/* E05UC_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 &n,
const double x[],
double & objf,
double objgrd[],
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[]);
static void NAG_CALL mystart(void *& ad_handle,
const Integer &npts,
double quas[],
const Integer &n,
const logical &repeat,
const double bl[],
const double bu[],
Integer iuser[],
double ruser[],
Integer & mode);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "E05UC_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);
// problem sizes
const Integer n = 2, nclin = 1, ncnln = 2;
Integer nb, npts;
cin >> nb >> npts;
logical repeat = true;
const Integer liopts = 740, lopts = 485;
Integer lda = nclin, sda = n, ldc = ncnln, ldcj = ncnln, ldr = n;
Integer lb = n + nclin + ncnln, listat = n + nclin + ncnln;
double * a = 0, *bl = 0, *bu = 0, *c = 0, *cjac = 0, *objf = 0;
double * objgrd = 0, *clamda = 0, *r = 0, *x = 0, *work = 0, *opts = 0;
Integer *iopts = 0, *info = 0, *iter = 0, *istate = 0;
a = new double[lda * sda];
bl = new double[lb];
bu = new double[lb];
c = new double[ldc * nb];
cjac = new double[ldcj * n * nb];
clamda = new double[lb * nb];
r = new double[ldr * n * nb];
x = new double[n * nb];
objgrd = new double[n * nb];
work = new double[nclin];
opts = new double[lopts];
objf = new double[nb];
istate = new Integer[listat * nb];
iopts = new Integer[liopts];
info = new Integer[nb];
iter = new Integer[nb];
bl[0] = -500.0;
bl[1] = -500.0;
bl[2] = -10000.0;
bl[3] = -1.0;
bl[4] = -0.9;
bu[0] = 500.0;
bu[1] = 500.0;
bu[2] = 10.0;
bu[3] = 500000.0;
bu[4] = 0.9;
a[0] = 3.0;
a[1] = -2.0;
double ruser[6];
ruser[0] = 1.0;
ruser[1] = 1.0;
ruser[2] = 1.0;
ruser[3] = 3.0;
ruser[4] = 0.005;
ruser[5] = 0.01;
// Initialize the solver.
ifail = 0;
nag::ad::e05zk(ad_handle, "Initialize = E05UCF", iopts, liopts, opts, lopts,
ifail);
// Solve the problem
Integer iuser[1];
ifail = -1;
nag::ad::e05uc(ad_handle, n, nclin, ncnln, a, lda, bl, bu, confun, objfun,
npts, x, n, mystart, repeat, nb, objf, objgrd, n, iter, c, ldc,
cjac, ldcj, n, r, ldr, n, clamda, lb, istate, listat, iopts,
opts, -1, iuser, -1, ruser, info, ifail);
// Primal results
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
Integer l;
if (ifail == 0)
{
l = nb;
}
else if (ifail == 8)
{
l = info[nb - 1];
cout.width(16);
cout << iter[nb - 1] << " starting points converged" << endl;
}
else
{
goto END;
}
for (int i = 0; i < l; i++)
{
cout << "\n Solution number " << i + 1 << endl;
cout << "\n Local minimization exited with code " << info[i] << endl;
cout << "\n Varbl Istate Value Lagr Mult" << endl;
cout << endl;
for (int j = 0; j < n; j++)
{
cout << " V ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[j + i * lb];
cout.width(12);
cout << x[j + i * n];
cout.width(12);
cout << clamda[j + i * lb] << endl;
}
if (nclin > 0)
{
cout << "\n L con Istate Value Lagr Mult" << endl;
const double alpha = 1.0;
const double beta = 0.0;
ifail = 0;
nag::ad::f06pa(ad_handle, "N", nclin, n, alpha, a, lda, &x[n * i], 1,
beta, work, 1, ifail);
cout << endl;
for (int k = n; k < n + nclin; k++)
{
int j = k - n;
cout << " L ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[k + i * lb];
cout.width(12);
cout << work[j];
cout.width(12);
cout << clamda[k + i * lb] << endl;
}
}
if (ncnln > 0)
{
cout << "\n N con Istate Value Lagr Mult" << endl;
