/* nag_opt_sparse_nlp_jacobian (e04vjc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*/
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>
#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
/* Scalars */
double objadd, sinf;
Integer exit_status = 0;
Integer i, lena, leng, n, nea, neg, nf, nfname, ninf, ns, nxname, objrow;
/* Arrays */
char **fnames = 0, prob[9], **xnames = 0;
double *a = 0, *f = 0, *flow = 0, *fmul = 0, *fupp = 0, *x = 0;
double *xlow = 0, *xmul = 0, *xupp = 0;
Integer *fstate = 0, *iafun = 0, *igfun = 0, *javar = 0, *jgvar = 0;
Integer *xstate = 0;
/* Nag Types */
Nag_E04State state;
NagError fail;
Nag_Comm comm;
Nag_Start start;
/* By default e04vhc does not print monitoring information.
Define SHOW_MONITORING_INFO to turn it on - see further below. */
#ifdef SHOW_MONITORING_INFORMATION
Nag_FileID fileid;
#endif
exit_status = 0;
INIT_FAIL(fail);
printf("nag_opt_sparse_nlp_jacobian (e04vjc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &nf);
if (n > 0 && nf > 0) {
nfname = 1;
nxname = 1;
lena = 300;
leng = 300;
/* Allocate memory */
if (!(fnames = NAG_ALLOC(nfname, char *)) ||
!(xnames = NAG_ALLOC(nxname, char *)) ||
!(a = NAG_ALLOC(lena, double)) ||
!(f = NAG_ALLOC(nf, double)) ||
!(flow = NAG_ALLOC(nf, double)) ||
!(fmul = NAG_ALLOC(nf, double)) ||
!(fupp = NAG_ALLOC(nf, double)) ||
!(x = NAG_ALLOC(n, double)) ||
!(xlow = NAG_ALLOC(n, double)) ||
!(xmul = NAG_ALLOC(n, double)) ||
!(xupp = NAG_ALLOC(n, double)) ||
!(fstate = NAG_ALLOC(nf, Integer)) ||
!(iafun = NAG_ALLOC(lena, Integer)) ||
!(igfun = NAG_ALLOC(leng, Integer)) ||
!(javar = NAG_ALLOC(lena, Integer)) ||
!(jgvar = NAG_ALLOC(leng, Integer)) ||
!(xstate = NAG_ALLOC(n, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else {
printf("Invalid n or nf\n");
exit_status = 1;
goto END;
}
/* nag_opt_sparse_nlp_init (e04vgc).
* Initialization function for nag_opt_sparse_nlp_solve
* (e04vhc)
*/
nag_opt_sparse_nlp_init(&state, &fail);
if (fail.code != NE_NOERROR) {
printf("Initialization of nag_opt_sparse_nlp_init (e04vgc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Read the bounds on the variables. */
for (i = 1; i <= n; ++i) {
scanf("%lf%lf%*[^\n] ", &xlow[i - 1], &xupp[i - 1]);
}
for (i = 1; i <= n; ++i) {
x[i - 1] = 0.;
}
/* Illustrate how to pass information to the user-supplied
function usrfun via the comm structure */
comm.p = 0;
/* Determine the Jacobian structure. */
/* nag_opt_sparse_nlp_jacobian (e04vjc).
* Determine the pattern of nonzeros in the Jacobian matrix
* for nag_opt_sparse_nlp_solve (e04vhc)
*/
nag_opt_sparse_nlp_jacobian(nf, n, usrfun, iafun, javar, a, lena, &nea,
igfun, jgvar, leng, &neg, x, xlow, xupp,
&state, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("nag_opt_sparse_nlp_jacobian (e04vjc) failed to determine the"
" Jacobian structure\n");
exit_status = 1;
goto END;
}
/* Print the Jacobian structure. */
printf("\n");
printf("NEA (the number of nonzero entries in A) = %3" NAG_IFMT "\n", nea);
printf(" I IAFUN(I) JAVAR(I) A(I)\n");
printf("---- -------- -------- -----------\n");
for (i = 1; i <= nea; ++i) {
printf("%3" NAG_IFMT "%10" NAG_IFMT "%10" NAG_IFMT "%18.4e\n", i,
iafun[i - 1], javar[i - 1], a[i - 1]);
}
printf("\n");
printf("NEG (the number of nonzero entries in G) = %3" NAG_IFMT "\n", neg);
printf(" I IGFUN(I) JGVAR(I)\n");
printf("---- -------- --------\n");
for (i = 1; i <= neg; ++i) {
printf("%3" NAG_IFMT "%10" NAG_IFMT "%10" NAG_IFMT "\n", i, igfun[i - 1],
jgvar[i - 1]);
}
/* Now that we have the determined the structure of the
* Jacobian, set up the information necessary to solve
* the optimization problem.
