/* nag_opt_uncon_simplex (e04cbc) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 */

#include <nag.h>
#include <math.h>
#include <stdio.h>

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL funct(const Integer n, const double *xc, double *fc,
                             Nag_Comm *comm);
  static void NAG_CALL monit(const double fmin, const double fmax,
                             const double sim[], const Integer n,
                             const Integer ncall, const double serror,
                             const double vratio, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{
  /* Scalars */
  double f, tolf, tolx;
  Integer exit_status, i, monitoring, maxcal = 100, n = 2;
  NagError fail;

  /* Arrays */
  static double ruser[2] = { -1.0, -1.0 };
  double *x = 0;

  Nag_Comm comm;

  exit_status = 0;

  INIT_FAIL(fail);

  printf("nag_opt_uncon_simplex (e04cbc) Example Program Results\n");

  /* For communication with user-supplied functions: */
  comm.user = ruser;

  /* Allocate memory */
  if (!(x = NAG_ALLOC(n, double)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Set monitoring to a nonzero value to obtain monitoring information */
  monitoring = 0;
  comm.p = (Pointer) &monitoring;

  /* Starting values */
  x[0] = -1.0;
  x[1] = 1.0;
  tolf = sqrt(nag_machine_precision);
  tolx = sqrt(tolf);

  nag_opt_uncon_simplex(n, x, &f, tolf, tolx, funct, monit, maxcal, &comm,
                       &fail);

  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_uncon_simplex (e04cbc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  printf("The final function value is %12.4f\n", f);
  printf("at the point");
  for (i = 1; i <= n; ++i) {
    printf(" %12.4f", x[i - 1]);
  }
  printf("\n");

END:
  NAG_FREE(x);

  return exit_status;
}

static void NAG_CALL funct(const Integer n, const double *xc, double *fc,
                           Nag_Comm *comm)
{
  if (comm->user[0] == -1.0) {
    printf("(User-supplied callback funct, first invocation.)\n");
    comm->user[0] = 0.0;
  }
  *fc = exp(xc[0]) * (4.0 * xc[0] * (xc[0] + xc[1]) +
                      2.0 * xc[1] * (xc[1] + 1.0) + 1.0);
}

static void NAG_CALL monit(const double fmin, const double fmax,
                           const double sim[], const Integer n,
                           const Integer ncall, const double serror,
                           const double vratio, Nag_Comm *comm)
{
#define SIM(I, J) sim[(J-1)*(n+1) + (I-1)]

  Integer i, j;
  Integer monitoring = *(Integer *) comm->p;

  if (comm->user[1] == -1.0) {
    printf("(User-supplied callback monit, first invocation.)\n");
    comm->user[1] = 0.0;
  }
  if (monitoring != 0) {
    printf("\nThere have been %5" NAG_IFMT " function calls\n", ncall);
    printf("The smallest function value is %10.4f\n", fmin);
    printf("\nThe simplex is\n");
    for (i = 1; i <= n + 1; ++i) {
      for (j = 1; j <= n; ++j) {
        printf(" %13.4e", SIM(i, j));
      }
      printf("\n");
    }
    printf("\nThe standard deviation in function values at the"
           " vertices of the simplex is %10.4f\n", serror);
    printf("The linearized volume ratio of the current simplex"
           " to the starting one is %10.4f\n", vratio);
  }
}