/* E05UC_T1W_F C++ Header Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
* Mark 28.3, 2022.
*/
#include <dco.hpp>
#include <iostream>
#include <math.h>
#include <nag.h>
#include <nagad.h>
#include <stdio.h>
#include <string>
using namespace std;
int main()
{
// Scalars
int exit_status = 0;
cout << "E05UC_T1W_F C++ Header Example Program Results\n\n";
// Create AD configuration data object
Integer ifail = 0;
nag::ad::handle_t ad_handle;
// Skip first line of data file
string mystr;
getline(cin, mystr);
// problem sizes
const Integer n = 2, nclin = 1, ncnln = 2;
Integer nb, npts;
cin >> nb >> npts;
logical repeat = true;
const Integer liopts = 740, lopts = 485;
Integer lda = nclin, sda = n, ldc = ncnln, ldcj = ncnln, ldr = n;
Integer lb = n + nclin + ncnln, listat = n + nclin + ncnln;
nagad_t1w_w_rtype *a = 0, *bl = 0, *bu = 0, *c = 0, *cjac = 0, *objf = 0;
nagad_t1w_w_rtype *objgrd = 0, *clamda = 0, *r = 0, *x = 0, *work = 0,
*opts = 0;
Integer *iopts = 0, *info = 0, *iter = 0, *istate = 0;
a = new nagad_t1w_w_rtype[lda * sda];
bl = new nagad_t1w_w_rtype[lb];
bu = new nagad_t1w_w_rtype[lb];
c = new nagad_t1w_w_rtype[ldc * nb];
cjac = new nagad_t1w_w_rtype[ldcj * n * nb];
clamda = new nagad_t1w_w_rtype[lb * nb];
r = new nagad_t1w_w_rtype[ldr * n * nb];
x = new nagad_t1w_w_rtype[n * nb];
objgrd = new nagad_t1w_w_rtype[n * nb];
work = new nagad_t1w_w_rtype[nclin];
opts = new nagad_t1w_w_rtype[lopts];
objf = new nagad_t1w_w_rtype[nb];
istate = new Integer[listat * nb];
iopts = new Integer[liopts];
info = new Integer[nb];
iter = new Integer[nb];
bl[0] = -500.0;
bl[1] = -500.0;
bl[2] = -10000.0;
bl[3] = -1.0;
bl[4] = -0.9;
bu[0] = 500.0;
bu[1] = 500.0;
bu[2] = 10.0;
bu[3] = 500000.0;
bu[4] = 0.9;
a[0] = 3.0;
a[1] = -2.0;
nagad_t1w_w_rtype ruser[6];
ruser[0] = 1.0;
ruser[1] = 1.0;
ruser[2] = 1.0;
ruser[3] = 3.0;
ruser[4] = 0.005;
ruser[5] = 0.01;
double inc = 1.0, zero = 0.0, dfdr[6];
for (int i = 0; i < 6; i++)
{
dco::derivative(ruser[i]) = inc;
// Initialize the solver.
ifail = 0;
nag::ad::e05zk(ad_handle, "Initialize = E05UCF", iopts, liopts, opts, lopts,
ifail);
// Solve the problem
Integer iuser[1];
auto objfun = [&](nag::ad::handle_t & ad_handle,
Integer & mode,
const Integer & n,
const nagad_t1w_w_rtype *x,
nagad_t1w_w_rtype & objf,
nagad_t1w_w_rtype *objgrd,
const Integer & nstate)
{
if (mode == 0 || mode == 2)
{
objf = 0.0;
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objf += x[i] * sin(ruser[0] * sqrt(x[i]));
}
else
{
objf += x[i] * sin(ruser[0] * sqrt(-x[i]));
}
}
}
if (mode == 1 || mode == 2)
{
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objgrd[i] = sin(ruser[0] * sqrt(x[i])) +
0.5 * ruser[0] * sqrt(x[i]) * cos(ruser[0] * sqrt(x[i]));
}
else
{
objgrd[i] = sin(ruser[0] * sqrt(-x[i])) +
0.5 * ruser[0] * sqrt(-x[i]) * cos(ruser[0] * sqrt(-x[i]));
}
}
}
};
auto confun = [&](nag::ad::handle_t & ad_handle,
Integer & mode,
const Integer & ncnln,
const Integer & n,
const Integer & ldcj,
const Integer needc[],
const nagad_t1w_w_rtype *x,
nagad_t1w_w_rtype *c,
nagad_t1w_w_rtype *cjac,
const Integer & nstate)
{
for (int k = 0; k < ncnln; ++k)
{
if (mode == 0 || mode == 2)
{
if (k == 0)
{
c[k] = ruser[1] * x[0] * x[0] - ruser[2] * x[1] * x[1] +
ruser[3] * x[0] * x[1];
}
else
{
c[k] = cos(x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5]);
}
}
if (mode == 1 || mode == 2)
{
if (k == 0)
{
cjac[0] = 2.0 * ruser[1] * x[0] + ruser[3] * x[1];
cjac[ncnln] = -2.0 * ruser[2] * x[1] + ruser[3] * x[0];
}
else
{
nagad_t1w_w_rtype theta;
theta = x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5];
cjac[1] = -sin(theta) * 2.0 * x[0] * ruser[4] * ruser[4];
cjac[ncnln + 1] = -sin(theta) * ruser[5];
}
}
}
};
auto mystart = [&](nag::ad::handle_t & ad_handle,
const Integer & npts,
nagad_t1w_w_rtype *quas,
const Integer & n,
const logical & repeat,
const nagad_t1w_w_rtype *bl,
const nagad_t1w_w_rtype *bu,
Integer & mode)
{
if (repeat)
{
// Generate a uniform spread of points between bl and bu.
