/* nag_opt_nlp2_sparse_option_file (e04vkc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*/
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#ifdef __cplusplus
extern "C"
{
#endif
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
const char *optionsfile = "e04vkce.opt";
/* Scalars */
double bndinf, featol, objadd, sinf;
Integer elmode, exit_status = 0, i, lena, leng, n, nea, neg, nf, nfname,
ninf;
Integer ns, nxname, objrow;
/* Arrays */
static double ruser[1] = { -1.0 };
char nag_enum_arg[40];
char **fnames = 0, *prob = 0, **xnames = 0;
double *a = 0, *f = 0, *flow = 0, *fmul = 0, *fupp = 0;
double *x = 0, *xlow = 0, *xmul = 0, *xupp = 0;
Integer *fstate = 0, *iafun = 0, *igfun = 0, *iuser = 0, *javar = 0;
Integer *jgvar = 0, *xstate = 0;
/* Nag Types */
Nag_E04State state;
NagError fail;
Nag_Comm comm;
Nag_Start start;
Nag_FileID optfileid;
/* By default e04vhc does not print monitoring information.
Define SHOW_MONITORING_INFO to turn it on - see further below. */
#ifdef SHOW_MONITORING_INFO
Nag_FileID outfileid;
#endif
INIT_FAIL(fail);
printf("%s\n",
"nag_opt_nlp2_sparse_option_file (e04vkc) Example Program"
" Results");
/* For communication with user-supplied functions: */
comm.user = ruser;
fflush(stdout);
/* This program demonstrates the use of routines to set and get values of
* optional parameters associated with nag_opt_nlp2_sparse_solve (e04vhc).
*/
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &nf);
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT " %39s %*[^\n] ", &nea, &neg,
&objrow, nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
start = (Nag_Start) nag_enum_name_to_value(nag_enum_arg);
if (n > 0 && nf > 0 && nea > 0 && neg > 0) {
nxname = n;
nfname = nf;
/* Allocate memory */
if (!(fnames = NAG_ALLOC(nfname, char *)) ||
!(prob = NAG_ALLOC(9, char)) ||
!(xnames = NAG_ALLOC(nxname, char *)) ||
!(a = NAG_ALLOC(300, double)) ||
!(f = NAG_ALLOC(100, double)) ||
!(flow = NAG_ALLOC(100, double)) ||
!(fmul = NAG_ALLOC(100, double)) ||
!(fupp = NAG_ALLOC(100, double)) ||
!(x = NAG_ALLOC(100, double)) ||
!(xlow = NAG_ALLOC(100, double)) ||
!(xmul = NAG_ALLOC(100, double)) ||
!(xupp = NAG_ALLOC(100, double)) ||
!(fstate = NAG_ALLOC(100, Integer)) ||
!(iafun = NAG_ALLOC(300, Integer)) ||
!(igfun = NAG_ALLOC(300, Integer)) ||
!(iuser = NAG_ALLOC(1, Integer)) ||
!(javar = NAG_ALLOC(300, Integer)) ||
!(jgvar = NAG_ALLOC(300, Integer)) ||
!(xstate = NAG_ALLOC(100, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else {
printf("Invalid n or nf or nea or neg\n");
exit_status = 1;
return exit_status;
}
lena = MAX(1, nea);
leng = MAX(1, neg);
objadd = 0.;
strcpy(prob, " ");
/* Read the variable names xnames */
for (i = 0; i < nxname; ++i) {
xnames[i] = NAG_ALLOC(9, char);
scanf(" ' %8s '", xnames[i]);
}
scanf("%*[^\n] ");
/* Read the function names fnames */
for (i = 0; i < nfname; ++i) {
fnames[i] = NAG_ALLOC(9, char);
scanf(" '%8s'", fnames[i]);
}
scanf("%*[^\n] ");
/* Read the sparse matrix A, the linear part of F */
for (i = 0; i < nea; ++i) {
/* For each element read row, column, A(row,column) */
