/* E04US_P0W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.2, 2021.
*/
#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 &m,
const Integer &n,
const Integer &ldfj,
const Integer &needfi,
const double x[],
double f[],
double fjac[],
const Integer &nstate,
Integer iuser[],
double ruser[]);
static void NAG_CALL confun(void *& ad_handle,
Integer & mode,
const Integer &ncnln,
const Integer &n,
const Integer &ldcj,
const Integer needc[],
const double x[],
double c[],
double cjac[],
const Integer &nstate,
Integer iuser[],
double ruser[]);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "E04US_P0W_F C++ Header Example Program Results\n\n";
Integer ifail = 0;
void * ad_handle = 0;
// Skip first line of data file
string mystr;
getline(cin, mystr);
// Read problem sizes
Integer m, n, nclin, ncnln;
cin >> m;
cin >> n;
cin >> nclin;
cin >> ncnln;
Integer liwork = 3 * n + nclin + 2 * ncnln;
Integer lda = nclin, sda = n, ldcj = ncnln, ldfj = m, ldr = n;
Integer lwork;
lwork = 20 * n + m * (n + 3);
if (nclin > 0)
{
lwork = lwork + 2 * n * n + 11 * nclin;
}
if (ncnln > 0)
{
lwork = lwork + n * nclin + (2 * n + 21) * ncnln;
}
Integer lb = n + nclin + ncnln;
double * a = 0, *bl = 0, *bu = 0, *y = 0, *c = 0, *cjac = 0, *f = 0;
double * fjac = 0, *clamda = 0, *r = 0, *x = 0, *work = 0, *rwsav = 0;
Integer *istate = 0, *iwork = 0, *iwsav = 0;
logical *lwsav = 0;
a = new double[lda * sda];
bl = new double[lb];
bu = new double[lb];
y = new double[m];
c = new double[ncnln];
cjac = new double[ncnln * n];
f = new double[m];
fjac = new double[m * n];
clamda = new double[lb];
r = new double[ldr * n];
x = new double[n];
work = new double[lwork];
rwsav = new double[475];
lwsav = new logical[120];
istate = new Integer[lb];
iwork = new Integer[liwork];
iwsav = new Integer[610];
// Read problem parameters and register for differentiation
for (int i = 0; i < nclin; i++)
{
for (int j = 0; j < sda; j++)
{
Integer k = i + j * nclin;
cin >> a[k];
}
}
for (int i = 0; i < m; i++)
{
cin >> y[i];
}
for (int i = 0; i < lb; i++)
{
cin >> bl[i];
}
for (int i = 0; i < lb; i++)
{
cin >> bu[i];
}
for (int i = 0; i < n; i++)
{
cin >> x[i];
}
double ruser[44] = {8.0, 8.0, 10.0, 10.0, 10.0, 10.0, 12.0, 12.0, 12.0,
12.0, 14.0, 14.0, 14.0, 16.0, 16.0, 16.0, 18.0, 18.0,
20.0, 20.0, 20.0, 22.0, 22.0, 22.0, 24.0, 24.0, 24.0,
26.0, 26.0, 26.0, 28.0, 28.0, 30.0, 30.0, 30.0, 32.0,
32.0, 34.0, 36.0, 36.0, 38.0, 38.0, 40.0, 42.0};
// Initialize sav arrays
ifail = 0;
char cwsav[1];
nag::ad::e04wb("E04USA", cwsav, 1, lwsav, 120, iwsav, 610, rwsav, 475, ifail);
// Solve the problem
Integer iter, iuser[1];
double objf;
ifail = -1;
nag::ad::e04us(ad_handle, m, n, nclin, ncnln, lda, ldcj, ldfj, ldr, a, bl, bu,
y, confun, objfun, iter, istate, c, cjac, f, fjac, clamda,
objf, r, x, iwork, liwork, work, lwork, -1, iuser, -1, ruser,
lwsav, iwsav, rwsav, ifail);
// Primal results
cout.setf(ios::scientific, ios::floatfield);
if (ifail == 0 || ifail > 1)
{
cout.precision(4);
cout << "\n Optimal objective function value = ";
cout.width(12);
cout << objf;
cout << "\n Solution point = ";
for (int i = 0; i < n; i++)
{
cout.width(12);
cout << x[i];
}
cout << endl;
}
else
{
cout << "nag::ad::e04us failed with ifail = " << ifail << endl;
}
delete[] a;
delete[] bl;
delete[] bu;
delete[] y;
delete[] c;
delete[] cjac;
delete[] f;
delete[] fjac;
delete[] clamda;
delete[] r;
delete[] x;
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 &m,
const Integer &n,
const Integer &ldfj,
const Integer &needfi,
const double x[],
double f[],
double fjac[],
const Integer &nstate,
Integer iuser[],
double ruser[])
{
double x1, x2;
x1 = x[0];
x2 = x[1];
if (mode == 0 && needfi > 0)
{
f[needfi - 1] = x1 + (0.49 - x1) * exp(-x2 * (ruser[needfi - 1] - 8.0));
}
else
{
for (int i = 0; i < m; ++i)
{
double ai = ruser[i] - 8.0;
double temp = exp(-x2 * ai);
if (mode == 0 || mode == 2)
{
f[i] = x1 + (0.49 - x1) * temp;
}
if (mode == 1 || mode == 2)
{
fjac[i] = 1.0 - temp;
fjac[i + m] = -(0.49 - x1) * ai * temp;
}
}
}
return;
}
static void NAG_CALL confun(void *& ad_handle,
Integer & mode,
const Integer &ncnln,
const Integer &n,
const Integer &ldcj,
const Integer needc[],
const double x[],
double c[],
double cjac[],
const Integer &nstate,
Integer iuser[],
double 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] = -0.09 - x[0] * x[1] + 0.49 * x[1];
}
if (mode == 1 || mode == 2)
{
cjac[0] = -x[1];
cjac[ncnln] = -x[0] + 0.49;
}
}
return;
}