/* nag_opt_bounds_mod_deriv2_comp (e04lbc) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 *
 *
 */

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

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL funct(Integer n, const double xc[], double *fc,
                             double gc[], Nag_Comm *comm);
  static void NAG_CALL h(Integer n, const double xc[], double fhesl[],
                         double fhesd[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{
  const char *optionsfile = "e04lbce.opt";
  static double ruser[2] = { -1.0, -1.0 };
  Integer exit_status = 0;
  Nag_Boolean print;
  Integer n = 4;
  Nag_Comm comm;
  Nag_E04_Opt options;
  double *bl = 0, *bu = 0, f, *g = 0, *x = 0;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_opt_bounds_mod_deriv2_comp (e04lbc) Example Program Results\n");

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

  if (n >= 1) {
    if (!(x = NAG_ALLOC(n, double)) ||
        !(bl = NAG_ALLOC(n, double)) ||
        !(bu = NAG_ALLOC(n, double)) || !(g = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  }
  else {
    printf("Invalid n.\n");
    exit_status = 1;
    return exit_status;
  }

  bl[0] = 1.0;
  bu[0] = 3.0;
  bl[1] = -2.0;
  bu[1] = 0.0;

  /* x[2] is not bounded, so we set bl[2] to a large negative
   *  number and bu[2] to a large positive number
   */
  bl[2] = -1e6;
  bu[2] = 1e6;
  bl[3] = 1.0;
  bu[3] = 3.0;

  /* Set up starting point */
  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

  print = Nag_TRUE;
  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  /* nag_opt_read (e04xyc).
   * Read options from a text file
   */
  fflush(stdout);
  nag_opt_read("e04lbc", optionsfile, &options, print, "stdout", &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /* nag_opt_bounds_mod_deriv2_comp (e04lbc), see above. */
  nag_opt_bounds_mod_deriv2_comp(n, funct, h, Nag_Bounds, bl, bu, x, &f, g,
                           &options, &comm, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error or warning from "
           "nag_opt_bounds_mod_deriv2_comp (e04lbc).\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_bounds_mod_deriv2_comp (e04lbc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

END:
  NAG_FREE(x);
  NAG_FREE(bl);
  NAG_FREE(bu);
  NAG_FREE(g);

  return exit_status;
}

static void NAG_CALL funct(Integer n, const double xc[], double *fc,
                           double gc[], Nag_Comm *comm)
{
  /* Function to evaluate objective function and its 1st derivatives. */
  double term1, term1_sq;
  double term2, term2_sq;
  double term3, term3_sq, term3_cu;
  double term4, term4_sq, term4_cu;

  if (comm->user[0] == -1.0) {
    printf("(User-supplied callback funct, first invocation.)\n");
    fflush(stdout);
    comm->user[0] = 0.0;
  }
  term1 = xc[0] + 10.0 * xc[1];
  term1_sq = term1 * term1;

  term2 = xc[2] - xc[3];
  term2_sq = term2 * term2;

  term3 = xc[1] - 2.0 * xc[2];
  term3_sq = term3 * term3;
  term3_cu = term3 * term3_sq;

  term4 = xc[0] - xc[3];
  term4_sq = term4 * term4;
  term4_cu = term4_sq * term4;

  *fc = term1_sq + 5.0 * term2_sq
         + term3_sq * term3_sq + 10.0 * term4_sq * term4_sq;

  gc[0] = 2.0 * term1 + 40.0 * term4_cu;
  gc[1] = 20.0 * term1 + 4.0 * term3_cu;
  gc[2] = 10.0 * term2 - 8.0 * term3_cu;
  gc[3] = -10.0 * term2 - 40.0 * term4_cu;
}

/* funct */

static void NAG_CALL h(Integer n, const double xc[], double fhesl[],
                       double fhesd[], Nag_Comm *comm)
{
  /* Routine to evaluate 2nd derivatives */
  double term3_sq;
  double term4_sq;

  if (comm->user[1] == -1.0) {
    printf("(User-supplied callback h, first invocation.)\n");
    fflush(stdout);
    comm->user[1] = 0.0;
  }
  term3_sq = (xc[1] - 2.0 * xc[2]) * (xc[1] - 2.0 * xc[2]);
  term4_sq = (xc[0] - xc[3]) * (xc[0] - xc[3]);

  fhesd[0] = 2.0 + 120.0 * term4_sq;
  fhesd[1] = 200.0 + 12.0 * term3_sq;
  fhesd[2] = 10.0 + 48.0 * term3_sq;
  fhesd[3] = 10.0 + 120.0 * term4_sq;

  fhesl[0] = 20.0;
  fhesl[1] = 0.0;
  fhesl[2] = -24.0 * term3_sq;
  fhesl[3] = -120.0 * term4_sq;
  fhesl[4] = 0.0;
  fhesl[5] = -10.0;
}

/* h */