scanf("%" NAG_IFMT "%" NAG_IFMT "%lf%*[^\n] ", &iafun[i], &javar[i],
&a[i]);
}
/* Read the structure of sparse matrix g, the nonlinear part of f */
for (i = 0; i < neg; ++i) {
/* For each element read row, column */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &igfun[i], &jgvar[i]);
}
/* Read the lower and upper bounds on the variables */
for (i = 0; i < n; ++i) {
scanf("%lf%lf%*[^\n] ", &xlow[i], &xupp[i]);
}
/* Read the lower and upper bounds on the functions */
for (i = 0; i < nf; ++i) {
scanf("%lf%lf%*[^\n] ", &flow[i], &fupp[i]);
}
/* Initialize x, xstate, xmul, f, fstate, fmul */
for (i = 0; i < n; ++i) {
scanf("%lf", &x[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < n; ++i) {
scanf("%" NAG_IFMT "", &xstate[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < n; ++i) {
scanf("%lf", &xmul[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < nf; ++i) {
scanf("%lf", &f[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < nf; ++i) {
scanf("%" NAG_IFMT "", &fstate[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < nf; ++i) {
scanf("%lf", &fmul[i]);
}
scanf("%*[^\n] ");
/* Initialize e04vhc using nag_opt_nlp2_sparse_init (e04vgc):
* Initialization function for nag_opt_nlp2_sparse_solve (e04vhc).
*/
nag_opt_nlp2_sparse_init(&state, &fail);
if (fail.code != NE_NOERROR) {
printf("Initialization of nag_opt_nlp2_sparse_init (e04vgc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
#ifdef SHOW_MONITORING_INFO
/* Call nag_file_open (x04acc) to set the print file outfileid */
/* nag_file_open (x04acc).
* Open unit number for reading, writing or appending, and
* associate unit with named file
*/
nag_file_open("", 2, &outfileid, &fail);
if (fail.code != NE_NOERROR) {
exit_status = 2;
goto END;
}
/* nag_opt_nlp2_sparse_option_integer_set (e04vmc).
* Set a single option for nag_opt_nlp2_sparse_solve (e04vhc)
* from an integer argument
*/
nag_opt_nlp2_sparse_option_integer_set("Print file", outfileid, &state,
&fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}
#endif
/* Use nag_opt_nlp2_sparse_option_file (e04vkc) to read some options from
* the options file. Call nag_file_open (x04acc) to set the
* options file optfileid.
*/
nag_file_open(optionsfile, 0, &optfileid, &fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
/* nag_opt_nlp2_sparse_option_file (e04vkc).
* Supply optional parameter values for
* nag_opt_nlp2_sparse_solve (e04vhc) from external file
*/
nag_opt_nlp2_sparse_option_file(optfileid, &state, &fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
printf("\n");
/* Find the value of Integer-valued option 'Elastic mode' using
* nag_opt_nlp2_sparse_option_integer_get (e04vrc):
* Get the setting of an integer valued option of
* nag_opt_nlp2_sparse_solve (e04vhc)
*/
nag_opt_nlp2_sparse_option_integer_get("Elastic mode", &elmode, &state,
&fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
printf("Option 'Elastic mode' has the value %3" NAG_IFMT ".\n", elmode);
/* Use nag_opt_nlp2_sparse_option_double_set (e04vnc) to set the value of
* real-valued option 'Infinite bound size'.
*/
bndinf = 1e10;
/* nag_opt_nlp2_sparse_option_double_set (e04vnc).
