/* nag_glopt_nlp_multistart_sqp (e05ucc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.6, 2022.
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL schwefel_obj(Integer *mode, Integer n, const double *x,
double *objf, double *objgrd, Integer nstate,
Nag_Comm *comm);
static void NAG_CALL schwefel_confun(Integer *mode, Integer ncnln, Integer n,
Integer tdcjsl, const Integer *needc,
const double *x, double *c, double *cjsl,
Integer nstate, Nag_Comm *comm);
static void NAG_CALL mystart(Integer npts, double quas[], Integer n,
Nag_Boolean repeat, const double bl[],
const double bu[], Nag_Comm *comm, Integer *mode);
#ifdef __cplusplus
}
#endif
int main(void) {
Integer exit_status = 0;
Integer print_all_solutions = 0;
Integer liopts = 740, lopts = 485, n = 2, nclin = 1, ncnln = 2;
/* Scalars */
Integer i, ic, j, l, nb, npts, tda, ldcjac, sdcjac, ldr, sdr, ldx, ldobjgrd,
ldclamda, ldistate, ldc;
/* Arrays */
static double ruser[3] = {-1.0, -1.0, -1.0};
double *a = 0, *bl = 0, *bu = 0, *c = 0, *cjac = 0, *clamda = 0, *objf = 0,
*objgrd = 0, *r = 0, *opts = 0, *work = 0, *x = 0;
Integer *info = 0, *istate = 0, *iter = 0, *iopts = 0;
char nag_enum_arg[40];
/* Nag Types */
NagError fail;
Nag_Comm comm;
Nag_Boolean repeat;
INIT_FAIL(fail);
printf("nag_glopt_nlp_multistart_sqp (e05ucc) Example Program Results\n\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &nb, &npts);
scanf("%39s%*[^\n]", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
repeat = (Nag_Boolean)nag_enum_name_to_value(nag_enum_arg);
/* The minimum trailing dimension for a is tda = n (or 1). */
if (nclin > 0) {
tda = n;
if (!(a = NAG_ALLOC(nclin * tda, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else
tda = 1;
#define A(I, J) a[(I - 1) * tda + (J - 1)]
#define X(I, J) x[(J - 1) * ldx + (I - 1)]
#define ISTATE(I, J) istate[(J - 1) * ldistate + (I - 1)]
#define CLAMDA(I, J) clamda[(J - 1) * ldclamda + (I - 1)]
#define C(I, J) c[(J - 1) * ldc + (I - 1)]
ldx = n;
ldobjgrd = n;
ldc = ncnln;
ldcjac = ncnln;
if (ncnln > 0) {
sdcjac = n;
if (!(c = NAG_ALLOC(ldc * nb, double)) ||
!(cjac = NAG_ALLOC(ldcjac * sdcjac * nb, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else
sdcjac = 0;
ldr = n;
sdr = n;
ldclamda = n + nclin + ncnln;
ldistate = n + nclin + ncnln;
if (!(bl = NAG_ALLOC(n + nclin + ncnln, double)) ||
!(bu = NAG_ALLOC(n + nclin + ncnln, double)) ||
!(clamda = NAG_ALLOC(ldclamda * nb, double)) ||
!(objf = NAG_ALLOC(nb, double)) ||
!(objgrd = NAG_ALLOC(ldobjgrd * nb, double)) ||
!(r = NAG_ALLOC(ldr * sdr * nb, double)) ||
!(opts = NAG_ALLOC(lopts, double)) ||
!(work = NAG_ALLOC(nclin, double)) ||
!(x = NAG_ALLOC(ldx * nb, double)) || !(info = NAG_ALLOC(nb, Integer)) ||
!(istate = NAG_ALLOC(ldistate * nb, Integer)) ||
!(iter = NAG_ALLOC(nb, Integer)) ||
!(iopts = NAG_ALLOC(liopts, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
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(1, 1) = 3.0;
A(1, 2) = -2.0;
/* Initialize nag_glopt_nlp_multistart_sqp (e05ucc).
* nag_glopt_optset (e05zkc).
* Option setting routine for global optimization.
*/
nag_glopt_optset("Initialize = e05ucc", iopts, liopts, opts, lopts, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_glopt_optset (e05zkc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Solve the problem with repeatable random starting points using
* nag_glopt_nlp_multistart_sqp (e05ucc).