for (int i = 0; i < npts; i++)
{
double rq = ((double)(i - 1)) / ((double)(npts - 1));
for (int j = 0; j < n; j++)
{
quas[j + i * n] = bl[j] + rq * (bu[j] - bl[j]);
}
}
}
else
{
// Generate a non-repeatable spread of points between bl and bu.
const Integer genid = 2, subid = 53;
Integer lstate = -1, sdum[1];
Integer ifail = 0;
g05kgf_(genid, subid, sdum, lstate, ifail);
Integer *state = 0;
double * rquas = 0;
state = new Integer[lstate];
rquas = new double[n];
ifail = 0;
g05kgf_(genid, subid, state, lstate, ifail);
for (int i = 0; i < npts; i++)
{
ifail = 0;
g05saf_(n, state, rquas, ifail);
for (int j = 0; j < n; j++)
{
quas[j + n * i] = bl[j] + (bu[j] - bl[j]) * rquas[j];
}
}
delete[] state;
delete[] rquas;
}
// Set mode negative to terminate execution for any reason.
mode = 0;
};
ifail = -1;
nag::ad::e05uc(ad_handle, n, nclin, ncnln, a, lda, bl, bu, confun, objfun,
npts, x, n, mystart, repeat, nb, objf, objgrd, n, iter, c,
ldc, cjac, ldcj, n, r, ldr, n, clamda, lb, istate, listat,
iopts, opts, info, ifail);
dco::derivative(ruser[i]) = zero;
dfdr[i] = dco::derivative(objf[0]);
}
// Primal results
cout.setf(ios::scientific, ios::floatfield);
cout.precision(4);
Integer l;
if (ifail == 0)
{
l = nb;
}
else if (ifail == 8)
{
l = info[nb - 1];
cout.width(16);
cout << iter[nb - 1] << " starting points converged" << endl;
}
else
{
goto END;
}
for (int i = 0; i < l; i++)
{
cout << "\n Solution number " << i + 1 << endl;
cout << "\n Local minimization exited with code " << info[i] << endl;
cout << "\n Varbl Istate Value Lagr Mult" << endl;
cout << endl;
for (int j = 0; j < n; j++)
{
cout << " V ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[j + i * lb];
cout.width(12);
cout << dco::value(x[j + i * n]);
cout.width(12);
cout << dco::value(clamda[j + i * lb]) << endl;
}
if (nclin > 0)
{
cout << "\n L con Istate Value Lagr Mult" << endl;
const nagad_t1w_w_rtype alpha = 1.0;
const nagad_t1w_w_rtype beta = 0.0;
ifail = 0;
nag::ad::f06pa(ad_handle, "N", nclin, n, alpha, a, lda, &x[n * i], 1,
beta, work, 1, ifail);
cout << endl;
for (int k = n; k < n + nclin; k++)
{
int j = k - n;
cout << " L ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[k + i * lb];
cout.width(12);
cout << dco::value(work[j]);
cout.width(12);
cout << dco::value(clamda[k + i * lb]) << endl;
}
}
if (ncnln > 0)
{
cout << "\n N con Istate Value Lagr Mult" << endl;
cout << endl;
for (int k = n + nclin; k < n + nclin + ncnln; k++)
{
int j = k - n - nclin;
cout << " N ";
cout.width(4);
cout << j + 1;
cout.width(4);
cout << istate[k + i * lb];
cout.width(12);
cout << dco::value(c[j + i * ncnln]);
cout.width(12);
cout << dco::value(clamda[k + i * lb]) << endl;
}
}
cout << "\n Final objective value = ";
cout.width(12);
cout << dco::value(objf[i]);
cout << "\n QP multipliers" << endl;
for (int k = 0; k < n + nclin + ncnln; k++)
{
cout.width(12);
cout << dco::value(clamda[k + i * lb]) << endl;
}
cout << endl;
if (l > 1)
{
cout << "\n ---------------------------------------------------------\n";
}
}
cout << "\n Derivatives calculated: First order tangents\n";
cout << " Computational mode : algorithmic\n\n";
cout << " Derivatives:\n\n";
// Get derivatives of objf w.r.t. ruser
