/* nag_opt_uncon_simplex (e04cbc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.1, 2023.
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL funct(const Integer n, const double *xc, double *fc,
Nag_Comm *comm);
static void NAG_CALL monit(const double fmin, const double fmax,
const double sim[], const Integer n,
const Integer ncall, const double serror,
const double vratio, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void) {
/* Scalars */
double f, tolf, tolx;
Integer exit_status, i, monitoring, maxcal = 100, n = 2;
NagError fail;
/* Arrays */
static double ruser[2] = {-1.0, -1.0};
double *x = 0;
Nag_Comm comm;
exit_status = 0;
INIT_FAIL(fail);
printf("nag_opt_uncon_simplex (e04cbc) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
/* Allocate memory */
if (!(x = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Set monitoring to a nonzero value to obtain monitoring information */
monitoring = 0;
comm.p = (Pointer)&monitoring;
/* Starting values */
x[0] = -1.0;
x[1] = 1.0;
tolf = sqrt(nag_machine_precision);
tolx = sqrt(tolf);
nag_opt_uncon_simplex(n, x, &f, tolf, tolx, funct, monit, maxcal, &comm,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_uncon_simplex (e04cbc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("The final function value is %12.4f\n", f);
printf("at the point");
for (i = 1; i <= n; ++i) {
printf(" %12.4f", x[i - 1]);
}
printf("\n");
END:
NAG_FREE(x);
return exit_status;
}
static void NAG_CALL funct(const Integer n, const double *xc, double *fc,
Nag_Comm *comm) {
if (comm->user[0] == -1.0) {
printf("(User-supplied callback funct, first invocation.)\n");
comm->user[0] = 0.0;
}
*fc = exp(xc[0]) *
(4.0 * xc[0] * (xc[0] + xc[1]) + 2.0 * xc[1] * (xc[1] + 1.0) + 1.0);
}
static void NAG_CALL monit(const double fmin, const double fmax,
const double sim[], const Integer n,
const Integer ncall, const double serror,
const double vratio, Nag_Comm *comm) {
#define SIM(I, J) sim[(J - 1) * (n + 1) + (I - 1)]
Integer i, j;
Integer monitoring = *(Integer *)comm->p;
if (comm->user[1] == -1.0) {
printf("(User-supplied callback monit, first invocation.)\n");
comm->user[1] = 0.0;
}
if (monitoring != 0) {
printf("\nThere have been %5" NAG_IFMT " function calls\n", ncall);
printf("The smallest function value is %10.4f\n", fmin);
printf("\nThe simplex is\n");
for (i = 1; i <= n + 1; ++i) {
for (j = 1; j <= n; ++j) {
printf(" %13.4e", SIM(i, j));
}
printf("\n");
}
printf("\nThe standard deviation in function values at the"
" vertices of the simplex is %10.4f\n",
serror);
printf("The linearized volume ratio of the current simplex"
" to the starting one is %10.4f\n",
vratio);
}
}