/* nag_opt_handle_solve_dfls (e04ffc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.3, 2022.
*/
#include <nag.h>
#include <stdio.h>
typedef struct pdata {
int ny, nz;
double *y, *z;
} pdata;
static void free_pdata(pdata pd);
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
double rx[], Integer *inform, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void) {
const int defbounds = 1;
const double infbnd = 1.0e20;
pdata pd;
Integer nvar, nres, isparse, nnzrd;
double x[4] = {0.25, 0.39, 0.415, 0.39};
double rinfo[100], stats[100];
double *rx, *lx, *ux;
void *handle;
Integer exit_status = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
printf("nag_opt_handle_solve_dfls (e04ffc) Example Program Results\n\n");
fflush(stdout);
nvar = 4;
nres = 11;
pd.ny = nres;
pd.nz = nres;
/* Allocate memory */
if (!(pd.y = NAG_ALLOC(pd.ny, double)) ||
!(pd.z = NAG_ALLOC(pd.nz, double)) || !(rx = NAG_ALLOC(nres, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Fill the problem data structure */
pd.y[0] = 4.0;
pd.z[0] = 0.1957;
pd.y[1] = 2.0;
pd.z[1] = 0.1947;
pd.y[2] = 1.0;
pd.z[2] = 0.1735;
pd.y[3] = 0.5;
pd.z[3] = 0.16;
pd.y[4] = 0.25;
pd.z[4] = 0.0844;
pd.y[5] = 0.167;
pd.z[5] = 0.0627;
pd.y[6] = 0.125;
pd.z[6] = 0.0456;
pd.y[7] = 0.1;
pd.z[7] = 0.0342;
pd.y[8] = 0.0833;
pd.z[8] = 0.0323;
pd.y[9] = 0.0714;
pd.z[9] = 0.0235;
pd.y[10] = 0.0625;
pd.z[10] = 0.0246;
/* nag_opt_handle_init (e04rac).
* Initialize the handle
*/
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_nlnls (e04rmc)
* Define residuals structure, isparse=0 means the residual structure is
* dense => irowrd and icolrd arguments can be NULL
*/
isparse = 0;
nnzrd = 1;
nag_opt_handle_set_nlnls(handle, nres, isparse, nnzrd, NULL, NULL,
NAGERR_DEFAULT);
/* nag_opt_handle_opt_set (e04zmc)
* Set options
*/
/* Relax the main convergence criteria a bit */
nag_opt_handle_opt_set(handle, "DFLS Trust Region Tolerance = 5.0e-6",
NAGERR_DEFAULT);
/* Print the solution */
nag_opt_handle_opt_set(handle, "Print Solution = X", NAGERR_DEFAULT);
/* Optionally define bounds for the second and the fourth variable */
if (defbounds) {
if (!(lx = NAG_ALLOC(nvar, double)) || !(ux = NAG_ALLOC(nvar, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
lx[0] = -infbnd;
ux[0] = infbnd;
lx[1] = 0.2;
ux[1] = 1.0;
lx[2] = -infbnd;
ux[2] = infbnd;
lx[3] = 0.3;
ux[3] = infbnd;
/* nag_opt_handle_set_simplebounds (e04rhc) */
nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);
}
/* nag_opt_handle_solve_dfls (e04ffc)
* Call the solver
*/
comm.p = &pd;
INIT_FAIL(fail);
nag_opt_handle_solve_dfls(handle, objfun, NULL, nvar, x, nres, rx, rinfo,
stats, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_handle_solve_dfls (e04ffc).\n%s\n",
fail.message);
exit_status = 1;
}
END:
/* Clean data */
if (handle)
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory used
*/
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
free_pdata(pd);
NAG_FREE(rx);
NAG_FREE(lx);
NAG_FREE(ux);
return exit_status;
}
static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
double rx[], Integer *inform, Nag_Comm *comm) {
pdata *pd;
int i;
double r1, r2;
/* Interrupt the solver if the comm structure is not correctly initialized */
if (!comm || !(comm->p)) {
*inform = -1;
return;
}
/* Extract the problem data from the comm structure */
pd = (pdata *)comm->p;
/* Interrupt the solver if the data does not correspond to the problem */
if (nvar != 4 || nres != 11 || pd->ny != nres || pd->nz != nres) {
*inform = -1;
return;
}
/* Fill the residuals values */
for (i = 0; i < nres; i++) {
r1 = pd->y[i] * (pd->y[i] + x[1]);
r2 = pd->y[i] * (pd->y[i] + x[2]) + x[3];
rx[i] = pd->z[i] - x[0] * r1 / r2;
}
}
static void free_pdata(pdata pd) {
if (pd.y)
NAG_FREE(pd.y);
if (pd.z)
NAG_FREE(pd.z);
}