/* nag_opt_uncon_conjgrd_comp (e04dgc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer n, const double x[], double *objf,
double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void) {
const char *optionsfile = "e04dgce.opt";
static double ruser[1] = {-1.0};
Integer exit_status = 0;
Nag_Boolean print;
Integer n;
Nag_E04_Opt options;
double *g = 0, objf, *x = 0;
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_uncon_conjgrd_comp (e04dgc) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
fflush(stdout);
/* Initialize options structure and read option values from file */
print = Nag_TRUE;
n = 2; /* Number of variables */
if (n >= 1) {
if (!(x = NAG_ALLOC(n, double)) || !(g = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
printf("Invalid n.\n");
exit_status = 1;
return exit_status;
}
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
/* nag_opt_read (e04xyc).
* Read options from a text file
*/
nag_opt_read("e04dgc", optionsfile, &options, print, "stdout", &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Set the initial estimate of the solution. */
x[0] = -1.0;
x[1] = 1.0;
/* Solve the problem. */
/* nag_opt_uncon_conjgrd_comp (e04dgc), see above. */
nag_opt_uncon_conjgrd_comp(n, objfun, x, &objf, g, &options, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_uncon_conjgrd_comp (e04dgc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(x);
NAG_FREE(g);
return exit_status;
}
static void NAG_CALL objfun(Integer n, const double x[], double *objf,
double g[], Nag_Comm *comm) {
/* Function to evaluate objective function and its 1st derivatives. */
double ex1, x1, x2;
if (comm->user[0] == -1.0) {
printf("(User-supplied callback objfun, first invocation.)\n");
fflush(stdout);
comm->user[0] = 0.0;
}
ex1 = exp(x[0]);
x1 = x[0];
x2 = x[1];
*objf = ex1 * (4 * x1 * x1 + 2 * x2 * x2 + 4 * x1 * x2 + 2 * x2 + 1);
g[0] = 4 * ex1 * (2 * x1 + x2) + *objf;
g[1] = 2 * ex1 * (2 * x2 + 2 * x1 + 1);
} /* objfun */