Example description
/* nag_opt_handle_set_get_real (e04rxc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagx04.h>
#include <assert.h>

#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL monit(void *handle, const double rinfo[],
                           const double stats[], Nag_Comm *comm,
                           Integer *inform);
#ifdef __cplusplus
}
#endif  

int main(void){

  Integer nclin, nvar, nnza, nnzc, nnzu, exit_status, i, idlc;
  Integer *irowa = 0, *icola = 0;
  Integer iuser[1];
  double *cvec = 0, *a = 0, *bla = 0, *bua = 0, *xl = 0, *xu = 0,
    *x = 0, *u = 0;
  double rinfo[100], stats[100];
  void *handle = 0;
  /* Nag Types */
  Nag_Comm comm;
  NagError fail;
  
  exit_status = 0;

  printf("nag_opt_handle_set_get_real (e04rxc) Example Program Results\n\n");
  fflush(stdout);
  
  /* Read the data file and allocate memory */
  scanf(" %*[^\n]"); /* Skip heading in data file */
  scanf("%ld %ld %ld %ld %*[^\n]",&nclin,&nvar,&nnza,&nnzc);
  /* Allocate memory */
  nnzu = 2*nvar + 2*nclin;
  if (!(irowa = NAG_ALLOC(nnza, Integer))  ||
      !(icola = NAG_ALLOC(nnza, Integer))  ||
      !(cvec = NAG_ALLOC(nnzc,double))     ||
      !(a = NAG_ALLOC(nnza,double))        ||
      !(bla = NAG_ALLOC(nclin,double))     ||
      !(bua = NAG_ALLOC(nclin,double))     ||
      !(xl = NAG_ALLOC(nvar,double))       ||
      !(xu = NAG_ALLOC(nvar,double))       ||
      !(x = NAG_ALLOC(nvar,double))        ||
      !(u = NAG_ALLOC(nnzu,double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  for (i=0; i< nvar; i++){
    x[i] = 0.0;
  }

  /* Read objective */
  for (i=0; i<nnzc; i++){
    scanf("%lf",&cvec[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix row indices */
  for (i=0; i<nnza; i++){
    scanf("%"NAG_IFMT,&irowa[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix col indices */  
  for (i=0; i<nnza; i++){
    scanf("%"NAG_IFMT,&icola[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix values */  
  for (i=0; i<nnza; i++){
    scanf("%lf",&a[i]);
  }
  scanf("%*[^\n]");
  /* Read linear constraints lower bounds */  
  for (i=0; i<nclin; i++){
    scanf("%lf ",&bla[i]);
  }
  scanf("%*[^\n]");
  /* Read linear constraints upper bounds */  
  for (i=0; i<nclin; i++){
    scanf("%lf ",&bua[i]);
  }
  scanf("%*[^\n]");
  /* Read variables lower bounds */    
  for (i=0; i<nvar; i++){
    scanf("%lf ",&xl[i]);
  }
  scanf("%*[^\n]");
  /* Read variables upper bounds */    
  for (i=0; i<nvar; i++){
    scanf("%lf ",&xu[i]);
  }
  scanf("%*[^\n]");

  /* Create the problem handle */
  /* nag_opt_handle_init (e04rac).
   * Initialize an empty problem handle with NVAR variables. */
  nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);

  /* nag_opt_handle_set_linobj (e04rec)
   * Define a linear objective */
  nag_opt_handle_set_linobj(handle,nvar,cvec,NAGERR_DEFAULT);

  /* nag_opt_handle_set_simplebounds (e04rhc)
   * Define bounds on the variables */
  nag_opt_handle_set_simplebounds(handle,nvar,xl,xu,NAGERR_DEFAULT);

  /* nag_opt_handle_set_linconstr (e04rjc)
   * Define linear constraints */
  idlc = 0;
  nag_opt_handle_set_linconstr(handle,nclin,bla,bua,nnza,irowa,
                               icola,a,&idlc,NAGERR_DEFAULT);

  /* nag_opt_handle_opt_set (e04zmc)
   * Require printing of the solution at the end of the solve
   */
  nag_opt_handle_opt_set(handle, "Print Solution = Yes",
                         NAGERR_DEFAULT);
  /* Deactivate option printing */
  nag_opt_handle_opt_set(handle, "Print Options = No",
                         NAGERR_DEFAULT);
  /* Use a constant number of centrality correctors steps */
  nag_opt_handle_opt_set(handle, "LPIPM Centrality Correctors = -6",
                         NAGERR_DEFAULT);
  /* Turn on monitoring */
  nag_opt_handle_opt_set(handle, "LPIPM Monitor Frequency = 1",
                         NAGERR_DEFAULT);
  /* Print the solution at the end of the solve */
  nag_opt_handle_opt_set(handle, "Print Solution = X",
                         NAGERR_DEFAULT);
  comm.iuser = iuser;
  iuser[0] = nvar;

  INIT_FAIL(fail);
  /* nag_opt_handle_solve_lp_ipm (e04mtc)
   * Call LP interior point solver with the primal-dual algorithm */
  nag_opt_handle_solve_lp_ipm(handle,nvar,x,nnzu,u,rinfo,stats,monit,
                              &comm,&fail);
  
 END:
  NAG_FREE(cvec);
  NAG_FREE(irowa);
  NAG_FREE(icola);
  NAG_FREE(a);
  NAG_FREE(bla);
  NAG_FREE(bua);
  NAG_FREE(xl);
  NAG_FREE(xu);
  NAG_FREE(x);
  NAG_FREE(u);
  /* nag_opt_handle_free (e04rzc).
   * Destroy the problem handle and deallocate all the memory. */
  if (handle)
    nag_opt_handle_free(&handle, NAGERR_DEFAULT);

  return exit_status;  
}


static void NAG_CALL monit(void *handle, const double rinfo[],
                           const double stats[], Nag_Comm *comm,
                           Integer *inform){
  /* Monitoring function */
  double tol = 1.0e-03;
  Integer nvar, i;
  double *x = 0;
  
  if (!comm || !comm->iuser){
    /* The communication structure is not correctly allocated, abort solve */
    *inform = -1;
    return;
  }

  nvar = comm->iuser[0];
  x = NAG_ALLOC(nvar,double); assert(x);
  
  /* x is close to the solution, extract the values with
   * nag_opt_handle_set_get_real (e04rxc) and print it
   */
  if (rinfo[4]<tol && rinfo[5]<tol &&rinfo[6]<tol){
    nag_opt_handle_set_get_real(handle,"Primal Variables",1,&nvar,x,
                                NAGERR_DEFAULT);
    printf("\n");
    printf("     monit() reports good approximate solution "
           "(tol =, %8.2e):\n",tol);
    for (i=0; i<nvar; i++){
      printf("       X%1ld: %9.2e\n",i+1,x[i]);
    }
    printf("     end of monit()\n");
  }
  fflush(stdout);

  if (x)
    NAG_FREE(x);
}