* Global optimization using multi-start, nonlinear constraints.
*/
nag_glopt_nlp_multistart_sqp(
n, nclin, ncnln, a, tda, bl, bu, schwefel_confun, schwefel_obj, npts, x,
ldx, mystart, repeat, nb, objf, objgrd, ldobjgrd, iter, c, ldc, cjac,
ldcjac, sdcjac, r, ldr, sdr, clamda, ldclamda, istate, ldistate, iopts,
opts, &comm, info, &fail);
/* Check for error exits. */
switch (fail.code) {
case NE_NOERROR:
l = nb;
break;
case NW_SOME_SOLUTIONS:
l = info[nb - 1];
printf("Only %" NAG_IFMT " solutions found\n", l);
break;
default:
exit_status = 2;
printf("Error from nag_glopt_nlp_multistart_sqp (e05ucc)\n%s\n",
fail.message);
goto END;
}
for (i = 1; i <= l; i++) {
printf("Solution number %" NAG_IFMT "\n\n", i);
printf("Local minimization exited with code %" NAG_IFMT "\n", info[i - 1]);
printf("\nVarbl Istate Value Lagr Mult\n\n\n");
for (j = 1; j <= n; j++)
printf("V %3" NAG_IFMT " %3" NAG_IFMT " %14.6g %12.4g\n", j,
ISTATE(j, i), X(j, i), CLAMDA(j, i));
if (nclin > 0) {
printf("\nL Con Istate Value Lagr Mult\n\n");
/* nag_blast_dgemv (f16pac) performs the matrix vector multiplication A*x
* (linear constraint values) and puts the result in
* the first nclin locations of work.
*/
nag_blast_dgemv(Nag_RowMajor, Nag_NoTrans, nclin, n, 1.0, a, tda,
&X(1, i), 1, 0.0, work, 1, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_blast_dgemv (f16pac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
for (j = n + 1; j <= n + nclin; j++)
printf("L %3" NAG_IFMT " %3" NAG_IFMT " %14.6g %12.4g\n", j - n,
ISTATE(j, i), work[j - n - 1], CLAMDA(j, i));
}
if (ncnln > 0) {
printf("\n\nN Con Istate Value Lagr Mult\n\n");
for (j = n + nclin + 1; j <= n + nclin + ncnln; j++) {
ic = j - n - nclin;
printf("N %3" NAG_IFMT " %3" NAG_IFMT " %14.6g %12.4g\n", ic,
ISTATE(j, i), C(ic, i), CLAMDA(j, i));
}
}
printf("\n\nFinal objective value = %15.7g\n", objf[i - 1]);
printf("\nQP multipliers\n");
for (j = 1; j <= n + nclin + ncnln; j++)
printf("%12.4e\n", CLAMDA(j, i));
if (l == 1)
goto END;
if (print_all_solutions == 0) {
printf("\n(Printing of further solutions suppressed)\n");
goto END;
}
printf("\n");
for (j = 0; j < 61; j++)
printf("-");
printf("\n");
}
END:
NAG_FREE(a);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(c);
NAG_FREE(cjac);
NAG_FREE(clamda);
NAG_FREE(objf);
NAG_FREE(objgrd);
NAG_FREE(r);
NAG_FREE(opts);
NAG_FREE(work);
NAG_FREE(x);
NAG_FREE(info);
NAG_FREE(istate);
NAG_FREE(iter);
NAG_FREE(iopts);
return exit_status;
}
static void NAG_CALL schwefel_obj(Integer *mode, Integer n, const double *x,
double *objf, double *objgrd, Integer nstate,
Nag_Comm *comm) {
/* Scalars */
Integer i;
#ifdef _OPENMP
#pragma omp master
#endif
if (comm->user[0] == -1.0) {
printf("(User-supplied callback schwefel_obj, first invocation.)\n");
comm->user[0] = 0.0;
}
if (nstate == 1) {
/* This is the first call.
* Take any special action here if desired.