cout << " derivatives of objf[0] w.r.t ruser[0:5]:\n";
for (int i = 0; i < 6; i++)
{
cout.width(4);
cout << i << " ";
cout.width(12);
cout << dfdr[i] << endl;
}
END:
delete[] a;
delete[] bl;
delete[] bu;
delete[] c;
delete[] cjac;
delete[] clamda;
delete[] r;
delete[] x;
delete[] objgrd;
delete[] work;
delete[] opts;
delete[] objf;
delete[] istate;
delete[] iopts;
delete[] info;
delete[] iter;
return exit_status;
}
static void NAG_CALL objfun(nag::ad::handle_t & ad_handle,
Integer & mode,
const Integer & n,
const nagad_t1w_w_rtype x[],
nagad_t1w_w_rtype & objf,
nagad_t1w_w_rtype objgrd[],
const Integer & nstate,
Integer iuser[],
nagad_t1w_w_rtype ruser[])
{
if (mode == 0 || mode == 2)
{
objf = 0.0;
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objf += x[i] * sin(ruser[0] * sqrt(x[i]));
}
else
{
objf += x[i] * sin(ruser[0] * sqrt(-x[i]));
}
}
}
if (mode == 1 || mode == 2)
{
for (int i = 0; i < n; i++)
{
if (x[i] >= 0.0)
{
objgrd[i] = sin(ruser[0] * sqrt(x[i])) +
0.5 * ruser[0] * sqrt(x[i]) * cos(ruser[0] * sqrt(x[i]));
}
else
{
objgrd[i] = sin(ruser[0] * sqrt(-x[i])) +
0.5 * ruser[0] * sqrt(-x[i]) * cos(ruser[0] * sqrt(-x[i]));
}
}
}
return;
}
static void NAG_CALL confun(nag::ad::handle_t & ad_handle,
Integer & mode,
const Integer & ncnln,
const Integer & n,
const Integer & ldcj,
const Integer needc[],
const nagad_t1w_w_rtype x[],
nagad_t1w_w_rtype c[],
nagad_t1w_w_rtype cjac[],
const Integer & nstate,
Integer iuser[],
nagad_t1w_w_rtype ruser[])
{
for (int k = 0; k < ncnln; ++k)
{
if (mode == 0 || mode == 2)
{
if (k == 0)
{
c[k] = ruser[1] * x[0] * x[0] - ruser[2] * x[1] * x[1] +
ruser[3] * x[0] * x[1];
}
else
{
c[k] = cos(x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5]);
}
}
if (mode == 1 || mode == 2)
{
if (k == 0)
{
cjac[0] = 2.0 * ruser[1] * x[0] + ruser[3] * x[1];
cjac[ncnln] = -2.0 * ruser[2] * x[1] + ruser[3] * x[0];
}
else
{
nagad_t1w_w_rtype theta;
theta = x[0] * x[0] * ruser[4] * ruser[4] + x[1] * ruser[5];
cjac[1] = -sin(theta) * 2.0 * x[0] * ruser[4] * ruser[4];
cjac[ncnln + 1] = -sin(theta) * ruser[5];
}
}
}
return;
}
static void NAG_CALL mystart(nag::ad::handle_t & ad_handle,
const Integer & npts,
nagad_t1w_w_rtype quas[],
const Integer & n,
const logical & repeat,
const nagad_t1w_w_rtype bl[],
const nagad_t1w_w_rtype bu[],
Integer iuser[],
nagad_t1w_w_rtype ruser[],
Integer & mode)
{
if (repeat)
{
// Generate a uniform spread of points between bl and bu.
for (int i = 0; i < npts; i++)
{
double rq = ((double)(i - 1)) / ((double)(npts - 1));
for (int j = 0; j < n; j++)
{
quas[j + i * n] = bl[j] + rq * (bu[j] - bl[j]);
}
}
}
else
{
// Generate a non-repeatable spread of points between bl and bu.
const Integer genid = 2, subid = 53;
Integer lstate = -1, sdum[1];
Integer ifail = 0;
g05kgf_(genid, subid, sdum, lstate, ifail);
Integer *state = 0;
double * rquas = 0;
state = new Integer[lstate];
rquas = new double[n];
ifail = 0;
g05kgf_(genid, subid, state, lstate, ifail);
for (int i = 0; i < npts; i++)
{
ifail = 0;
g05saf_(n, state, rquas, ifail);
for (int j = 0; j < n; j++)
{
quas[j + n * i] = bl[j] + (bu[j] - bl[j]) * rquas[j];
}
}
delete[] state;
delete[] rquas;
}
// Set mode negative to terminate execution for any reason.
mode = 0;
return;
}