*/
start = Nag_Cold;
strcpy(prob, " ");
objadd = 0.0;
for (i = 1; i <= n; ++i) {
x[i - 1] = 0.;
xstate[i - 1] = 0;
xmul[i - 1] = 0.;
}
for (i = 1; i <= nf; ++i) {
f[i - 1] = 0.;
fstate[i - 1] = 0;
fmul[i - 1] = 0.;
}
/* The row containing the objective function. */
scanf("%" NAG_IFMT "%*[^\n] ", &objrow);
/* Read the bounds on the functions. */
for (i = 1; i <= nf; ++i) {
scanf("%lf%lf%*[^\n] ", &flow[i - 1], &fupp[i - 1]);
}
#ifdef SHOW_MONITORING_INFO
/* Call nag_open_file (x04acc) to set the print file fileid */
/* nag_open_file (x04acc).
* Open unit number for reading, writing or appending, and
* associate unit with named file
*/
nag_open_file("", 2, &fileid, &fail);
if (fail.code != NE_NOERROR) {
exit_status = 2;
goto END;
}
/* nag_opt_sparse_nlp_option_set_integer (e04vmc).
* Set a single option for nag_opt_sparse_nlp_solve (e04vhc)
* from an integer argument
*/
nag_opt_sparse_nlp_option_set_integer("Print file", fileid, &state, &fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}
#endif
/* Tell nag_opt_sparse_nlp_solve (e04vhc) that we supply no derivatives in
* usrfun. */
/* nag_opt_sparse_nlp_option_set_string (e04vlc).
* Set a single option for nag_opt_sparse_nlp_solve (e04vhc)
* from a character string
*/
nag_opt_sparse_nlp_option_set_string("Derivative option 0", &state, &fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}
for (i = 1; i <= nfname; ++i) {
fnames[i - 1] = NAG_ALLOC(9, char);
strcpy(fnames[i - 1], "");
}
for (i = 1; i <= nxname; ++i) {
xnames[i - 1] = NAG_ALLOC(9, char);
strcpy(xnames[i - 1], "");
}
/* Solve the problem. */
/* nag_opt_sparse_nlp_solve (e04vhc).
* General sparse nonlinear optimizer
*/
fflush(stdout);
nag_opt_sparse_nlp_solve(start, nf, n, nxname, nfname, objadd, objrow, prob,
usrfun, iafun, javar, a, lena, nea, igfun, jgvar,
leng, neg, xlow, xupp, (const char **) xnames,
flow, fupp, (const char **) fnames, x, xstate,
xmul, f, fstate, fmul, &ns, &ninf, &sinf, &state,
&comm, &fail);
if (n > 0 && nf > 0) {
for (i = 0; i < nxname; i++)
NAG_FREE(xnames[i]);
for (i = 0; i < nfname; i++)
NAG_FREE(fnames[i]);
}
if (fail.code == NE_NOERROR || fail.code == NW_NOT_FEASIBLE) {
printf("\n");
printf("Final objective value = %11.1f\n", f[objrow - 1]);
printf("Optimal X = ");
for (i = 1; i <= n; ++i)
printf("%9.2f%s", x[i - 1], i % 7 == 0 || i == n ? "\n" : " ");
}
else {
printf("Error message from nag_opt_sparse_nlp_solve (e04vhc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
fflush(stdout);
if (fail.code != NE_NOERROR)
exit_status = 2;
END:
NAG_FREE(fnames);
NAG_FREE(xnames);
NAG_FREE(a);
NAG_FREE(f);
NAG_FREE(flow);
NAG_FREE(fmul);
NAG_FREE(fupp);
NAG_FREE(x);
NAG_FREE(xlow);
NAG_FREE(xmul);
NAG_FREE(xupp);
NAG_FREE(fstate);
NAG_FREE(iafun);
NAG_FREE(igfun);
NAG_FREE(javar);
NAG_FREE(jgvar);
NAG_FREE(xstate);
return exit_status;
}
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm)
{
/* Parameter adjustments */
#define X(I) x[(I) -1]
#define F(I) f[(I) -1]
/* Check whether information came from the main program
via the comm structure. Even if it was, we ignore it
in this example. */
if (comm->p)
printf("Pointer %p was passed to usrfun via the comm struct\n", comm->p);
/* Function Body */
if (needf > 0) {
F(1) = sin(-X(1) - .25) * 1e3 + sin(-X(2) - .25) * 1e3 - X(3);
F(2) = sin(X(1) - .25) * 1e3 + sin(X(1) - X(2) - .25) * 1e3 - X(4);
F(3) = sin(X(2) - X(1) - .25) * 1e3 + sin(X(2) - .25) * 1e3;
F(4) = -X(1) + X(2);
F(5) = X(1) - X(2);
F(6) = X(3) * (X(3) * X(3)) * 1e-6 + X(4) * (X(4) * X(4)) * 2e-6 / 3.
+ X(3) * 3 + X(4) * 2;
}
return;
} /* usrfun */