/* E04UE_T1W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <iostream>
#include <string>
using namespace std;

extern "C"
{
  static void NAG_CALL objfun(void* &ad_handle,
                              Integer &mode,
                              const Integer &n,
                              const nagad_t1w_w_rtype x[],
                              nagad_t1w_w_rtype &objf,
                              nagad_t1w_w_rtype objgrd[],
                              const Integer &nstate,
                              Integer iuser[],
                              nagad_t1w_w_rtype ruser[]);
  static void NAG_CALL confun(void* &ad_handle,
                              Integer &mode,
                              const Integer &ncnln,
                              const Integer &n,
                              const Integer &ldcj,
                              const Integer needc[],
                              const nagad_t1w_w_rtype x[],
                              nagad_t1w_w_rtype c[],
                              nagad_t1w_w_rtype cjac[],
                              const Integer &nstate,
                              Integer iuser[],
                              nagad_t1w_w_rtype ruser[]);
}

int main(void)
{
  // Scalars
  int               exit_status = 0;

  cout << "E04UE_T1W_F C++ Header Example Program Results\n\n";

  // Create AD configuration data object
  Integer ifail = 0;
  void    *ad_handle = 0;
  x10aa_t1w_f_(ad_handle,ifail);

  // Skip first line of data file
  string mystr;
  getline (cin, mystr);

  // Read problem sizes
  Integer n, nclin, ncnln;
  cin >> n;
  cin >> nclin;
  cin >> ncnln;

  Integer liwork = 3*n + nclin + 2*ncnln;
  Integer lda = nclin, sda = n, ldcj = ncnln, ldr = n;
  Integer lwork;

  lwork = 20*n;
  if (nclin>0 || ncnln>0) {
    lwork = lwork + 2*n*n;
    if (nclin>0) {
      lwork = lwork + 11*nclin;;
    }
    if (ncnln>0) {
      lwork = lwork + n*nclin + 2*n*ncnln + 21*ncnln;
    }      
  }
  if (ncnln>0) {
    lwork = lwork + n*nclin + (2*n+21)*ncnln;
  }
  Integer           lb = n + nclin + ncnln;
  nagad_t1w_w_rtype *a=0, *bl=0, *bu=0, *c=0, *cjac=0;
  nagad_t1w_w_rtype *objgrd=0, *clamda=0, *r=0, *x=0, *work=0, *rwsav=0;
  Integer           *istate=0, *iwork=0, *iwsav=0;
  logical           *lwsav=0;
  double            *dr=0, *x_r=0;
  a      = new nagad_t1w_w_rtype [lda*sda];
  bl     = new nagad_t1w_w_rtype [lb];
  bu     = new nagad_t1w_w_rtype [lb];
  c      = new nagad_t1w_w_rtype [ncnln];
  cjac   = new nagad_t1w_w_rtype [ncnln*n];
  clamda = new nagad_t1w_w_rtype [lb];
  r      = new nagad_t1w_w_rtype [ldr*n];
  x      = new nagad_t1w_w_rtype [n];
  x_r    = new double            [n];
  dr     = new double            [n];
  objgrd = new nagad_t1w_w_rtype [n];
  work   = new nagad_t1w_w_rtype [lwork];
  rwsav  = new nagad_t1w_w_rtype [475];
  lwsav  = new logical           [120];
  istate = new Integer           [lb];
  iwork  = new Integer           [liwork];
  iwsav  = new Integer           [610];

  // Read problem parameters and register for differentiation
  double            yr;
  for (int i=0; i<nclin; i++) {
    for (int j=0; j<sda; j++) {
      Integer k = i + j*nclin;
      cin >> yr;
      a[k] = yr;
    }
  }
  for (int i=0; i<lb; i++) {
    cin >> yr;
    bl[i] = yr;
  }
  for (int i=0; i<lb; i++) {
    cin >> yr;
    bu[i] = yr;
  }
  for (int i=0; i<n; i++) {
    cin >> x_r[i];
  }
  nagad_t1w_w_rtype ruser[3];
  for (int i=0; i<3; i++) {
    ruser[i] = 1.0;
  }

  double inc = 1.0, zero = 0.0;
  nagad_t1w_w_rtype objf;
  for (int i=0; i<3; ++i) { 
    nagad_t1w_inc_derivative(&ruser[i],inc);
    // Initialize sav arrays
    ifail = 0;
    char cwsav[1];
    e04wb_t1w_f_("E04UCA",cwsav,1,lwsav,120,iwsav,610,rwsav,475,ifail,6,1);
    
