/* nag_opt_handle_set_group (e04rbc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*/
#include <stdio.h>
#include <nag.h>
int main(void){
Integer nclin, nvar, nnza, nnzu, nnzuc, exit_status, i, x_idx;
Integer icone, ncones, nvar_cone, idgroup = 0;
Integer idlc;
Integer verbose_output;
Integer *irowa = 0, *icola = 0;
Integer *vidx_cone = 0;
double *c = 0, *a = 0, *bla = 0, *bua = 0, *xl = 0, *xu = 0,
*x = 0, *u = 0, *uc = 0;
double rinfo[100], stats[100];
char cone_type[10] = "";
void *handle = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
exit_status = 0;
printf("nag_opt_handle_set_group (e04rbc) Example Program Results\n\n");
fflush(stdout);
/* Read the data file and allocate memory */
scanf(" %*[^\n]"); /* Skip heading in data file */
scanf("%" NAG_IFMT" %" NAG_IFMT" %" NAG_IFMT" %*[^\n]",&nvar,&nclin,&nnza);
/* Allocate memory */
nnzu = 2*nvar + 2*nclin;
nnzuc = 0;
if (!(irowa = NAG_ALLOC(nnza, Integer)) ||
!(icola = NAG_ALLOC(nnza, Integer)) ||
!(c = NAG_ALLOC(nvar,double)) ||
!(a = NAG_ALLOC(nnza,double)) ||
!(bla = NAG_ALLOC(nclin,double)) ||
!(bua = NAG_ALLOC(nclin,double)) ||
!(xl = NAG_ALLOC(nvar,double)) ||
!(xu = NAG_ALLOC(nvar,double)) ||
!(vidx_cone = NAG_ALLOC(nvar, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read objective */
for (i=0; i<nvar; i++){
scanf("%lf",&c[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix row indices */
for (i=0; i<nnza; i++){
scanf("%" NAG_IFMT,&irowa[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix col indices */
for (i=0; i<nnza; i++){
scanf("%" NAG_IFMT,&icola[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix values */
for (i=0; i<nnza; i++){
scanf("%lf",&a[i]);
}
scanf("%*[^\n]");
/* Read linear constraints lower bounds */
for (i=0; i<nclin; i++){
scanf("%lf ",&bla[i]);
}
scanf("%*[^\n]");
/* Read linear constraints upper bounds */
for (i=0; i<nclin; i++){
scanf("%lf ",&bua[i]);
}
scanf("%*[^\n]");
/* Read variables lower bounds */
for (i=0; i<nvar; i++){
scanf("%lf ",&xl[i]);
}
scanf("%*[^\n]");
/* Read variables upper bounds */
for (i=0; i<nvar; i++){
scanf("%lf ",&xu[i]);
}
scanf("%*[^\n]");
/* Create the problem handle */
/* nag_opt_handle_init (e04rac).
* Initialize an empty problem handle with NVAR variables. */
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_linobj (e04rec)
* Define a linear objective */
nag_opt_handle_set_linobj(handle,nvar,c,NAGERR_DEFAULT);
/* nag_opt_handle_set_simplebounds (e04rhc)
* Define bounds on the variables */
nag_opt_handle_set_simplebounds(handle,nvar,xl,xu,NAGERR_DEFAULT);
/* nag_opt_handle_set_linconstr (e04rjc)
* Define linear constraints */
idlc = 0;
nag_opt_handle_set_linconstr(handle,nclin,bla,bua,nnza,irowa,
icola,a,&idlc,NAGERR_DEFAULT);
/* nag_opt_handle_set_group (e04rbc)
* Define cone constraints */
/* Read number of cones */
scanf("%" NAG_IFMT" %*[^\n]",&ncones);
/* Read cone constraints */
for (icone=0; icone<ncones; icone++){
scanf("%" NAG_IFMT" %*[^\n]",&nvar_cone);
scanf("%9s",cone_type);
scanf("%*[^\n]");
for (i=0; i<nvar_cone; i++){
scanf("%" NAG_IFMT,&vidx_cone[i]);
}
scanf("%*[^\n]");
idgroup = 0;
nag_opt_handle_set_group(handle, cone_type, nvar_cone, vidx_cone,
&idgroup,NAGERR_DEFAULT);
nnzuc = nnzuc + nvar_cone;
}
/* Allocate memory for x, u and uc */
if (!(x = NAG_ALLOC(nvar,double)) ||
!(u = NAG_ALLOC(nnzu,double)) ||
!(uc = NAG_ALLOC(nnzuc,double))){
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i=0; i< nvar; i++){
x[i] = 0.0;
}
/* Set this to 1 to cause nag_opt_handle_solve_socp_ipm (e04ptc)
* to produce intermediate progress output */
verbose_output = 0;
if (verbose_output){
/* nag_opt_handle_opt_set (e04zmc) */
/* Require printing of primal and dual solutions at the end of the solve */
nag_opt_handle_opt_set(handle, "Print Solution = Yes",
NAGERR_DEFAULT);
}
else{
/* Turn off printing of intermediate progress output */
nag_opt_handle_opt_set(handle, "Print Level = 1",
NAGERR_DEFAULT);
}
/* nag_opt_handle_solve_socp_ipm (e04ptc) */
INIT_FAIL(fail);
nag_opt_handle_solve_socp_ipm(handle,nvar,x,nnzu,u,nnzuc,uc,rinfo,stats,
NULLFN,&comm,&fail);
if (fail.code != NE_NOERROR && fail.code != NW_NOT_CONVERGED){
printf("nag_opt_handle_solve_socp_ipm (e04ptc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Print solution if optimal or suboptimal solution found */
printf(" Optimal X:\n");
printf(" x_idx Value\n");
for (x_idx=0; x_idx<nvar; x_idx++){
printf(" %5" NAG_IFMT" %12.5E\n", x_idx+1, x[x_idx]);
}
END:
NAG_FREE(c);
NAG_FREE(irowa);
NAG_FREE(icola);
NAG_FREE(a);
NAG_FREE(bla);
NAG_FREE(bua);
NAG_FREE(xl);
NAG_FREE(xu);
NAG_FREE(x);
NAG_FREE(u);
NAG_FREE(uc);
NAG_FREE(vidx_cone);
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory. */
if (handle)
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
return exit_status;
}