/* E04UC_T1W_F C++ Header Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
* Mark 27.3, 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()
{
// Scalars
int exit_status = 0;
cout << "E04UC_T1W_F C++ Header Example Program Results\n\n";
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
// 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;
auto objfun = [&](nag::ad::handle_t & 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)
{
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]);
}
};
auto confun = [&](nag::ad::handle_t & 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)
{
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];
}
}
};
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;
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, 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;
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(nag::ad::handle_t & 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(nag::ad::handle_t & 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;
}