/* nag_opt_handle_solve_dfls (e04ffc) Example Program.
 *
 * Copyright 2020 Numerical Algorithms Group.
 *
 * Mark 27.1, 2020.
 */

#include <nag.h>
#include <stdio.h>

typedef struct pdata {
  int ny, nz;
  double *y, *z;
} pdata;

static void free_pdata(pdata pd);

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
                            double rx[], Integer *inform, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void) {
  const int defbounds = 1;
  const double infbnd = 1.0e20;

  pdata pd;
  Integer nvar, nres, isparse, nnzrd;
  double x[4] = {0.25, 0.39, 0.415, 0.39};
  double rinfo[100], stats[100];
  double *rx, *lx, *ux;
  void *handle;
  Integer exit_status = 0;

  /* Nag Types */
  Nag_Comm comm;
  NagError fail;

  printf("nag_opt_handle_solve_dfls (e04ffc) Example Program Results\n\n");
  fflush(stdout);

  nvar = 4;
  nres = 11;
  pd.ny = nres;
  pd.nz = nres;

  /* Allocate memory */
  if (!(pd.y = NAG_ALLOC(pd.ny, double)) ||
      !(pd.z = NAG_ALLOC(pd.nz, double)) || !(rx = NAG_ALLOC(nres, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Fill the problem data structure */
  pd.y[0] = 4.0;
  pd.z[0] = 0.1957;
  pd.y[1] = 2.0;
  pd.z[1] = 0.1947;
  pd.y[2] = 1.0;
  pd.z[2] = 0.1735;
  pd.y[3] = 0.5;
  pd.z[3] = 0.16;
  pd.y[4] = 0.25;
  pd.z[4] = 0.0844;
  pd.y[5] = 0.167;
  pd.z[5] = 0.0627;
  pd.y[6] = 0.125;
  pd.z[6] = 0.0456;
  pd.y[7] = 0.1;
  pd.z[7] = 0.0342;
  pd.y[8] = 0.0833;
  pd.z[8] = 0.0323;
  pd.y[9] = 0.0714;
  pd.z[9] = 0.0235;
  pd.y[10] = 0.0625;
  pd.z[10] = 0.0246;

  /* nag_opt_handle_init (e04rac).
   * Initialize the handle
   */
  nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);

  /* nag_opt_handle_set_nlnls (e04rmc)
   * Define residuals structure, isparse=0 means the residual structure is
   * dense => irowrd and icolrd arguments can be NULL
   */
  isparse = 0;
  nnzrd = 1;
  nag_opt_handle_set_nlnls(handle, nres, isparse, nnzrd, NULL, NULL,
                           NAGERR_DEFAULT);

  /* nag_opt_handle_opt_set (e04zmc)
   * Set options
   */
  /* Relax the main convergence criteria a bit */
  nag_opt_handle_opt_set(handle, "DFLS Trust Region Tolerance = 5.0e-6",
                         NAGERR_DEFAULT);
  /* Print the solution */
  nag_opt_handle_opt_set(handle, "Print Solution = X", NAGERR_DEFAULT);

  /* Optionally define bounds for the second and the fourth variable */
  if (defbounds) {
    if (!(lx = NAG_ALLOC(nvar, double)) || !(ux = NAG_ALLOC(nvar, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    lx[0] = -infbnd;
    ux[0] = infbnd;
    lx[1] = 0.2;
    ux[1] = 1.0;
    lx[2] = -infbnd;
    ux[2] = infbnd;
    lx[3] = 0.3;
    ux[3] = infbnd;
    /* nag_opt_handle_set_simplebounds (e04rhc) */
    nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);
  }

  /* nag_opt_handle_solve_dfls (e04ffc)
   * Call the solver
   */
  comm.p = &pd;
  INIT_FAIL(fail);
  nag_opt_handle_solve_dfls(handle, objfun, NULL, nvar, x, nres, rx, rinfo,
                            stats, &comm, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_handle_solve_dfls (e04ffc).\n%s\n",
           fail.message);
    exit_status = 1;
  }

END:
  /* Clean data */
  if (handle)
    /* nag_opt_handle_free (e04rzc).
     * Destroy the problem handle and deallocate all the memory used
     */
    nag_opt_handle_free(&handle, NAGERR_DEFAULT);
  free_pdata(pd);
  NAG_FREE(rx);
  NAG_FREE(lx);
  NAG_FREE(ux);

  return exit_status;
}

static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
                            double rx[], Integer *inform, Nag_Comm *comm) {
  pdata *pd;
  int i;
  double r1, r2;

  /* Interrupt the solver if the comm structure is not correctly initialized */
  if (!comm || !(comm->p)) {
    *inform = -1;
    return;
  }

  /* Extract the problem data from the comm structure */
  pd = (pdata *)comm->p;

  /* Interrupt the solver if the data does not correspond to the problem */
  if (nvar != 4 || nres != 11 || pd->ny != nres || pd->nz != nres) {
    *inform = -1;
    return;
  }

  /* Fill the residuals values */
  for (i = 0; i < nres; i++) {
    r1 = pd->y[i] * (pd->y[i] + x[1]);
    r2 = pd->y[i] * (pd->y[i] + x[2]) + x[3];
    rx[i] = pd->z[i] - x[0] * r1 / r2;
  }
}

static void free_pdata(pdata pd) {
  if (pd.y)
    NAG_FREE(pd.y);
  if (pd.z)
    NAG_FREE(pd.z);
}