*/
}
if (*mode == 0 || *mode == 2) {
/* Evaluate the objective function. */
*objf = 0.0;
for (i = 0; i < n; i++)
*objf += x[i] * sin(sqrt(fabs(x[i])));
}
if (*mode == 1 || *mode == 2) {
/* Calculate the gradient of the objective function. */
for (i = 0; i < n; i++) {
double t;
t = sqrt(fabs(x[i]));
objgrd[i] = sin(t) + 0.5 * t * cos(t);
}
}
}
static void NAG_CALL schwefel_confun(Integer *mode, Integer ncnln, Integer n,
Integer tdcjsl, const Integer *needc,
const double *x, double *c, double *cjsl,
Integer nstate, Nag_Comm *comm) {
/* Scalars */
double t1, t2;
Integer k;
Nag_Boolean evalc, evalcjsl;
#ifdef _OPENMP
#pragma omp master
#endif
if (comm->user[1] == -1.0) {
printf("(User-supplied callback schwefel_confun, first invocation.)\n");
comm->user[1] = 0.0;
}
if (nstate == 1) {
/* This is the first call.
* Take any special action here if desired.
*/
}
/* mode: what is required - constraints, derivatives, or both? */
evalc = (*mode == 0 || *mode == 2) ? Nag_TRUE : Nag_FALSE;
evalcjsl = (*mode == 1 || *mode == 2) ? Nag_TRUE : Nag_FALSE;
for (k = 1; k <= ncnln; k++) {
if (needc[k - 1] <= 0)
continue;
if (evalc == Nag_TRUE) {
/* Constraint values are required. */
switch (k) {
case 1:
c[k - 1] = pow(x[0], 2.0) - pow(x[1], 2.0) + 3.0 * x[0] * x[1];
break;
case 2:
c[k - 1] = cos(pow((x[0] / 200.0), 2.0) + (x[1] / 100.0));
break;
default:
/* This constraint is not coded (there are only two).
* Terminate.
*/
*mode = -1;
break;
}
}
if (*mode < 0)
break;
if (evalcjsl == Nag_TRUE) {
/* Constraint derivatives are required. */
#define CJSL(K, J) cjsl[(K - 1) * tdcjsl + (J - 1)]
switch (k) {
case 1:
CJSL(k, 1) = 2.0 * x[0] + 3.0 * x[1];
CJSL(k, 2) = -2.0 * x[1] + 3.0 * x[0];
break;
case 2:
t1 = x[0] / 200.0;
t2 = x[1] / 100.0;
CJSL(k, 1) = -sin(pow(t1, 2.0) + t2) * (2.0 * t1) / 200.0;
CJSL(k, 2) = -sin(pow(t1, 2.0) + t2) / 100.0;
break;
}
#undef CJSL
}
}
}
static void NAG_CALL mystart(Integer npts, double quas[], Integer n,
Nag_Boolean repeat, const double bl[],
const double bu[], Nag_Comm *comm, Integer *mode) {
/* Only nonzero elements of quas need to be specified here. */
Integer i, j;
if (comm->user[2] == -1.0) {
printf("(User-supplied callback mystart, first invocation.)\n");
comm->user[2] = 0.0;
}
#define QUAS(J, I) quas[(J - 1) * npts + (I - 1)]
if (repeat == Nag_TRUE) {
/* Generate a uniform spread of points between bl and bu. */
for (j = 1; j <= npts; j++)
for (i = 1; i <= n; i++)
QUAS(i, j) = bl[i - 1] + (bu[i - 1] - bl[i - 1]) * (double)(j - 1) /
(double)(npts - 1);
} else {
/* Generate a non-repeatable spread of points between bl and bu. */
Nag_BaseRNG genid;
Integer lstate, subid;
Integer *state = 0;
NagError fail;
INIT_FAIL(fail);
genid = Nag_WichmannHill_I;
subid = 53;
lstate = -1;
nag_rand_init_nonrepeat(genid, subid, NULL, &lstate, &fail);
if (fail.code != NE_NOERROR) {
*mode = -1;
return;
}
if (!(state = NAG_ALLOC(lstate, Integer))) {
*mode = -1;
return;
}
nag_rand_init_nonrepeat(genid, subid, state, &lstate, &fail);
if (fail.code != NE_NOERROR) {
*mode = -1;
goto END;
}
for (j = 2; j <= npts; j++)
for (i = 1; i <= n; i++) {
nag_rand_dist_uniform(1, bl[i - 1], bu[i - 1], state, &QUAS(i, j),
&fail);
if (fail.code != NE_NOERROR) {
*mode = -1;
goto END;
}
}
END:
NAG_FREE(state);
}
#undef QUAS
}