/* nag_opt_lsq_lincon_solve (e04ncc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*
*
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
#define A(I, J) a[(I) *tda + J]
#define H(I, J) h[(I) *tdh + J]
int main(void)
{
Integer exit_status = 0;
Integer i, j, *kx = 0, m, n, nbnd, nclin, tda, tdh;
Nag_E04_Opt options;
double *a = 0, *bl = 0, *bu = 0, *cvec = 0, *h = 0, objf, *x = 0;
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_lsq_lincon_solve (e04ncc) Example Program Results\n");
fflush(stdout);
scanf(" %*[^\n]"); /* Skip heading in data file */
/* Read problem dimensions */
scanf(" %*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &m, &n, &nclin);
if (m > 0 && n > 0 && nclin >= 0) {
nbnd = n + nclin;
if (!(a = NAG_ALLOC(nclin * n, double)) ||
!(bl = NAG_ALLOC(nbnd, double)) ||
!(bu = NAG_ALLOC(nbnd, double)) ||
!(cvec = NAG_ALLOC(n, double)) ||
!(h = NAG_ALLOC(m * n, double)) ||
!(x = NAG_ALLOC(n, double)) || !(kx = NAG_ALLOC(n, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tda = n;
tdh = n;
}
else {
printf("Invalid m or n or nclin.\n");
exit_status = 1;
return exit_status;
}
/* We solve a QP2 type problem in this example */
/* Read cvec, h, a, bl, bu and x from data file */
scanf(" %*[^\n]");
for (i = 0; i < m; ++i)
scanf("%lf", &cvec[i]);
scanf(" %*[^\n]");
for (i = 0; i < m; ++i)
for (j = 0; j < n; ++j)
scanf("%lf", &H(i, j));
if (nclin > 0) {
scanf(" %*[^\n]");
for (i = 0; i < nclin; ++i)
for (j = 0; j < n; ++j)
scanf("%lf", &A(i, j));
}
/* Read lower bounds */
scanf(" %*[^\n]");
for (i = 0; i < nbnd; ++i)
scanf("%lf", &bl[i]);
/* Read upper bounds */
scanf(" %*[^\n]");
for (i = 0; i < nbnd; ++i)
scanf("%lf", &bu[i]);
/* Read the initial point x */
scanf(" %*[^\n]");
for (i = 0; i < n; ++i)
scanf("%lf", &x[i]);
/* Change the problem type */
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
options.prob = Nag_QP2;
/* nag_opt_lsq_lincon_solve (e04ncc), see above. */
nag_opt_lsq_lincon_solve(m, n, nclin, a, tda, bl, bu, cvec, (double *) 0,
h, tdh, kx, x, &objf, &options, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_lsq_lincon_solve (e04ncc).\n%s\n", fail.message);
exit_status = 1;
}
/* Free options memory */
/* 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 = 1;
goto END;
}
END:
NAG_FREE(a);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(cvec);
NAG_FREE(h);
NAG_FREE(x);
NAG_FREE(kx);
return exit_status;
}