/* nag_opt_handle_read_file (e04sac) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.6, 2022.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
Integer nvar, nnzu, nnzuc, exit_status;
Integer i, x_idx;
Integer *idx = 0;
Integer verbose_output;
double *x = 0, *u = 0, *uc = 0;
double rinfo[100], stats[100];
char fname[] = "e04sace.opt";
char ftype[] = "mps", ptype[] = "CONT";
Integer pinfo[100];
void *handle = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
exit_status = 0;
printf("nag_opt_handle_read_file (e04sac) Example Program Results\n\n");
fflush(stdout);
/* Read mps file and generate the handle */
nag_opt_handle_read_file(&handle, fname, ftype, pinfo, NAGERR_DEFAULT);
/* Allocate memory */
nvar = pinfo[0];
nnzu = pinfo[10];
nnzuc = pinfo[11];
if (!(x = NAG_ALLOC(nvar, double)) || !(u = NAG_ALLOC(nnzu, double)) ||
!(uc = NAG_ALLOC(nnzuc, double)) || !(idx = NAG_ALLOC(nvar, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < nvar; i++) {
x[i] = 0.0;
idx[i] = i + 1;
}
/* Set all variables as continuous */
nag_opt_handle_set_property(handle, ptype, nvar, idx, NAGERR_DEFAULT);
/* 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(x);
NAG_FREE(u);
NAG_FREE(uc);
NAG_FREE(idx);
/* 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;
}