cout << endl;
for (int k = n + nclin; k < n + nclin + ncnln; k++)
{
int j = k - n - nclin;
cout << " N ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[k + i * lb];
cout.width(12);
cout << c[j + i * ncnln];
cout.width(12);
cout << clamda[k + i * lb] << endl;
}
}
cout << "\n Final objective value = ";
cout.width(12);
cout << objf[i];
cout << "\n QP multipliers" << endl;
for (int k = 0; k < n + nclin + ncnln; k++)
{
cout.width(12);
cout << clamda[k + i * lb] << endl;
}
cout << endl;
if (l > 1)
{
cout
<< "\n ---------------------------------------------------------\n";
}
}
END:
delete[] a;
delete[] bl;
delete[] bu;
delete[] c;
delete[] cjac;
delete[] clamda;
delete[] r;
delete[] x;
delete[] objgrd;
delete[] work;
delete[] opts;
delete[] objf;
delete[] istate;
delete[] iopts;
delete[] info;
delete[] iter;
return exit_status;
}
static void NAG_CALL objfun(void *& ad_handle,
Integer & mode,
const Integer &n,
const double x[],
double & objf,
double objgrd[],
const Integer &nstate,
Integer iuser[],
double ruser[])
{
if (mode == 0 || mode == 2)
{
objf = 0.0;
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objf += x[i] * sin(ruser[0] * sqrt(x[i]));
}
else
{
objf += x[i] * sin(ruser[0] * sqrt(-x[i]));
}
}
}
if (mode == 1 || mode == 2)
{
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objgrd[i] =
sin(ruser[0] * sqrt(x[i])) +
0.5 * ruser[0] * sqrt(x[i]) * cos(ruser[0] * sqrt(x[i]));
}
else
{
objgrd[i] =
sin(ruser[0] * sqrt(-x[i])) +
0.5 * ruser[0] * sqrt(-x[i]) * cos(ruser[0] * sqrt(-x[i]));
}
}
}
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[])
{
for (int k = 0; k < ncnln; ++k)
{
if (mode == 0 || mode == 2)
{
if (k == 0)
{
c[k] = ruser[1] * x[0] * x[0] - ruser[2] * x[1] * x[1] +
ruser[3] * x[0] * x[1];
}
else
{
c[k] = cos(x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5]);
}
}
if (mode == 1 || mode == 2)
{
if (k == 0)
{
cjac[0] = 2.0 * ruser[1] * x[0] + ruser[3] * x[1];
cjac[ncnln] = -2.0 * ruser[2] * x[1] + ruser[3] * x[0];
}
else
{
double theta;
theta = x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5];
cjac[1] = -sin(theta) * 2.0 * x[0] * ruser[4] * ruser[4];
cjac[ncnln + 1] = -sin(theta) * ruser[5];
}
}
}
return;
}
static void NAG_CALL mystart(void *& ad_handle,
const Integer &npts,
double quas[],
const Integer &n,
const logical &repeat,
const double bl[],
const double bu[],
Integer iuser[],
double ruser[],
Integer & mode)
{
if (repeat)
{
// Generate a uniform spread of points between bl and bu.
for (int i = 0; i < npts; i++)
{
double rq = ((double)(i - 1)) / ((double)(npts - 1));
for (int j = 0; j < n; j++)
{
quas[j + i * n] = bl[j] + rq * (bu[j] - bl[j]);
}
}
}
else
{
// Generate a non-repeatable spread of points between bl and bu.
const Integer genid = 2, subid = 53;
Integer lstate = -1, sdum[1];
Integer ifail = 0;
g05kgf_(genid, subid, sdum, lstate, ifail);
Integer *state = 0;
double * rquas = 0;
state = new Integer[lstate];
rquas = new double[n];
ifail = 0;
g05kgf_(genid, subid, state, lstate, ifail);
for (int i = 0; i < npts; i++)
{
ifail = 0;
g05saf_(n, state, rquas, ifail);
for (int j = 0; j < n; j++)
{
quas[j + n * i] = bl[j] + (bu[j] - bl[j]) * rquas[j];
}
}
delete[] state;
delete[] rquas;
}
// Set mode negative to terminate execution for any reason.
mode = 0;
return;
}