/* nag_opt_bounds_bobyqa_func (e04jcc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.1, 2023.
*
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer n, const double x[], double *f,
Nag_Comm *comm, Integer *inform);
static void NAG_CALL monfun(Integer n, Integer nf, const double x[], double f,
double rho, Nag_Comm *comm, Integer *inform);
#ifdef __cplusplus
}
#endif
int main(void) {
static double ruser[2] = {-1.0, -1.0};
Integer exit_status = 0;
double rhobeg, rhoend, f;
Integer i, n, nf, npt, maxcal;
double *bl = 0, *bu = 0, *x = 0;
NagError fail;
Nag_Comm comm;
INIT_FAIL(fail);
printf("nag_opt_bounds_bobyqa_func (e04jcc) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
maxcal = 500;
rhobeg = 1.0e-1;
rhoend = 1.0e-6;
n = 4;
npt = 2 * n + 1;
if (!(x = NAG_ALLOC(n, double)) || !(bl = NAG_ALLOC(n, double)) ||
!(bu = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Set bounds on variables */
/* x[2] is not bounded, so we set bl[2] to a large negative
* number and bu[2] to a large positive number
*/
bl[0] = 1.0;
bl[1] = -2.0;
bl[2] = -1.0e10;
bl[3] = 1.0;
bu[0] = 3.0;
bu[1] = 0.0;
bu[2] = 1.0e10;
bu[3] = 3.0;
x[0] = 3.0;
x[1] = -1.0;
x[2] = 0.0;
x[3] = 1.0;
/* Call optimization routine */
/* nag_opt_bounds_bobyqa_func (e04jcc).
Bound-constrained optimization by quadratic approximations. */
nag_opt_bounds_bobyqa_func(objfun, n, npt, x, bl, bu, rhobeg, rhoend, monfun,
maxcal, &f, &nf, &comm, &fail);
if (fail.code == NE_NOERROR || fail.code == NE_TOO_MANY_FEVALS ||
fail.code == NE_TR_STEP_FAILED || fail.code == NE_RESCUE_FAILED ||
fail.code == NE_USER_STOP) {
if (fail.code == NE_NOERROR) {
printf("Successful exit.\n");
}
printf("Function value at lowest point found is %11.3f\n", f);
printf("The corresponding x is:");
for (i = 0; i <= n - 1; ++i) {
printf(" %11.3f", x[i]);
}
printf("\n");
} else {
exit_status = 1;
}
if (fail.code != NE_NOERROR) {
printf("%s\n", fail.message);
}
END:
NAG_FREE(x);
NAG_FREE(bl);
NAG_FREE(bu);
return exit_status;
}
static void NAG_CALL objfun(Integer n, const double x[], double *f,
Nag_Comm *comm, Integer *inform) {
/* Routine to evaluate objective function. */
double a, b, c, d, x1, x2, x3, x4;
if (comm->user[0] == -1.0) {
printf("(User-supplied callback objfun, first invocation.)\n");
comm->user[0] = 0.0;
}
*inform = 0;
x1 = x[0];
x2 = x[1];
x3 = x[2];
x4 = x[3];
/* Supply a single function value */
a = x1 + 10.0 * x2;
b = x3 - x4;
c = x2 - 2.0 * x3, c *= c;
d = x1 - x4, d *= d;
*f = a * a + 5.0 * b * b + c * c + 10.0 * d * d;
}
static void NAG_CALL monfun(Integer n, Integer nf, const double x[], double f,
double rho, Nag_Comm *comm, Integer *inform) {
/* Monitoring routine */
Integer j;
Nag_Boolean verbose;
if (comm->user[1] == -1.0) {
printf("(User-supplied callback monfun, first invocation.)\n");
comm->user[1] = 0.0;
}
*inform = 0;
printf("\nMonitoring: new trust region radius = %13.3e\n", rho);
verbose = Nag_FALSE; /* Set this to Nag_TRUE to get more detailed output */
if (verbose) {
printf("Number of function evaluations = %16" NAG_IFMT "\n", nf);
printf("Current function value = %13.5f\n", f);
printf("The corresponding x is:\n");
for (j = 0; j <= n - 1; ++j) {
printf(" %13.5e", x[j]);
}
printf("\n");
}
}