/* nag_opt_handle_solve_dfls_rcomm (e04fgc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.6, 2022.
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
const double infbnd = 1.0e20;
Integer nvar, nres, isparse, nnzrd, irevcm, neval, maxeval, i;
double x[4] = {-1.2, 1.0, 0.0, 0.0};
double rinfo[100], stats[100];
double *rx, *lx, *ux;
void *handle;
Integer exit_status = 0;
/* Nag Types */
NagError fail;
printf("nag_opt_handle_solve_dfls_rcomm (e04fgc) "
"Example Program Results\n\n");
fflush(stdout);
/* Fill the problem data structure */
nvar = 2;
nres = 2;
maxeval = 2;
/* Allocate memory */
if (!(lx = NAG_ALLOC(nvar, double)) || !(ux = NAG_ALLOC(nvar, double)) ||
!(rx = NAG_ALLOC(nres * maxeval, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* 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, "DFO Trust Region Tolerance = 5.0e-6",
NAGERR_DEFAULT);
/* Print the solution */
nag_opt_handle_opt_set(handle, "Print Solution = YES", NAGERR_DEFAULT);
/* Define bounds for the variables */
lx[0] = -1.5;
ux[0] = 2.0;
lx[1] = -2.0;
ux[1] = infbnd;
/* nag_opt_handle_set_simplebounds (e04rhc) */
nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);
/* nag_opt_handle_solve_dfls_rcomm (e04fgc)
* Call the solver
*/
INIT_FAIL(fail);
irevcm = 1;
while (irevcm != 0) {
nag_opt_handle_solve_dfls_rcomm(handle, &irevcm, &neval, maxeval, nvar, x,
nres, rx, rinfo, stats, &fail);
if (fail.code != NE_NOERROR)
break;
if (irevcm == 1) {
/* Compute the Rosenbrock function on the requested points */
for (i = 0; i < neval; i++) {
rx[i * nres] = 1.0 - x[i * nvar];
rx[i * nres + 1] = 10.0 * (x[i * nvar + 1] - pow(x[i * nvar], 2));
}
}
}
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_handle_solve_dfls_rcomm (e04fgc).\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);
NAG_FREE(rx);
NAG_FREE(lx);
NAG_FREE(ux);
return exit_status;
}