NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
/* E04UC_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;

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 << "E04UC_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 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)
    {
      dco::derivative(ruser[i]) = inc;
      // Initialize sav arrays
      ifail = 0;
      char cwsav[1];
      nag::ad::e04wb("E04UCA", cwsav, 1, lwsav, 120, iwsav, 610, rwsav, 475,
                     ifail);

      // Solve the problem
      for (int j = 0; j < n; j++)
        {
          x[j] = x_r[j];
        }
      objf = 0.0;
      Integer iter, iuser[1];
      ifail = -1;
      nag::ad::e04uc(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, -1, iuser, -1,
                     ruser, lwsav, iwsav, rwsav, ifail);
      dr[i]                     = dco::derivative(objf);
      dco::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 << dco::value(objf);
  cout << "\n Solution point = ";
  for (int i = 0; i < n; i++)
    {
      cout.width(12);
      cout << dco::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
  nag::ad::x10ab(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;
}