/* nag_glopt_handle_solve_mcs (e05kbc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.3, 2023.
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer nvar, const double x[], double *f,
Integer *inform, Nag_Comm *comm);
static void NAG_CALL monit(Integer nvar, const double x[], Integer *inform,
const double rinfo[], const double stats[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void NAG_CALL objfun(Integer nvar, const double x[], double *f,
Integer *inform, Nag_Comm *comm) {
/* Compute the objective function value*/
*f = 3.0 * pow(1.0 - x[0], 2) * exp(-pow(x[0], 2) -
pow(x[1] + 1.0, 2)) - 10.0 * (x[0] / 5.0 -
pow(x[0], 3) - pow(x[1], 5)) * exp(-pow(x[0], 2) -
pow(x[1], 2)) - 1.0 / 3.0 * exp(-pow(x[0] + 1.0, 2) -
pow(x[1], 2));
}
static void NAG_CALL monit(Integer nvar, const double x[], Integer *inform,
const double rinfo[], const double stats[],
Nag_Comm *comm) {}
int main(void) {
Integer nvar, nnzfd;
Integer idxfd[2] = {1, 2};
double x[2];
double rinfo[100], stats[100];
double ux[2] = {3.0, 3.0};
double lx[2] = {-3.0, -3.0};
void *handle;
Integer exit_status = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
printf("nag_glopt_handle_solve_mcs (e05kbc) Example Program Results\n\n");
fflush(stdout);
/* Fill the problem data structure */
nvar = 2;
/* nag_opt_handle_init (e04rac).
* Initialize the handle
*/
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_nlnobj (e04rgc)
* Define nonlinear objective
*/
nnzfd = nvar;
nag_opt_handle_set_nlnobj(handle, nnzfd, idxfd, NAGERR_DEFAULT);
/* nag_opt_handle_opt_set (e04zmc)
* Set options
*/
/* Reduce the log details */
nag_opt_handle_opt_set(handle, "Print Level = 1", NAGERR_DEFAULT);
/* Define bounds for the variables
* nag_opt_handle_set_simplebounds (e04rhc)
*/
nag_opt_handle_set_simplebounds(handle, nvar, lx, ux, NAGERR_DEFAULT);
/* nag_glopt_handle_solve_mcs (e05kbc)
* Call the solver
*/
INIT_FAIL(fail);
nag_glopt_handle_solve_mcs(handle, objfun, monit, nvar, x, rinfo, stats,
&comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_glopt_handle_solve_mcs (e05kbc).\n%s\n",
fail.message);
exit_status = 1;
}
/* Clean data */
if (handle)
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory used
*/
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
return exit_status;
}