/* nag_opt_sparse_convex_qp_solve (e04nqc) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.2, 2017.
*/
#include <stdio.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>
#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
Integer nstate, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
/* Scalars */
double obj, objadd, sinf;
Integer exit_status, i, icol, iobj, j, jcol, lenc, m, n, ncolh, ne, ninf;
Integer nname, ns;
Integer verbose_output;
/* Arrays */
char nag_enum_arg[40];
char prob[9];
char **names;
double *acol = 0, *bl = 0, *bu = 0, *c = 0, *pi = 0, *rc = 0, *x = 0;
Integer *helast = 0, *hs = 0, *inda = 0, *loca = 0;
/* Nag Types */
Nag_E04State state;
NagError fail;
Nag_Start start;
Nag_Comm comm;
Nag_FileID fileid;
exit_status = 0;
INIT_FAIL(fail);
printf("nag_opt_sparse_convex_qp_solve (e04nqc) Example Program Results\n");
fflush(stdout);
/* Skip heading in data file. */
scanf("%*[^\n] ");
/* Read ne, iobj, ncolh, start and nname from data file. */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &m);
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT " %39s %" NAG_IFMT "%*[^\n] ",
&ne, &iobj, &ncolh, nag_enum_arg, &nname);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
start = (Nag_Start) nag_enum_name_to_value(nag_enum_arg);
if (n >= 1 && m >= 1) {
/* Allocate memory */
if (!(names = NAG_ALLOC(n + m, char *)) ||
!(acol = NAG_ALLOC(ne, double)) ||
!(bl = NAG_ALLOC(m + n, double)) ||
!(bu = NAG_ALLOC(m + n, double)) ||
!(c = NAG_ALLOC(1, double)) ||
!(pi = NAG_ALLOC(m, double)) ||
!(rc = NAG_ALLOC(n + m, double)) ||
!(x = NAG_ALLOC(n + m, double)) ||
!(helast = NAG_ALLOC(n + m, Integer)) ||
!(hs = NAG_ALLOC(n + m, Integer)) ||
!(inda = NAG_ALLOC(ne, Integer)) ||
!(loca = NAG_ALLOC(n + 1, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else {
printf("%s", "Either m or n invalid\n");
exit_status = 1;
return exit_status;
}
/* Read names from data file. */
for (i = 1; i <= nname; ++i) {
names[i - 1] = NAG_ALLOC(9, char);
scanf(" ' %8s '", names[i - 1]);
}
scanf("%*[^\n] ");
/* Read the matrix acol from data file. Set up LOCA. */
jcol = 1;
loca[jcol - 1] = 1;
for (i = 1; i <= ne; ++i) {
/* Element (inda[i-1], icol) is stored in acol[i-1]. */
scanf("%lf%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &acol[i - 1], &inda[i - 1],
&icol);
if (icol < jcol) {
/* Elements not ordered by increasing column index. */
printf("%s%5" NAG_IFMT "%s%5" NAG_IFMT "%s%s\n", "Element in column",
icol, " found after element in column", jcol, ". Problem",
" abandoned.");
}
else if (icol == jcol + 1) {
/* Index in ACOL of the start of the ICOL-th column equals I. */
loca[icol - 1] = i;
jcol = icol;
}
else if (icol > jcol + 1) {
/* Index in acol of the start of the icol-th column equals i, */
/* but columns jcol+1,jcol+2,...,icol-1 are empty. Set the */
/* corresponding elements of loca to i. */
for (j = jcol + 1; j <= icol - 1; ++j) {
loca[j - 1] = i;
}
loca[icol - 1] = i;
jcol = icol;
}
}
loca[n] = ne + 1;
if (n > icol) {
/* Columns n,n-1,...,icol+1 are empty. Set the corresponding */
/* elements of loca accordingly. */
for (i = n; i >= icol + 1; --i) {
loca[i - 1] = loca[i];
}
}
/* Read bl, bu, hs and x from data file. */
for (i = 1; i <= n + m; ++i) {
scanf("%lf", &bl[i - 1]);
}
scanf("%*[^\n] ");
for (i = 1; i <= n + m; ++i) {
scanf("%lf", &bu[i - 1]);
}
scanf("%*[^\n] ");
if (start == Nag_Cold) {
for (i = 1; i <= n; ++i) {
scanf("%" NAG_IFMT "", &hs[i - 1]);
}
scanf("%*[^\n] ");
}
else if (start == Nag_Warm) {
for (i = 1; i <= n + m; ++i) {
scanf("%" NAG_IFMT "", &hs[i - 1]);
}
scanf("%*[^\n] ");
}
for (i = 1; i <= n; ++i) {
scanf("%lf", &x[i - 1]);
}
scanf("%*[^\n] ");
printf("\nQP problem contains %3ld variables and %3"NAG_IFMT
" linear constraints\n", n, m);
/* nag_opt_sparse_convex_qp_init (e04npc).
