/* nag_opt_handle_solve_dfno (e04jdc) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 */

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

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL objfun(Integer nvar, const double x[], double *f,
                              Integer *inform, Nag_Comm *comm);
  static void NAG_CALL monit(Integer nvar, const double x[], Integer *inform,
                             const double rinfo[], const double stats[],
                             Nag_Comm *comm);
#ifdef __cplusplus
}
#endif


static void NAG_CALL objfun(Integer nvar, const double x[], double *f,
                            Integer *inform, Nag_Comm *comm){
  *f = pow(x[0]+10.0*x[1],2) + 5.0*pow(x[2]-x[3],2) +
    pow(x[1]-2.0*x[2],4) + 10.0*pow(x[0]-x[3],4);
}

static void NAG_CALL monit(Integer nvar, const double x[], Integer *inform,
                           const double rinfo[], const double stats[],
                           Nag_Comm *comm){
}

int main(void)
{
  const double infbnd = 1.0e20;

  Integer      nvar, nnzfd;
  Integer      idxfd[4] = {1, 2, 3, 4};
  double       x[4] = { 3.0, -1.0, 0.0, 1.0};
  double       rinfo[100], stats[100];
  double       ux[4] = {3.0,0.0,infbnd,3.0};
  double       lx[4] = {1.0,-2.0,-infbnd,1.0};
  void         *handle;
  Integer      exit_status = 0;

  /* Nag Types */
  Nag_Comm     comm;
  NagError     fail;

  printf("nag_opt_handle_solve_dfno (e04jdc) Example Program Results\n\n");
  fflush(stdout);
  
  /* Fill the problem data structure */
  nvar = 4;

  /* nag_opt_handle_init (e04rac).
   *  Initialize the handle
   */
  nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);

  /* nag_opt_handle_set_nlnobj (e04rgc)
   * Define nonlinear objective
   */
  nnzfd = nvar;
  nag_opt_handle_set_nlnobj(handle, nnzfd, idxfd, NAGERR_DEFAULT);

  /* nag_opt_handle_opt_set (e04zmc)
   * Set options
   */
  /* Relax the main convergence criteria a bit */
  nag_opt_handle_opt_set(handle, "DFO Trust Region Tolerance = 5.0e-6",
                         NAGERR_DEFAULT);
  /* Print the solution */
  nag_opt_handle_opt_set(handle, "Print Solution = YES", NAGERR_DEFAULT);
  /* Set starting trust region (default was 0.1) */
  nag_opt_handle_opt_set(handle, "DFO Starting trust Region = 0.2",
                         NAGERR_DEFAULT);
  
  /* Define bounds for the variables
   * nag_opt_handle_set_simplebounds (e04rhc)
   */
  nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);

  /* nag_opt_handle_solve_dfno (e04jdc)
   * Call the solver
   */
  INIT_FAIL(fail);
  nag_opt_handle_solve_dfno(handle, objfun, monit, nvar, x, rinfo, stats,
                            &comm, &fail);
  if (fail.code != NE_NOERROR){
    printf("Error from nag_opt_handle_solve_dfno (e04jdc).\n%s\n",
           fail.message);
    exit_status = 1;
  }
    
  /* Clean data */
  if (handle)
    /* nag_opt_handle_free (e04rzc).
     * Destroy the problem handle and deallocate all the memory used 
     */
    nag_opt_handle_free(&handle, NAGERR_DEFAULT);

  return exit_status;
}