/* E04NE_T1W_F C++ Header Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 * Mark 27.2, 2021.
 */

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

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

  cout << "E04NE_T1W_F C++ Header Example Program Results\n\n";

  // Create AD configuration data object
  Integer ifail     = 0;
  void *  ad_handle = 0;
  nag::ad::x10aa(ad_handle, ifail);

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

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

  Integer liwork = n;
  Integer lda = m, sda = n, ldc = nclin, lb = n + nclin;
  Integer lwork;

  lwork = 9 * n;
  if (nclin > 0)
    {
      lwork = lwork + 2 * n * n + 6 * nclin;
    }
  nagad_t1w_w_rtype *a_in = 0, *a = 0, *b_in = 0, *b = 0, *bl = 0, *bu = 0,
                    *c    = 0;
  nagad_t1w_w_rtype *cvec = 0, *clamda = 0, *work = 0, *x = 0, *x_in = 0,
                    *rwsav = 0;
  Integer *istate = 0, *iwork = 0, *iwsav = 0, *kx;
  logical *lwsav = 0;
  double * db = 0, *dbl = 0, *dbu = 0;
  a      = new nagad_t1w_w_rtype[lda * sda];
  a_in   = new nagad_t1w_w_rtype[lda * sda];
  b      = new nagad_t1w_w_rtype[m];
  b_in   = new nagad_t1w_w_rtype[m];
  bl     = new nagad_t1w_w_rtype[lb];
  bu     = new nagad_t1w_w_rtype[lb];
  c      = new nagad_t1w_w_rtype[nclin * n];
  clamda = new nagad_t1w_w_rtype[lb];
  x      = new nagad_t1w_w_rtype[n];
  x_in   = new nagad_t1w_w_rtype[n];
  kx     = new Integer[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];
  db     = new double[m];
  dbl    = new double[lb];
  dbu    = new double[lb];

  // Read problem parameters and register for differentiation
  double yr;
  for (int i = 0; i < m; i++)
    {
      for (int j = 0; j < n; j++)
        {
          Integer k = i + j * m;
          cin >> yr;
          a_in[k] = yr;
        }
    }
  for (int i = 0; i < m; i++)
    {
      cin >> yr;
      b_in[i] = yr;
    }
  for (int i = 0; i < nclin; i++)
    {
      for (int j = 0; j < n; j++)
        {
          Integer k = i + j * nclin;
          cin >> yr;
          c[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 >> yr;
      x_in[i] = yr;
    }

  double            inc = 1.0, zero = 0.0;
  nagad_t1w_w_rtype obj;
  Integer           k;
  for (int i = 0; i < m + 2 * lb; i++)
    {
      if (i < m)
        {
          k                        = i;
          dco::derivative(b_in[k]) = inc;
        }
      else if (i < m + lb)
        {
          k                      = i - m;
          dco::derivative(bl[k]) = inc;
        }
      else
        {
          k                      = i - m - lb;
          dco::derivative(bu[k]) = inc;
        }
      // Initialize sav arrays
      ifail = 0;
      char cwsav[1];
      obj = 0.0;
      nag::ad::e04wb("E04NCA", cwsav, 1, lwsav, 120, iwsav, 610, rwsav, 475,
                     ifail);
      // Set option via string
      nag::ad::e04ne("Print Level = -1", lwsav, iwsav, rwsav);

      // Solve the problem
      for (int j = 0; j < m; j++)
        {
          b[j] = b_in[j];
          for (int l = 0; l < n; l++)
            {
              a[j + l * m] = a_in[j + l * m];
            }
        }
      for (int j = 0; j < n; j++)
        {
          x[j] = x_in[j];
        }
      for (int j = 0; j < lb; j++)
        {
          istate[j] = 0.0;
        }
      Integer iter;
      ifail = -1;
      nag::ad::e04nc(ad_handle, m, n, nclin, ldc, lda, c, bl, bu, cvec, istate,
                     kx, x, a, b, iter, obj, clamda, iwork, liwork, work, lwork,
                     lwsav, iwsav, rwsav, ifail);
      if (i < m)
        {
          dco::derivative(b_in[k]) = zero;
          db[k]                    = dco::derivative(obj);
        }
      else if (i < m + lb)
        {
          dco::derivative(bl[k]) = zero;
          dbl[k]                 = dco::derivative(obj);
        }
      else
        {
          dco::derivative(bu[k]) = zero;
          dbu[k]                 = dco::derivative(obj);
        }
    }

  // Primal results
  cout.setf(ios::scientific, ios::floatfield);
  cout.precision(4);
  cout << "\n Optimal objective function value = ";
  cout.width(12);
  cout << dco::value(obj) << endl;
  cout << "\n Solution point: " << endl;
  for (int i = 0; i < n; i++)
    {
      cout.width(8);
      cout << i;
      cout.width(12);
      cout << dco::value(x[i]) << endl;
    }

  cout << "\n Derivatives calculated: First order tangents\n";
  cout << " Computational mode    : algorithmic\n\n";
  cout << " Derivatives:\n\n";

  cout << "\nDerivatives of obj w.r.t. B, BL and BU\n\n";
  NagError fail;
  INIT_FAIL(fail);
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, 1, m, db, 1,
         "  dobj/dB", 0, &fail);
  cout << endl;
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, 1, lb, dbl, 1,
         "  dobj/dBL", 0, &fail);
  cout << endl;
  x04cac(Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, 1, lb, dbu, 1,
         "  dobj/dBU", 0, &fail);

  // Remove computational data object
  nag::ad::x10ab(ad_handle, ifail);

  delete[] a;
  delete[] a_in;
  delete[] b;
  delete[] b_in;
  delete[] bl;
  delete[] bu;
  delete[] c;
  delete[] clamda;
  delete[] x;
  delete[] x_in;
  delete[] kx;
  delete[] work;
  delete[] rwsav;
  delete[] lwsav;
  delete[] istate;
  delete[] iwork;
  delete[] iwsav;
  delete[] db;
  delete[] dbl;
  delete[] dbu;
  return exit_status;
}