/* nag_opt_handle_solve_dfno_rcomm (e04jec) 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, nnzfd, irevcm, neval, maxeval, i;
Integer idxfd[4] = {1, 2, 3, 4};
double x[8], f[2];
double rinfo[100], stats[100];
double ux[4] = {3.0, 0.0, infbnd, 3.0};
double lx[4] = {1.0, -2.0, -infbnd, 1.0};
void *handle;
Integer exit_status = 0;
/* Nag Types */
NagError fail;
printf("nag_opt_handle_solve_dfno_rcomm (e04jec) "
"Example Program Results\n\n");
fflush(stdout);
/* Fill the problem data structure */
nvar = 4;
maxeval = 2;
/* nag_opt_handle_init (e04rac).
* Initialize the handle
*/
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_nlnobj (e04rgc)
* Define nonlinear objective
*/
nnzfd = nvar;
nag_opt_handle_set_nlnobj(handle, nnzfd, idxfd, 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);
/* Set starting trust region (default was 0.1) */
nag_opt_handle_opt_set(handle, "DFO Starting trust Region = 0.2",
NAGERR_DEFAULT);
/* Optionally define bounds for the variables
* nag_opt_handle_set_simplebounds (e04rhc)
*/
nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);
/* nag_opt_handle_solve_dfno_rcomm (e04jec)
* Call the solver
*/
INIT_FAIL(fail);
x[0] = 3.0;
x[1] = -1.0;
x[2] = 0.0;
x[3] = 1.0;
irevcm = 1;
while (irevcm != 0) {
nag_opt_handle_solve_dfno_rcomm(handle, &irevcm, &neval, maxeval, nvar, x,
f, rinfo, stats, &fail);
if (fail.code != NE_NOERROR)
break;
if (irevcm == 1) {
/* Compute the objective function on the requested points */
for (i = 0; i < neval; i++) {
f[i] = pow(x[i * nvar + 0] + 10.0 * x[i * nvar + 1], 2) +
5.0 * pow(x[i * nvar + 2] - x[i * nvar + 3], 2) +
pow(x[i * nvar + 1] - 2.0 * x[i * nvar + 2], 4) +
10.0 * pow(x[i * nvar + 0] - x[i * nvar + 3], 4);
}
}
}
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_handle_solve_dfno_rcomm (e04jec).\n%s\n",
fail.message);
exit_status = 1;
}
/* 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);
return exit_status;
}