    // Solve the problem
    for (int j=0; j<n; j++) {
      x[j] = x_r[j];
    }
    objf = 0.0;
    Integer iter, iuser[1];
    ifail = -1;
    e04uc_t1w_f_(ad_handle,n,nclin,ncnln,lda,ldcj,ldr,a,bl,bu,confun,
                 objfun,iter,istate,c,cjac,clamda,objf,objgrd,r,x,iwork,
                 liwork,work,lwork,iuser,ruser,lwsav,iwsav,rwsav,ifail);
    dr[i] = nagad_t1w_get_derivative(objf);
    nagad_t1w_set_derivative(&ruser[i],zero);
  }
  // Primal results
  cout.setf(ios::scientific,ios::floatfield);
  cout.precision(4);
  cout << "\n Optimal objective function value = ";
  cout.width(12); cout << nagad_t1w_get_value(objf);
  cout << "\n Solution point = ";
  for (int i=0; i<n; i++) {
    cout.width(12); cout << nagad_t1w_get_value(x[i]);
  }
  cout << endl;
  
  cout << "\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n\n";
  cout << " Derivatives:\n\n";
  
  // Get derivatives of objf w.r.t. ruser
  cout << "  derivatives of x[0] w.r.t ruser[0:2]:\n";
  for (int i=0; i<3; i++) {
    cout.width(12); cout << dr[i];
    if (i%4==3) {
      cout << endl;
    }
  }
  cout << endl;
  // Remove computational data object
  x10ab_t1w_f_(ad_handle,ifail);

  delete [] a;
  delete [] bl;
  delete [] bu;
  delete [] c;
  delete [] cjac;
  delete [] clamda;
  delete [] r;
  delete [] x;
  delete [] x_r;
  delete [] dr;
  delete [] objgrd;
  delete [] work;
  delete [] rwsav;
  delete [] lwsav;
  delete [] istate;
  delete [] iwork;
  delete [] iwsav;
  return exit_status;
}

static void NAG_CALL objfun(void* &ad_handle,
                            Integer &mode,
                            const Integer &n,
                            const nagad_t1w_w_rtype x[],
                            nagad_t1w_w_rtype &objf,
                            nagad_t1w_w_rtype objgrd[],
                            const Integer &nstate,
                            Integer iuser[],
                            nagad_t1w_w_rtype ruser[])
{
  if (mode==0 || mode==2) {
    objf = x[0]*x[3]*(ruser[0]*x[0] + ruser[1]*x[1] + ruser[2]*x[2]) + x[2];
  }
  if (mode==1 || mode==2) {
    objgrd[0] = x[3]*(2.0*ruser[0]*x[0]+ruser[1]*x[1]+ruser[2]*x[2]); 
    objgrd[1] = x[0]*x[3]*ruser[1];
    objgrd[2] = x[0]*x[3]*ruser[2] + 1.0;
    objgrd[3] = x[0]*(ruser[0]*x[0]+ruser[1]*x[1]+ruser[2]*x[2]); 
  }
  return;
}
static void NAG_CALL confun(void* &ad_handle,
                            Integer &mode,
                            const Integer &ncnln,
                            const Integer &n,
                            const Integer &ldcj,
                            const Integer needc[],
                            const nagad_t1w_w_rtype x[],
                            nagad_t1w_w_rtype c[],
                            nagad_t1w_w_rtype cjac[],
                            const Integer &nstate,
                            Integer iuser[],
                            nagad_t1w_w_rtype ruser[])
{
  if (nstate==1) {
    for (int i = 0; i<ncnln*n; ++i) {
      cjac[i] = 0.0;
    }
  }
  if (needc[0]>0) {
    if (mode==0 || mode==2) {
      c[0] = x[0]*x[0] + x[1]*x[1] + x[2]*x[2] + x[3]*x[3];
    }
    if (mode==1 || mode==2) {
      cjac[0]     = x[0] + x[0];
      cjac[ncnln] = x[1] + x[1];
      cjac[2*ncnln] = x[2] + x[2];
      cjac[3*ncnln] = x[3] + x[3];
    }
  }
  if (needc[1]>0) {
    if (mode==0 || mode==2) {
      c[1] = x[0]*x[1]*x[2]*x[3];
    }
    if (mode==1 || mode==2) {
      cjac[1]         = x[1]*x[2]*x[3];
      cjac[ncnln+1]   = x[0]*x[2]*x[3];
      cjac[2*ncnln+1] = x[0]*x[1]*x[3];
      cjac[3*ncnln+1] = x[0]*x[1]*x[2];
    }
  }
  return;
}