Example description
/* E05UC_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[]);
  static void NAG_CALL mystart(void* &ad_handle,
                               const Integer &npts,
                               nagad_t1w_w_rtype quas[],
                               const Integer &n,
                               const logical &repeat,
                               const nagad_t1w_w_rtype bl[],
                               const nagad_t1w_w_rtype bu[],
                               Integer iuser[],
                               nagad_t1w_w_rtype ruser[],
                               Integer &mode);
}

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

  cout << "E05UC_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);

  // problem sizes
  const Integer n=2, nclin=1, ncnln=2;
  Integer nb, npts;
  cin >> nb >> npts;
  logical repeat = true;

  const Integer liopts=740, lopts=485;
  Integer lda = nclin, sda = n, ldc = ncnln, ldcj = ncnln, ldr = n;

  Integer           lb = n + nclin + ncnln, listat = n + nclin +ncnln;
  nagad_t1w_w_rtype *a=0, *bl=0, *bu=0, *c=0, *cjac=0, *objf=0;
  nagad_t1w_w_rtype *objgrd=0, *clamda=0, *r=0, *x=0, *work=0, *opts=0;
  Integer           *iopts=0, *info=0, *iter=0, *istate=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 [ldc*nb];
  cjac   = new nagad_t1w_w_rtype [ldcj*n*nb];
  clamda = new nagad_t1w_w_rtype [lb*nb];
  r      = new nagad_t1w_w_rtype [ldr*n*nb];
  x      = new nagad_t1w_w_rtype [n*nb];
  objgrd = new nagad_t1w_w_rtype [n*nb];
  work   = new nagad_t1w_w_rtype [nclin];
  opts   = new nagad_t1w_w_rtype [lopts];
  objf   = new nagad_t1w_w_rtype [nb];
  istate = new Integer           [listat*nb];
  iopts  = new Integer           [liopts];
  info   = new Integer           [nb];
  iter   = new Integer           [nb];

  bl[0] = -500.0;
  bl[1] = -500.0;
  bl[2] = -10000.0;
  bl[3] = -1.0;
  bl[4] = -0.9;
  bu[0] = 500.0;
  bu[1] = 500.0;
  bu[2] = 10.0;
  bu[3] = 500000.0;
  bu[4] = 0.9;

  a[0] = 3.0;
  a[1] = -2.0;

  nagad_t1w_w_rtype ruser[6];
  ruser[0] = 1.0;
  ruser[1] = 1.0;
  ruser[2] = 1.0;
  ruser[3] = 3.0;
  ruser[4] = 0.005;
  ruser[5] = 0.01;

  double inc = 1.0, zero = 0.0, dfdr[6];
  for (int i=0; i<6; i++) {
    nagad_t1w_inc_derivative(&ruser[i],inc);
    // Initialize the solver.

    ifail = 0;
    e05zk_t1w_f_(ad_handle,"Initialize = E05UCF",iopts,liopts,opts,lopts,
                 ifail,19);

    // Solve the problem
    Integer iuser[1];
    ifail = -1;
    e05uc_t1w_f_(ad_handle,n,nclin,ncnln,a,lda,bl,bu,confun,
                 objfun,npts,x,n,mystart,repeat,nb,objf,
                 objgrd,n,iter,c,ldc,cjac,ldcj,n,r,ldr,n,
                 clamda,lb,istate,listat,iopts,opts,iuser,ruser,
                 info,ifail);

    nagad_t1w_set_derivative(&ruser[i],zero);
    dfdr[i] = nagad_t1w_get_derivative(objf[0]);
  }

  // Primal results
  cout.setf(ios::scientific,ios::floatfield);
  cout.precision(4);
  Integer l;
  if (ifail==0) {
    l = nb;
  } else if (ifail==8) {
    l = info[nb-1];
    cout.width(16); cout << iter[nb-1] << " starting points converged" << endl;
  } else {
    goto END;
  }
  for (int i=0; i<l; i++) {
    cout << "\n Solution number " << i+1 << endl;
    cout << "\n Local minimization exited with code " << info[i] << endl;
    cout << "\n Varbl  Istate   Value         Lagr Mult" << endl;
    cout << endl;
    for (int j=0; j<n; j++) {
      cout << " V ";
      cout.width(4); cout << j+1;
      cout.width(4); cout << istate[j+i*lb];
      cout.width(12); cout << nagad_t1w_get_value(x[j+i*n]);
      cout.width(12); cout << nagad_t1w_get_value(clamda[j+i*lb]) << endl;
    }
    if (nclin>0) {
      cout << "\n L con  Istate   Value         Lagr Mult" << endl;
      const nagad_t1w_w_rtype alpha = 1.0;
      const nagad_t1w_w_rtype beta = 0.0;
      ifail = 0;
      f06pa_t1w_f_(ad_handle,"N",nclin,n,alpha,a,lda,&x[n*i],1,beta,work,1,
                   ifail,1);

