/* nag_opt_nlp_solve (e04wdc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL confun(Integer *mode, Integer ncnln, Integer n,
                              Integer ldcj, const Integer needc[],
                              const double x[], double ccon[], double cjac[],
                              Integer nstate, Nag_Comm *comm);
  static void NAG_CALL objfun(Integer *mode, Integer n, const double x[],
                              double *objf, double grad[], Integer nstate,
                              Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{

  /* Scalars */
  double objf;
  Integer exit_status, i, j, majits, n, nclin, ncnln, nctotal, pda, pdcj, pdh;

  /* Arrays */
  static double ruser[2] = { -1.0, -1.0 };
  double *a = 0, *bl = 0, *bu = 0, *ccon = 0, *cjac = 0, *clamda = 0;
  double *grad = 0, *h = 0, *x = 0;
  Integer *istate = 0;

  /* Nag Types */
  Nag_E04State state;
  NagError fail;
  Nag_Comm comm;
  Nag_FileID fileid;

#define A(I, J) a[(I-1)*pda + J - 1]

  exit_status = 0;
  INIT_FAIL(fail);

  printf("nag_opt_nlp_solve (e04wdc) Example Program Results\n");

  /* For communication with user-supplied functions: */
  comm.user = ruser;

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &nclin,
        &ncnln);
  if (n > 0 && nclin >= 0 && ncnln >= 0) {
    /* Allocate memory */
    nctotal = n + nclin + ncnln;
    if (!(a = NAG_ALLOC(nclin * n, double)) ||
        !(bl = NAG_ALLOC(nctotal, double)) ||
        !(bu = NAG_ALLOC(nctotal, double)) ||
        !(ccon = NAG_ALLOC(ncnln, double)) ||
        !(cjac = NAG_ALLOC(ncnln * n, double)) ||
        !(clamda = NAG_ALLOC(nctotal, double)) ||
        !(grad = NAG_ALLOC(n, double)) ||
        !(h = NAG_ALLOC(n * n, double)) ||
        !(x = NAG_ALLOC(n, double)) ||
        !(istate = NAG_ALLOC(nctotal, Integer)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    pda = n;
    pdcj = n;
    pdh = n;

    /* Read a, bl, bu and x from data file */
    if (nclin > 0) {
      for (i = 1; i <= nclin; ++i) {
        for (j = 1; j <= n; ++j) {
          scanf("%lf", &A(i, j));
        }
      }
      scanf("%*[^\n] ");
    }

    for (i = 1; i <= n + nclin + ncnln; ++i) {
      scanf("%lf", &bl[i - 1]);
    }
    scanf("%*[^\n] ");

    for (i = 1; i <= n + nclin + ncnln; ++i) {
      scanf("%lf", &bu[i - 1]);
    }
    scanf("%*[^\n] ");

    for (i = 1; i <= n; ++i) {
      scanf("%lf", &x[i - 1]);
    }
    scanf("%*[^\n] ");

    /* nag_opt_nlp_init (e04wcc).
     * Initialization function for nag_opt_nlp_solve (e04wdc)
     */
    nag_opt_nlp_init(&state, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Initialization of nag_opt_nlp_init (e04wcc) failed.\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    /* By default nag_opt_nlp_solve (e04wdc) does not print monitoring
     * information. 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_nlp_option_set_integer (e04wgc).
     * Set a single option for nag_opt_nlp_solve (e04wdc) from
     * an integer argument
     */
    fflush(stdout);
    nag_opt_nlp_option_set_integer("Print file", fileid, &state, &fail);

    /* Solve the problem. */
    /* nag_opt_nlp_solve (e04wdc).
     * Solves the nonlinear programming (NP) problem
     */
    nag_opt_nlp_solve(n, nclin, ncnln, pda, pdcj, pdh, a, bl, bu,
                      confun, objfun, &majits, istate, ccon, cjac, clamda,
                      &objf, grad, h, x, &state, &comm, &fail);
    fflush(stdout);

    if (fail.code == NE_NOERROR) {
      printf("\n\nFinal objective value = %11.3f\n", objf);

      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_nlp_solve (e04wdc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    if (fail.code != NE_NOERROR)
      exit_status = 2;

  }
END:
  NAG_FREE(a);
  NAG_FREE(bl);
  NAG_FREE(bu);
  NAG_FREE(ccon);
  NAG_FREE(cjac);
  NAG_FREE(clamda);
  NAG_FREE(grad);
  NAG_FREE(h);
  NAG_FREE(x);
  NAG_FREE(istate);

  return exit_status;
}

#undef A

static void NAG_CALL objfun(Integer *mode, Integer n, const double x[],
                            double *objf, double grad[], Integer nstate,
                            Nag_Comm *comm)
{
  /* Routine to evaluate objective function and its 1st derivatives. */

  /* Function Body */
  if (comm->user[0] == -1.0) {
    fflush(stdout);
    printf("(User-supplied callback objfun, first invocation.)\n");
    comm->user[0] = 0.0;
    fflush(stdout);
  }
  if (*mode == 0 || *mode == 2) {
    *objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
  }

  if (*mode == 1 || *mode == 2) {
    grad[0] = x[3] * (x[0] * 2. + x[1] + x[2]);
    grad[1] = x[0] * x[3];
    grad[2] = x[0] * x[3] + 1.;
    grad[3] = x[0] * (x[0] + x[1] + x[2]);
  }

  return;
} /* objfun */

static void NAG_CALL confun(Integer *mode, Integer ncnln, Integer n,
                            Integer pdcj, const Integer needc[],
                            const double x[],
                            double ccon[], double cjac[], Integer nstate,
                            Nag_Comm *comm)
{
  /* Scalars */
  Integer i, j;

#define CJAC(I, J) cjac[(I-1)*pdcj + J-1]

  /* Routine to evaluate the nonlinear constraints and their 1st */
  /* derivatives. */

  /* Function Body */
  if (comm->user[1] == -1.0) {
    fflush(stdout);
    printf("(User-supplied callback confun, first invocation.)\n");
    comm->user[1] = 0.0;
    fflush(stdout);
  }
  if (nstate == 1) {
    /* First call to confun.  Set all Jacobian elements to zero. */
    /* Note that this will only work when 'Derivative Level = 3' */
    /* (the default; see Section 11.2). */
    for (j = 1; j <= n; ++j) {
      for (i = 1; i <= ncnln; ++i) {
        CJAC(i, j) = 0.;
      }
    }
  }

  if (needc[0] > 0) {
    if (*mode == 0 || *mode == 2) {
      ccon[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
    }
    if (*mode == 1 || *mode == 2) {
      CJAC(1, 1) = x[0] * 2.;
      CJAC(1, 2) = x[1] * 2.;
      CJAC(1, 3) = x[2] * 2.;
      CJAC(1, 4) = x[3] * 2.;
    }
  }

  if (needc[1] > 0) {
    if (*mode == 0 || *mode == 2) {
      ccon[1] = x[0] * x[1] * x[2] * x[3];
    }
    if (*mode == 1 || *mode == 2) {
      CJAC(2, 1) = x[1] * x[2] * x[3];
      CJAC(2, 2) = x[0] * x[2] * x[3];
      CJAC(2, 3) = x[0] * x[1] * x[3];
      CJAC(2, 4) = x[0] * x[1] * x[2];
    }
  }

  return;
} /* confun */

#undef CJAC