// example of using:
// nagcpp::opt::nlp1_solve (e04uc)
// in addition, the following routines are implicitly
// called via the communication class:
// nagcpp::opt::nlp1_init (e04wb)
// nagcpp::opt::nlp1_option_string (e04eu)
#include <iostream>
#include <math.h>
#include "e04/nagcpp_class_CommE04WB.hpp"
#include "e04/nagcpp_e04uc.hpp"
#include "utility/nagcpp_utility_array.hpp"
// a simple sample matrix class
#include "include/nag_my_matrix.hpp"
void objfun(
const nagcpp::types::f77_integer mode,
const nagcpp::utility::array1D<double, nagcpp::data_handling::ArgIntent::IN> &x,
double &objf,
nagcpp::utility::array1D<double, nagcpp::data_handling::ArgIntent::INOUT> &objgrd,
const nagcpp::types::f77_integer nstate) {
if (mode == 0 || mode == 2) {
objf = x(0) * x(3) * (x(0) + x(1) + x(2)) + x(2);
}
if (mode == 1 || mode == 2) {
objgrd(0) = x(3) * (2.0 * x(0) + x(1) + x(2));
objgrd(1) = x(0) * x(3);
objgrd(2) = x(0) * x(3) + 1.0;
objgrd(3) = x(0) * (x(0) + x(1) + x(2));
}
}
void confun(
const nagcpp::types::f77_integer mode,
const nagcpp::utility::array1D<nagcpp::types::f77_integer,
nagcpp::data_handling::ArgIntent::IN> &needc,
const nagcpp::utility::array1D<double, nagcpp::data_handling::ArgIntent::IN> &x,
nagcpp::utility::array1D<double, nagcpp::data_handling::ArgIntent::OUT> &c,
nagcpp::utility::array2D<double, nagcpp::data_handling::ArgIntent::INOUT> &cjac,
const nagcpp::types::f77_integer nstate) {
if (needc(0) > 0) {
if (mode == 0 || mode == 2) {
c(0) = pow(x(0), 2) + pow(x(1), 2) + pow(x(2), 2) + pow(x(3), 2);
}
if (mode == 1 || mode == 2) {
cjac(0, 0) = 2.0 * x(0);
cjac(0, 1) = 2.0 * x(1);
cjac(0, 2) = 2.0 * x(2);
cjac(0, 3) = 2.0 * x(3);
}
}
if (needc(1) > 0) {
if (mode == 0 || mode == 2) {
c(1) = x(0) * x(1) * x(2) * x(3);
}
if (mode == 1 || mode == 2) {
cjac(1, 0) = x(1) * x(2) * x(3);
cjac(1, 1) = x(0) * x(2) * x(3);
cjac(1, 2) = x(0) * x(1) * x(3);
cjac(1, 3) = x(0) * x(1) * x(2);
}
}
}
int main(void) {
std::cout << "nagcpp::opt::nlp1_solve Example" << std::endl;
try {
std::vector<double> va = {1.0, 1.0, 1.0, 1.0};
MyMatrix<double> a(1, 4, va);
std::vector<double> bl = {1.0, 1.0, 1.0, 1.0, -1.0e+25, -1.0e+25, 25.0};
std::vector<double> bu = {5.0, 5.0, 5.0, 5.0, 20.0, 40.0, 1.0e+25};
nagcpp::types::f77_integer itera;
std::vector<nagcpp::types::f77_integer> istate;
std::vector<double> c;
MyMatrix<double> cjac;
std::vector<double> clamda;
double objf;
std::vector<double> objgrd;
MyMatrix<double> r;
std::vector<double> x = {1.0, 5.0, 5.0, 1.0};
nagcpp::opt::CommE04WB comm("nlp1_solve");
// solve the optimization
nagcpp::opt::nlp1_solve(a, bl, bu, confun, objfun, itera, istate, c, cjac,
clamda, objf, objgrd, r, x,
comm.MajorPrintLevel(1));
} catch (nagcpp::error_handler::Exception &e) {
std::cout << e.msg << std::endl;
return 1;
}
return 0;
}