      cout << endl;
      for (int k=n; k<n+nclin; k++) {
        int j = k - n;
        cout << " L ";
        cout.width(4); cout << j+1;
        cout.width(4); cout << istate[k+i*lb];
        cout.width(12); cout << nagad_t1w_get_value(work[j]);
        cout.width(12); cout << nagad_t1w_get_value(clamda[k+i*lb]) << endl;
      }
    }
    if (ncnln>0) {
      cout << "\n N con  Istate   Value         Lagr Mult" << endl;
      cout << endl;
      for (int k=n+nclin; k<n+nclin+ncnln; k++) {
        int j = k - n - nclin;
        cout << " N ";
        cout.width(4); cout << j+1;
        cout.width(4); cout << istate[k+i*lb];
        cout.width(12); cout << nagad_t1w_get_value(c[j+i*ncnln]);
        cout.width(12); cout << nagad_t1w_get_value(clamda[k+i*lb]) << endl;
      }
    }
    cout << "\n Final objective value = ";
    cout.width(12); cout << nagad_t1w_get_value(objf[i]);
    cout << "\n QP multipliers" << endl;
    for (int k=0; k<n+nclin+ncnln; k++) {
        cout.width(12); cout << nagad_t1w_get_value(clamda[k+i*lb]) << endl;
    }
    cout << endl;
    if (l>1) {
      cout << "\n ---------------------------------------------------------\n";
    }
  }
  
  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 objf[0] w.r.t ruser[0:5]:\n";
  for (int i=0; i<6; i++) {
    cout.width(4); cout << i << " ";
    cout.width(12); cout << dfdr[i] << endl;
  }
 END:
  // 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 [] objgrd;
  delete [] work;
  delete [] opts;
  delete [] objf;
  delete [] istate;
  delete [] iopts;
  delete [] info;
  delete [] iter;
  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 = 0.0;
    for (int i=0; i<n; i++) {
      if (x[i] >= 0.0) {
        objf += x[i]*sin(ruser[0]*sqrt(x[i]));
      } else {
        objf += x[i]*sin(ruser[0]*sqrt(-x[i]));
      }
    }
  }
  if (mode==1 || mode==2) {
    for (int i=0; i<n; i++) {
      if (x[i] >= 0.0) {
        objgrd[i] = sin(ruser[0]*sqrt(x[i])) +
          0.5*ruser[0]*sqrt(x[i])*cos(ruser[0]*sqrt(x[i]));
      } else {
        objgrd[i] = sin(ruser[0]*sqrt(-x[i])) +
          0.5*ruser[0]*sqrt(-x[i])*cos(ruser[0]*sqrt(-x[i]));
      }
    }
  }
  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[])
{
  for (int k = 0; k<ncnln; ++k) {
    if (mode==0 || mode==2) {
      if (k==0) {
        c[k] = ruser[1]*x[0]*x[0] - ruser[2]*x[1]*x[1] + ruser[3]*x[0]*x[1];
      } else {
        c[k] = cos(x[0]*x[0]*ruser[4]*ruser[4] + x[1]*ruser[5]);
      }
    }
    if (mode==1 || mode==2) {
      if (k==0) {
        cjac[0] = 2.0*ruser[1]*x[0] + ruser[3]*x[1];
        cjac[ncnln] = -2.0*ruser[2]*x[1] + ruser[3]*x[0];
      } else {
        nagad_t1w_w_rtype theta;
        theta = x[0]*x[0]*ruser[4]*ruser[4] + x[1]*ruser[5];
        cjac[1] = -sin(theta)*2.0*x[0]*ruser[4]*ruser[4];
        cjac[ncnln+1] = -sin(theta)*ruser[5];
      }
    }
  }
  return;
}
static void NAG_CALL mystart(void* &ad_handle,
                             const Integer &npts,
                             nagad_t1w_w_rtype quas[],
                             const Integer &n,
                             const logical &repeat,
                             const nagad_t1w_w_rtype bl[],
                             const nagad_t1w_w_rtype bu[],
                             Integer iuser[],
                             nagad_t1w_w_rtype ruser[],
                             Integer &mode)
{
  if (repeat) {
    // Generate a uniform spread of points between bl and bu.
    for (int i = 0; i<npts; i++) {
      double rq = ((double) (i-1))/((double)(npts-1));
      for (int j=0; j<n; j++) {
        quas[j+i*n] = bl[j] + rq*(bu[j]-bl[j]);
      }
    }
  } else {
    // Generate a non-repeatable spread of points between bl and bu.
    const Integer genid = 2, subid = 53;
    Integer lstate = -1, sdum[1];
    Integer ifail = 0;
    g05kgf_(genid,subid,sdum,lstate,ifail);
    Integer *state=0;
    double *rquas=0;
    state = new Integer [lstate];
    rquas = new double[n];
    ifail = 0;
    g05kgf_(genid,subid,state,lstate,ifail);
    for (int i=0; i<npts;i++) {
      ifail = 0;
      g05saf_(n,state,rquas,ifail);
      for (int j=0; j<n;j++) {
        quas[j+n*i] = bl[j] + (bu[j]-bl[j])*rquas[j];
      }
    }
    delete [] state;
    delete [] rquas;
  }
  // Set mode negative to terminate execution for any reason.
  mode = 0;
  return;
}