NAG Library Manual, Mark 28.6
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_opt_handle_solve_socp_ipm (e04ptc) Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 *
 * Mark 28.6, 2022.
 */

#include <nag.h>
#include <stdio.h>

int main(void) {

  Integer nclin, nvar, nnza, nnzu, nnzuc, exit_status, i, x_idx;
  Integer icone, ncones, nvar_cone, idgroup = 0;
  Integer idlc;
  Integer verbose_output;
  Integer *irowa = 0, *icola = 0;
  Integer *vidx_cone = 0;
  double *c = 0, *a = 0, *bla = 0, *bua = 0, *xl = 0, *xu = 0, *x = 0, *u = 0,
         *uc = 0;
  double rinfo[100], stats[100];
  char cone_type[10] = "";
  void *handle = 0;
  /* Nag Types */
  Nag_Comm comm;
  NagError fail;

  exit_status = 0;

  printf("nag_opt_handle_solve_socp_ipm (e04ptc) Example Program Results\n\n");
  fflush(stdout);

  /* Read the data file and allocate memory */
  scanf(" %*[^\n]"); /* Skip heading in data file */
  scanf("%" NAG_IFMT " %" NAG_IFMT " %" NAG_IFMT " %*[^\n]", &nvar, &nclin,
        &nnza);
  /* Allocate memory */
  nnzu = 2 * nvar + 2 * nclin;
  nnzuc = 0;
  if (!(irowa = NAG_ALLOC(nnza, Integer)) ||
      !(icola = NAG_ALLOC(nnza, Integer)) || !(c = NAG_ALLOC(nvar, double)) ||
      !(a = NAG_ALLOC(nnza, double)) || !(bla = NAG_ALLOC(nclin, double)) ||
      !(bua = NAG_ALLOC(nclin, double)) || !(xl = NAG_ALLOC(nvar, double)) ||
      !(xu = NAG_ALLOC(nvar, double)) ||
      !(vidx_cone = NAG_ALLOC(nvar, Integer))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Read objective */
  for (i = 0; i < nvar; i++) {
    scanf("%lf", &c[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix row indices */
  for (i = 0; i < nnza; i++) {
    scanf("%" NAG_IFMT, &irowa[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix col indices */
  for (i = 0; i < nnza; i++) {
    scanf("%" NAG_IFMT, &icola[i]);
  }
  scanf("%*[^\n]");
  /* Read constraint matrix values */
  for (i = 0; i < nnza; i++) {
    scanf("%lf", &a[i]);
  }
  scanf("%*[^\n]");
  /* Read linear constraints lower bounds */
  for (i = 0; i < nclin; i++) {
    scanf("%lf ", &bla[i]);
  }
  scanf("%*[^\n]");
  /* Read linear constraints upper bounds */
  for (i = 0; i < nclin; i++) {
    scanf("%lf ", &bua[i]);
  }
  scanf("%*[^\n]");
  /* Read variables lower bounds */
  for (i = 0; i < nvar; i++) {
    scanf("%lf ", &xl[i]);
  }
  scanf("%*[^\n]");
  /* Read variables upper bounds */
  for (i = 0; i < nvar; i++) {
    scanf("%lf ", &xu[i]);
  }
  scanf("%*[^\n]");

  /* Create the problem handle */
  /* nag_opt_handle_init (e04rac).
   * Initialize an empty problem handle with NVAR variables. */
  nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);

  /* nag_opt_handle_set_linobj (e04rec)
   * Define a linear objective */
  nag_opt_handle_set_linobj(handle, nvar, c, NAGERR_DEFAULT);

  /* nag_opt_handle_set_simplebounds (e04rhc)
   * Define bounds on the variables */
  nag_opt_handle_set_simplebounds(handle, nvar, xl, xu, NAGERR_DEFAULT);

  /* nag_opt_handle_set_linconstr (e04rjc)
   * Define linear constraints */
  idlc = 0;
  nag_opt_handle_set_linconstr(handle, nclin, bla, bua, nnza, irowa, icola, a,
                               &idlc, NAGERR_DEFAULT);

  /* nag_opt_handle_set_group (e04rbc)
   * Define cone constraints */
  /* Read number of cones */
  scanf("%" NAG_IFMT " %*[^\n]", &ncones);
  /* Read cone constraints */
  for (icone = 0; icone < ncones; icone++) {
    scanf("%" NAG_IFMT " %*[^\n]", &nvar_cone);
    scanf("%9s", cone_type);
    scanf("%*[^\n]");
    for (i = 0; i < nvar_cone; i++) {
      scanf("%" NAG_IFMT, &vidx_cone[i]);
    }
    scanf("%*[^\n]");
    idgroup = 0;
    nag_opt_handle_set_group(handle, cone_type, nvar_cone, vidx_cone, &idgroup,
                             NAGERR_DEFAULT);
    nnzuc = nnzuc + nvar_cone;
  }

  /* Allocate memory for x, u and uc */
  if (!(x = NAG_ALLOC(nvar, double)) || !(u = NAG_ALLOC(nnzu, double)) ||
      !(uc = NAG_ALLOC(nnzuc, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  for (i = 0; i < nvar; i++) {
    x[i] = 0.0;
  }

  /* Set this to 1 to cause nag_opt_handle_solve_socp_ipm (e04ptc)
   * to produce intermediate progress output */
  verbose_output = 0;

  if (verbose_output) {
    /* nag_opt_handle_opt_set (e04zmc) */
    /* Require printing of primal and dual solutions at the end of the solve */
    nag_opt_handle_opt_set(handle, "Print Solution = Yes", NAGERR_DEFAULT);
  } else {
    /* Turn off printing of intermediate progress output */
    nag_opt_handle_opt_set(handle, "Print Level = 1", NAGERR_DEFAULT);
  }

  /* nag_opt_handle_solve_socp_ipm (e04ptc) */
  INIT_FAIL(fail);
  nag_opt_handle_solve_socp_ipm(handle, nvar, x, nnzu, u, nnzuc, uc, rinfo,
                                stats, NULLFN, &comm, &fail);
  if (fail.code != NE_NOERROR && fail.code != NW_NOT_CONVERGED) {
    printf("nag_opt_handle_solve_socp_ipm (e04ptc) failed.\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  /* Print solution if optimal or suboptimal solution found */
  printf(" Optimal X:\n");
  printf("  x_idx       Value\n");
  for (x_idx = 0; x_idx < nvar; x_idx++) {
    printf("  %5" NAG_IFMT "   %12.5E\n", x_idx + 1, x[x_idx]);
  }

END:
  NAG_FREE(c);
  NAG_FREE(irowa);
  NAG_FREE(icola);
  NAG_FREE(a);
  NAG_FREE(bla);
  NAG_FREE(bua);
  NAG_FREE(xl);
  NAG_FREE(xu);
  NAG_FREE(x);
  NAG_FREE(u);
  NAG_FREE(uc);
  NAG_FREE(vidx_cone);
  /* nag_opt_handle_free (e04rzc).
   * Destroy the problem handle and deallocate all the memory. */
  if (handle)
    nag_opt_handle_free(&handle, NAGERR_DEFAULT);

  return exit_status;
}