/* nag_opt_bounds_deriv (e04kbc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL objfun(Integer n, const double x[], double *f,
double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
const char *optionsfile = "e04kbce.opt";
Nag_Boolean print;
Integer exit_status = 0;
Integer n;
Nag_BoundType bound;
Nag_E04_Opt options;
double *bl = 0, *bu = 0, *g = 0, objf, *x = 0;
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_bounds_deriv (e04kbc) Example Program Results\n");
fflush(stdout);
n = 4;
if (n >= 1) {
if (!(x = NAG_ALLOC(n, double)) ||
!(g = NAG_ALLOC(n, double)) ||
!(bl = NAG_ALLOC(n, double)) || !(bu = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else {
printf("Invalid n.\n");
exit_status = 1;
return exit_status;
}
x[0] = 3.0;
x[1] = -0.9;
x[2] = 0.13;
x[3] = 1.1;
/* Initialize options structure and read option values from file */
print = Nag_TRUE;
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
strcpy(options.outfile, "stdout");
/* nag_opt_read (e04xyc).
* Read options from a text file
*/
nag_opt_read("e04kbc", optionsfile, &options, print, options.outfile,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
bound = Nag_Bounds;
bl[0] = 1.0;
bu[0] = 3.0;
bl[1] = -2.0;
bu[1] = 0.0;
/* Third variable is not bounded, so third lower bound
* is set to a large negative number and third upper
* bound to a large positive number.
*/
bl[2] = -1.0e10;
bu[2] = 1.0e10;
bl[3] = 1.0;
bu[3] = 3.0;
/* nag_opt_bounds_deriv (e04kbc), see above. */
nag_opt_bounds_deriv(n, objfun, bound, bl, bu, x, &objf,
g, &options, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error/Warning from nag_opt_bounds_deriv (e04kbc).\n%s\n",
fail.message);
if (fail.code != NW_COND_MIN)
exit_status = 1;
}
/* Free memory allocated by nag_opt_bounds_deriv (e04kbc) to pointers hesd,
* hesl and state.
*/
/* nag_opt_free (e04xzc).
* Memory freeing function for use with option setting
*/
nag_opt_free(&options, "all", &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
exit_status = 3;
goto END;
}
END:
NAG_FREE(x);
NAG_FREE(g);
NAG_FREE(bl);
NAG_FREE(bu);
return exit_status;
}
static void NAG_CALL objfun(Integer n, const double x[], double *objf,
double g[], Nag_Comm *comm)
{
/* Routine to evaluate objective function. */
double x1, x2, x3, x4;
double tmp, tmp1, tmp2, tmp3, tmp4;
x1 = x[0];
x2 = x[1];
x3 = x[2];
x4 = x[3];
/* Supply a single function value */
tmp1 = x1 + 10.0 * x2;
tmp2 = x3 - x4;
tmp3 = x2 - 2.0 * x3, tmp3 *= tmp3;
tmp4 = x1 - x4, tmp4 *= tmp4;
*objf = tmp1 * tmp1 + 5.0 * tmp2 * tmp2 + tmp3 * tmp3 + 10.0 * tmp4 * tmp4;
if (comm->flag != 0) {
tmp = x1 - x4;
g[0] = 2.0 * (x1 + 10.0 * x2) + 40.0 * tmp * tmp * tmp;
tmp = x2 - 2.0 * x3;
g[1] = 20.0 * (x1 + 10.0 * x2) + 4.0 * tmp * tmp * tmp;
tmp = x2 - 2.0 * x3;
g[2] = 10.0 * (x3 - x4) - 8.0 * tmp * tmp * tmp;
tmp = x1 - x4;
g[3] = 10.0 * (x4 - x3) - 40.0 * tmp * tmp * tmp;
}
} /* objfun */