/* E04US_A1W_F C++ Header Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
* Mark 27, 2019.
*/
#include <nag.h>
#include <dco.hpp>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <nag_stdlib.h>
#include <iostream>
#include <string>
using namespace std;
extern "C"
{
static void NAG_CALL objfun(void* &ad_handle,
Integer &mode,
const Integer &m,
const Integer &n,
const Integer &ldfj,
const Integer &needfi,
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype f[],
nagad_a1w_w_rtype fjac[],
const Integer &nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
static void NAG_CALL confun(void* &ad_handle,
Integer &mode,
const Integer &ncnln,
const Integer &n,
const Integer &ldcj,
const Integer needc[],
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype c[],
nagad_a1w_w_rtype cjac[],
const Integer &nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[]);
}
int main(void)
{
// Scalars
int exit_status = 0;
cout << "E04US_A1W_F C++ Header Example Program Results\n\n";
// Create AD tape
nagad_a1w_ir_create();
// Create AD configuration data object
Integer ifail = 0;
void *ad_handle = 0;
x10aa_a1w_f_(ad_handle,ifail);
// Skip first line of data file
string mystr;
getline (cin, mystr);
// Read problem sizes
Integer m, n, nclin, ncnln;
cin >> m;
cin >> n;
cin >> nclin;
cin >> ncnln;
Integer liwork = 3*n + nclin + 2*ncnln;
Integer lda = nclin, sda = n, ldcj = ncnln, ldfj = m, ldr = n;
Integer lwork;
lwork = 20*n + m*(n+3);
if (nclin>0) {
lwork = lwork + 2*n*n + 11*nclin;
}
if (ncnln>0) {
lwork = lwork + n*nclin + (2*n+21)*ncnln;
}
Integer lb = n + nclin + ncnln;
nagad_a1w_w_rtype *a=0, *bl=0, *bu=0, *y=0, *c=0, *cjac=0, *f=0;
nagad_a1w_w_rtype *fjac=0, *clamda=0, *r=0, *x=0, *work=0, *rwsav=0;
Integer *istate=0, *iwork=0, *iwsav=0;
logical *lwsav=0;
double *dr=0, *rwsav_r=0;
if (!(a = NAG_ALLOC(lda*sda, nagad_a1w_w_rtype)) ||
!(bl = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(bu = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(y = NAG_ALLOC(m, nagad_a1w_w_rtype)) ||
!(c = NAG_ALLOC(ncnln, nagad_a1w_w_rtype)) ||
!(cjac = NAG_ALLOC(ncnln*n, nagad_a1w_w_rtype)) ||
!(f = NAG_ALLOC(m, nagad_a1w_w_rtype)) ||
!(fjac = NAG_ALLOC(m*n, nagad_a1w_w_rtype)) ||
!(clamda = NAG_ALLOC(lb, nagad_a1w_w_rtype)) ||
!(r = NAG_ALLOC(ldr*n, nagad_a1w_w_rtype)) ||
!(x = NAG_ALLOC(n, nagad_a1w_w_rtype)) ||
!(work = NAG_ALLOC(lwork, nagad_a1w_w_rtype)) ||
!(rwsav = NAG_ALLOC(475, nagad_a1w_w_rtype)) ||
!(lwsav = NAG_ALLOC(120, logical)) ||
!(rwsav_r = NAG_ALLOC(475, double)) ||
!(dr = NAG_ALLOC(n*n, double)) ||
!(istate = NAG_ALLOC(lb, Integer)) ||
!(iwork = NAG_ALLOC(liwork, Integer)) ||
!(iwsav = NAG_ALLOC(610, Integer)))
{
cout << "Allocation failure\n";
exit_status = -1;
} else {
// Read problem parameters and register for differentiation
double yr;
for (int i=0; i<nclin; i++) {
for (int j=0; j<sda; j++) {
Integer k = i + j*nclin;
cin >> yr;
a[k] = yr;
}
}
for (int i=0; i<m; i++) {
cin >> yr;
y[i] = yr;
}
for (int i=0; i<lb; i++) {
cin >> yr;
bl[i] = yr;
}
for (int i=0; i<lb; i++) {
cin >> yr;
