/* E04WB_A1W_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 & m,
const Integer & n,
const Integer & ldfj,
const Integer & needfi,
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype f[],
nagad_a1w_w_rtype fjac[],
const Integer & nstate,
Integer iuser[],
nagad_a1w_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_a1w_w_rtype x[],
nagad_a1w_w_rtype c[],
nagad_a1w_w_rtype cjac[],
const Integer & nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "E04WB_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
dco::ga1s<double>::global_tape = dco::ga1s<double>::tape_t::create();
// 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, 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;
nagad_a1w_w_rtype *a = 0, *bl = 0, *bu = 0, *y = 0, *c = 0, *cjac = 0, *f = 0;
nagad_a1w_w_rtype *fjac = 0, *clamda = 0, *r = 0, *x = 0, *work = 0,
*rwsav = 0;
Integer *istate = 0, *iwork = 0, *iwsav = 0;
logical *lwsav = 0;
double * dr = 0, *rwsav_r = 0;
if (!(a = NAG_ALLOC(lda * sda, nagad_a1w_w_rtype)) ||
!(bl = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(bu = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(y = NAG_ALLOC(m, nagad_a1w_w_rtype)) ||
!(c = NAG_ALLOC(ncnln, nagad_a1w_w_rtype)) ||
!(cjac = NAG_ALLOC(ncnln * n, nagad_a1w_w_rtype)) ||
!(f = NAG_ALLOC(m, nagad_a1w_w_rtype)) ||
!(fjac = NAG_ALLOC(m * n, nagad_a1w_w_rtype)) ||
!(clamda = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(r = NAG_ALLOC(ldr * n, nagad_a1w_w_rtype)) ||
!(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
!(work = NAG_ALLOC(lwork, nagad_a1w_w_rtype)) ||
!(rwsav = NAG_ALLOC(475, nagad_a1w_w_rtype)) ||
!(lwsav = NAG_ALLOC(120, logical)) ||
!(rwsav_r = NAG_ALLOC(475, double)) || !(dr = NAG_ALLOC(n * n, double)) ||
!(istate = NAG_ALLOC(lb, Integer)) ||
!(iwork = NAG_ALLOC(liwork, Integer)) ||
!(iwsav = NAG_ALLOC(610, Integer)))
{
cout << "Allocation failure\n";
exit_status = -1;
}
else
{
// 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 < m; i++)
{
cin >> yr;
y[i] = 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[i] = yr;
}
double rr[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};
nagad_a1w_w_rtype ruser[44];
for (int i = 0; i < 44; i++)
{
ruser[i] = rr[i];
dco::ga1s<double>::global_tape->register_variable(ruser[i]);
}
// 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];
nagad_a1w_w_rtype 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 << dco::value(objf);
cout << "\n Solution point = ";
for (int i = 0; i < n; i++)
{
cout.width(12);
cout << dco::value(x[i]);
}
cout << endl;
}
else
{
cout << "nag::ad::e04us failed with ifail = " << ifail << endl;
goto END;
}
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n\n";
cout << " Derivatives:\n\n";
// Setup evaluation of derivatives of fsumsq via adjoints.
double inc = 1.0;
dco::derivative(x[0]) += inc;
ifail = 0;
dco::ga1s<double>::global_tape->sparse_interpret() = true;
dco::ga1s<double>::global_tape->interpret_adjoint();
// Get derivatives of x[0] w.r.t. ruser
cout << " derivatives of x[0] w.r.t ruser[0:43]:\n";
for (int i = 0; i < 44; i++)
{
double d = dco::derivative(ruser[i]);
cout.width(12);
cout << d;
if (i % 4 == 3)
{
cout << endl;
}
}
}
END:
// Remove computational data object and tape
nag::ad::x10ab(ad_handle, ifail);
dco::ga1s<double>::tape_t::remove(dco::ga1s<double>::global_tape);
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 nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype f[],
nagad_a1w_w_rtype fjac[],
const Integer & nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
nagad_a1w_w_rtype 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)
{
nagad_a1w_w_rtype ai = ruser[i] - 8.0;
nagad_a1w_w_rtype 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 nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype c[],
nagad_a1w_w_rtype cjac[],
const Integer & nstate,
Integer iuser[],
nagad_a1w_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] = -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;
}