* Initialization function for
* nag_opt_sparse_convex_qp_solve (e04nqc)
*/
nag_opt_sparse_convex_qp_init(&state, &fail);
if (fail.code != NE_NOERROR) {
printf("Initialization of "
"nag_opt_sparse_convex_qp_solve (e04nqc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Set this to 1 to cause e04nqc to produce intermediate
progress output */
verbose_output = 0;
if (verbose_output)
{
/* By default nag_opt_sparse_convex_qp_solve (e04nqc) 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_sparse_convex_qp_option_set_integer (e04ntc).
* Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc)
* from an integer argument
*/
nag_opt_sparse_convex_qp_option_set_integer("Print file", fileid, &state,
&fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}
}
/* We have no explicit objective vector so set lenc = 0; the
* objective vector is stored in row iobj of acol.
*/
lenc = 0;
objadd = 0.;
strcpy(prob, " ");
/* Do not allow any elastic variables (i.e. they cannot be */
/* infeasible). If we'd set optional argument "Elastic mode" to 0, */
/* we wouldn't need to set the individual elements of array helast. */
for (i = 1; i <= n + m; ++i) {
helast[i - 1] = 0;
}
/* Illustrate how to pass information to the user-supplied
function qphx via the comm structure */
comm.p = 0;
/* Solve the QP problem. */
/* nag_opt_sparse_convex_qp_solve (e04nqc).
* LP or QP problem (suitable for sparse problems)
*/
nag_opt_sparse_convex_qp_solve(start, qphx, m, n, ne, nname, lenc, ncolh,
iobj, objadd, prob, acol, inda, loca, bl, bu,
c,
(const char **) names, helast, hs, x, pi, rc,
&ns, &ninf, &sinf, &obj, &state, &comm,
&fail);
if (fail.code != NE_NOERROR) {
printf("nag_opt_sparse_convex_qp_solve (e04nqc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
if (fail.code != NE_NOERROR) {
exit_status = 2;
goto END;
}
printf("\n");
printf("Final objective value = %12.3e\n", obj);
printf("Optimal X = ");
for (i = 1; i <= n; ++i) {
printf("%9.2f%s", x[i - 1], i % 7 == 0 || i == n ? "\n" : " ");
}
END:
for (i = 0; i < n + m; i++) {
NAG_FREE(names[i]);
}
NAG_FREE(names);
NAG_FREE(acol);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(c);
NAG_FREE(pi);
NAG_FREE(rc);
NAG_FREE(x);
NAG_FREE(helast);
NAG_FREE(hs);
NAG_FREE(inda);
NAG_FREE(loca);
return exit_status;
}
static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
Integer nstate, Nag_Comm *comm)
{
/* Routine to compute H*x. (In this version of qphx, the Hessian
* matrix H is not referenced explicitly.)
*/
/* Parameter adjustments */
#define HX(I) hx[(I) -1]
#define X(I) x[(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 qphx via the comm struct\n", comm->p);
/* Function Body */
HX(1) = X(1) * 2;
HX(2) = X(2) * 2;
HX(3) = (X(3) + X(4)) * 2;
HX(4) = HX(3);
HX(5) = X(5) * 2;
HX(6) = (X(6) + X(7)) * 2;
HX(7) = HX(6);
return;
} /* qphx */