETERS.
*
* PARAMETERS :
*  II  NF  DECLARED NUMBER OF VARIABLES.
*  II  N  ACTUAL NUMBER OF VARIABLES.
*  II  NC  NUMBER OF CONSTRAINTS.
*  II  ICA(NF)  VECTOR CONTAINING INDICES OF ACTIVE CONSTRAINTS.
*  RI  CZ(NF)  VECTOR OF LAGRANGE MULTIPLIERS.
*  RI  CP(NC)  VECTOR CONTAINING PENALTY PARAMETERS.
*
      SUBROUTINE PPSET2(NF,N,NC,ICA,CZ,CP)
      INTEGER NF,N,NC,ICA(*)
      DOUBLE PRECISION CZ(*),CP(*)
      DOUBLE PRECISION TEMP
      INTEGER J,L,KC
      DO 1 KC=1,NC
      CP(KC)=0.5D 0*CP(KC)
    1 CONTINUE
      DO 2 J=1,NF-N
      L=ICA(J)
      IF (L.GT.0) THEN
      TEMP=ABS(CZ(J))
      CP(L)=MAX(TEMP,CP(L)+0.5D 0*TEMP)
      ENDIF
    2 CONTINUE
      RETURN
      END