/* nag_opt_handle_solve_dfno_rcomm (e04jec) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 */

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

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

  Integer      nvar, nnzfd, irevcm, neval, maxeval, i;
  Integer      idxfd[4] = {1, 2, 3, 4};
  double       x[8], f[2];
  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 */
  NagError     fail;

  printf("nag_opt_handle_solve_dfno_rcomm (e04jec) "
         "Example Program Results\n\n");
  fflush(stdout);
  
  /* Fill the problem data structure */
  nvar = 4;
  maxeval = 2;

  /* 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);

  /* Optionally 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_rcomm (e04jec)
   * Call the solver
   */
  INIT_FAIL(fail);
  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;
  irevcm = 1;
  while (irevcm != 0){
    nag_opt_handle_solve_dfno_rcomm(handle, &irevcm, &neval, maxeval, nvar, x,
                                    f, rinfo, stats, &fail);
    if (fail.code != NE_NOERROR)
      break;
    if (irevcm == 1){
      /* Compute the objective function on the requested points */
      for (i=0; i<neval; i++){
        f[i] = pow(x[i*nvar+0]+10.0*x[i*nvar+1],2) +
          5.0*pow(x[i*nvar+2]-x[i*nvar+3],2) +
          pow(x[i*nvar+1]-2.0*x[i*nvar+2],4) +
          10.0*pow(x[i*nvar+0]-x[i*nvar+3],4);
      }
    }
  }
  if (fail.code != NE_NOERROR){
    printf("Error from nag_opt_handle_solve_dfno_rcomm (e04jec).\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;
}