* Set a single option for nag_opt_nlp2_sparse_solve (e04vhc)
* from a double argument
*/
nag_opt_nlp2_sparse_option_double_set("Infinite bound size", bndinf, &state,
&fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
/* Find the value of real-valued option 'Feasibility tolerance' using
* nag_opt_nlp2_sparse_option_double_get (e04vsc):
* Get the setting of a double valued option of
* nag_opt_nlp2_sparse_solve (e04vhc)
*/
nag_opt_nlp2_sparse_option_double_get("Feasibility tolerance", &featol,
&state, &fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
printf("Option 'Feasibility tolerance' has the value %14.5e.\n", featol);
/* Set the option 'Major iterations limit' using
* nag_opt_nlp2_sparse_option_string (e04vlc):
* Set a single option for nag_opt_nlp2_sparse_solve (e04vhc)
* from a character string
*/
nag_opt_nlp2_sparse_option_string("Major iterations limit 50", &state,
&fail);
if (fail.code != NE_NOERROR) {
nag_file_close(optfileid, &fail);
exit_status = 1;
goto END;
}
printf("\n");
fflush(stdout);
/* Solve the problem. */
/* nag_opt_nlp2_sparse_solve (e04vhc).
* General sparse nonlinear optimizer
*/
nag_opt_nlp2_sparse_solve(start, nf, n, nxname, nfname, objadd, objrow, prob,
usrfun, iafun, javar, a, lena, nea, igfun, jgvar,
leng, neg, xlow, xupp, (const char **) xnames,
flow, fupp, (const char **) fnames, x, xstate,
xmul, f, fstate, fmul, &ns, &ninf, &sinf, &state,
&comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_nlp2_sparse_solve (e04vhc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
nag_file_close(optfileid, &fail);
printf("Final objective value = %11.1f\n", f[objrow - 1]);
printf("Optimal X = ");
for (i = 0; i < n; ++i)
printf("%9.2f%s", x[i], i % 7 == 6 || i == n - 1 ? "\n" : " ");
END:
for (i = 0; i < nxname; i++)
NAG_FREE(xnames[i]);
for (i = 0; i < nfname; i++)
NAG_FREE(fnames[i]);
NAG_FREE(fnames);
NAG_FREE(xnames);
NAG_FREE(prob);
NAG_FREE(a);
NAG_FREE(f);
NAG_FREE(flow);
NAG_FREE(fmul);
NAG_FREE(fupp);
NAG_FREE(x);
NAG_FREE(xlow);
NAG_FREE(xmul);
NAG_FREE(xupp);
NAG_FREE(fstate);
NAG_FREE(iafun);
NAG_FREE(igfun);
NAG_FREE(iuser);
NAG_FREE(javar);
NAG_FREE(jgvar);
NAG_FREE(xstate);
return exit_status;
}
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm)
{
if (comm->user[0] == -1.0) {
fflush(stdout);
printf("(User-supplied callback usrfun, first invocation.)\n");
comm->user[0] = 0.0;
fflush(stdout);
}
if (needf > 0) {
/* The nonlinear components of f_i(x) need to be assigned, */
f[0] = sin(-x[0] - .25) * 1e3 + sin(-x[1] - .25) * 1e3;
f[1] = sin(x[0] - .25) * 1e3 + sin(x[0] - x[1] - .25) * 1e3;
f[2] = sin(x[1] - x[0] - .25) * 1e3 + sin(x[1] - .25) * 1e3;
/* N.B. in this example there is no need to assign for the wholly */
/* linear components f_4(x) and f_5(x). */
f[5] = x[2] * (x[2] * x[2]) * 1e-6 + x[3] * (x[3] * x[3]) * 2e-6 / 3.;
}
if (needg > 0) {
/* The derivatives of the function f_i(x) need to be assigned.
* g[k-1] should be set to partial derivative df_i(x)/dx_j where
* i = igfun[k-1] and j = igvar[k-1], for k = 1 to LENG.
*/
g[0] = cos(-x[0] - .25) * -1e3;
g[1] = cos(-x[1] - .25) * -1e3;
g[2] = cos(x[0] - .25) * 1e3 + cos(x[0] - x[1] - .25) * 1e3;
g[3] = cos(x[0] - x[1] - .25) * -1e3;
g[4] = cos(x[1] - x[0] - .25) * -1e3;
g[5] = cos(x[1] - x[0] - .25) * 1e3 + cos(x[1] - .25) * 1e3;
g[6] = x[2] * x[2] * 3e-6;
g[7] = x[3] * x[3] * 2e-6;
}
return;
} /* usrfun */