/* nag_opt_handle_read_file (e04sac) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*/
#include <stdio.h>
#include <nag.h>
int main(void){
Integer nvar, nnzu, nnzuc, exit_status;
Integer i, x_idx;
Integer verbose_output;
double *x = 0, *u = 0, *uc = 0;
double rinfo[100], stats[100];
char fname[] = "e04sace.opt";
char ftype[] = "mps";
Integer pinfo[100];
void *handle = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
exit_status = 0;
printf("nag_opt_handle_read_file (e04sac) Example Program Results\n\n");
fflush(stdout);
/* Read mps file and generate the handle */
nag_opt_handle_read_file(&handle,fname,ftype,pinfo,NAGERR_DEFAULT);
/* Allocate memory */
nvar = pinfo[0];
nnzu = pinfo[10];
nnzuc = pinfo[11];
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(x);
NAG_FREE(u);
NAG_FREE(uc);
/* 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;
}