bu[i] = yr;
}
for (int i=0; i<n; i++) {
cin >> yr;
x[i] = yr;
}
double rr[44] = {8.0,8.0,10.0,10.0,10.0,10.0,12.0,12.0,12.0,12.0,14.0,14.0,
14.0,16.0,16.0,16.0,18.0,18.0,20.0,20.0,20.0,22.0,22.0,
22.0,24.0,24.0,24.0,26.0,26.0,26.0,28.0,28.0,30.0,30.0,
30.0,32.0,32.0,34.0,36.0,36.0,38.0,38.0,40.0,42.0};
nagad_a1w_w_rtype ruser[44];
for (int i=0; i<44; i++) {
ruser[i] = rr[i];
nagad_a1w_ir_register_variable(&ruser[i]);
}
// Initialize sav arrays
ifail = 0;
char cwsav[1];
e04wb_a1w_f_("E04USA",cwsav,1,lwsav,120,iwsav,610,rwsav,475,ifail,6,1);
// Solve the problem
Integer iter, iuser[1];
nagad_a1w_w_rtype objf;
ifail = -1;
e04us_a1w_f_(ad_handle,m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,
confun,objfun,iter,istate,c,cjac,f,fjac,clamda,objf,r,
x,iwork,liwork,work,lwork,iuser,ruser,lwsav,iwsav,rwsav,ifail);
// Primal results
cout.setf(ios::scientific,ios::floatfield);
if (ifail==0 || ifail>1) {
cout.precision(4);
cout << "\n Optimal objective function value = ";
cout.width(12); cout << nagad_a1w_get_value(objf);
cout << "\n Solution point = ";
for (int i=0; i<n; i++) {
cout.width(12); cout << nagad_a1w_get_value(x[i]);
}
cout << endl;
}
cout << "\n Derivatives calculated: First order adjoints\n";
cout << " Computational mode : algorithmic\n\n";
cout << " Derivatives:\n\n";
// Setup evaluation of derivatives of fsumsq via adjoints.
double inc = 1.0;
nagad_a1w_inc_derivative(&x[0],inc);
ifail = 0;
nagad_a1w_ir_interpret_adjoint_sparse(ifail);
// Get derivatives of x[0] w.r.t. ruser
cout << " derivatives of x[0] w.r.t ruser[0:43]:\n";
for (int i=0; i<44; i++) {
double d = nagad_a1w_get_derivative(ruser[i]);
cout.width(12); cout << d;
if (i%4==3) {
cout << endl;
}
}
}
// Remove computational data object and tape
x10ab_a1w_f_(ad_handle,ifail);
nagad_a1w_ir_remove();
return exit_status;
}
static void NAG_CALL objfun(void* &ad_handle,
Integer &mode,
const Integer &m,
const Integer &n,
const Integer &ldfj,
const Integer &needfi,
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype f[],
nagad_a1w_w_rtype fjac[],
const Integer &nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
nagad_a1w_w_rtype x1, x2;
x1 = x[0];
x2 = x[1];
if (mode==0 && needfi>0) {
f[needfi-1] = x1 + (0.49-x1)*exp(-x2*(ruser[needfi-1]-8.0));
} else {
for (int i=0; i<m; ++i) {
nagad_a1w_w_rtype ai = ruser[i] - 8.0;
nagad_a1w_w_rtype temp = exp(-x2*ai);
if (mode==0 || mode==2) {
f[i] = x1 + (0.49-x1)*temp;
}
if (mode==1 || mode==2) {
fjac[i] = 1.0 - temp;
fjac[i+m] = -(0.49-x1)*ai*temp;
}
}
}
return;
}
static void NAG_CALL confun(void* &ad_handle,
Integer &mode,
const Integer &ncnln,
const Integer &n,
const Integer &ldcj,
const Integer needc[],
const nagad_a1w_w_rtype x[],
nagad_a1w_w_rtype c[],
nagad_a1w_w_rtype cjac[],
const Integer &nstate,
Integer iuser[],
nagad_a1w_w_rtype ruser[])
{
if (nstate==1) {
for (int i = 0; i<ncnln*n; ++i) {
cjac[i] = 0.0;
}
}
if (needc[0]>0) {
if (mode==0 || mode==2) {
c[0] = -0.09 - x[0]*x[1] + 0.49*x[1];
}
if (mode==1 || mode==2) {
cjac[0] = -x[1];
cjac[ncnln] = -x[0] + 0.49;
}
}
return;
}