/* nag_opt_nlp1_solve (e04ucc) 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 *objf,
double objgrd[], Nag_Comm *comm);
static void NAG_CALL confun(Integer n, Integer ncnlin,
const Integer needc[], const double x[],
double conf[], double conjac[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void NAG_CALL objfun(Integer n, const double x[], double *objf,
double objgrd[], Nag_Comm *comm)
{
/* Routine to evaluate objective function and its 1st derivatives. */
if (comm->flag == 0 || comm->flag == 2)
*objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
/* Note, elements of the objective gradient have not been
specified.
*/
} /* objfun */
static void NAG_CALL confun(Integer n, Integer ncnlin, const Integer needc[],
const double x[], double conf[], double conjac[],
Nag_Comm *comm)
{
#define CONJAC(I, J) conjac[((I) -1)*n + (J) -1]
/* Routine to evaluate the nonlinear constraints and
* their 1st derivatives.
*/
/* Function Body */
if (needc[0] > 0) {
if (comm->flag == 0 || comm->flag == 2)
conf[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
if (comm->flag == 2) {
CONJAC(1, 3) = x[2] * 2.0;
/* Note only one constraint gradient has been specified
* in the first row of the constraint Jacobian.
*/
}
}
if (needc[1] > 0) {
if (comm->flag == 0 || comm->flag == 2)
conf[1] = x[0] * x[1] * x[2] * x[3];
if (comm->flag == 2) {
CONJAC(2, 2) = x[0] * x[2] * x[3];
CONJAC(2, 3) = x[0] * x[1] * x[3];
/* Note only two constraint gradients have been specified
* in the second row of the constraint Jacobian.
*/
}
}
} /* confun */
#define A(I, J) a[(I) *tda + J]
int main(void)
{
const char *optionsfile = "e04ucce.opt";
Integer exit_status = 0, i, j, n, nclin, ncnlin, tda, totalvars;
Nag_Comm comm;
NagError fail;
Nag_E04_Opt options;
double *a = 0, *bl = 0, *bu = 0, objf, *objgrd = 0, *x = 0;
INIT_FAIL(fail);
printf("nag_opt_nlp1_solve (e04ucc) Example Program Results\n");
fflush(stdout);
scanf(" %*[^\n]"); /* Skip heading in data file */
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &n, &nclin,
&ncnlin);
if (n > 0 && nclin >= 0 && ncnlin >= 0) {
totalvars = n + nclin + ncnlin;
if (!(x = NAG_ALLOC(n, double)) ||
!(a = NAG_ALLOC(nclin * n, double)) ||
!(bl = NAG_ALLOC(totalvars, double)) ||
!(bu = NAG_ALLOC(totalvars, double)) ||
!(objgrd = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tda = n;
}
else {
printf("Invalid n or nclin or ncnlin.\n");
exit_status = 1;
return exit_status;
}
/* Read a, bl, bu and x from data file */
/* Read the matrix of linear constraint coefficients */
if (nclin > 0) {
for (i = 0; i < nclin; ++i)
for (j = 0; j < n; ++j)
scanf("%lf", &A(i, j));
}
scanf("%*[^\n]"); /* Remove remainder of line */
/* Read lower bounds */
for (i = 0; i < n + nclin + ncnlin; ++i)
scanf("%lf", &bl[i]);
scanf("%*[^\n]");
/* Read upper bounds */
for (i = 0; i < n + nclin + ncnlin; ++i)
scanf("%lf", &bu[i]);
scanf("%*[^\n]");
/* Read the initial point x */
for (i = 0; i < n; ++i)
scanf("%lf", &x[i]);
scanf("%*[^\n]");
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
/* nag_opt_read (e04xyc).
* Read options from a text file
*/
nag_opt_read("e04ucc", optionsfile, &options, (Nag_Boolean) Nag_TRUE,
"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_nlp1_solve (e04ucc), see above. */
nag_opt_nlp1_solve(n, nclin, ncnlin, a, tda, bl, bu, objfun, confun, x, &objf,
objgrd, &options, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_nlp1_solve (e04ucc).\n%s\n", fail.message);
exit_status = 1;
}
/* 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(x);
NAG_FREE(a);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(objgrd);
return exit_status;
}