/* nag_opt_qpconvex1_sparse_mps (e04mzc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL qphess(Integer ncolh, const double x[], double hx[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void) {
static double ruser[1] = {-1.0};
Integer exit_status = 0;
Integer *ha, i, iobj, *ka, m, n, ncolh, ninf, nnz;
Nag_E04_Opt options;
double *a, *bl, *bu, obj, sinf, *xs;
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_qpconvex1_sparse_mps (e04mzc) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.user = ruser;
fflush(stdout);
/* Initialize the options structure and read MPSX data */
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
strcpy(options.prob_name, "..QP 2..");
strcpy(options.obj_name, "..COST..");
printf("\n");
printf("Reading MPSX file:\n");
/* Turn off printing of intermediate output from
nag_opt_qpconvex1_sparse_mps() and nag_opt_qpconvex1_sparse_solve() */
options.list = Nag_FALSE;
options.output_level = Nag_NoOutput;
options.print_level = Nag_NoPrint;
/* nag_opt_qpconvex1_sparse_mps (e04mzc), see above. */
nag_opt_qpconvex1_sparse_mps((char *)0, &n, &m, &nnz, &iobj, &a, &ha, &ka,
&bl, &bu, &xs, &options, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_qpconvex1_sparse_mps (e04mzc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("MPSX file contains %" NAG_IFMT " variables and %" NAG_IFMT
" linear constraints\n",
n, m);
printf("\n");
printf("Solving QP problem:\n");
/* Column and row names are now available via options */
ncolh = 5;
/* nag_opt_qpconvex1_sparse_solve (e04nkc), see above. */
nag_opt_qpconvex1_sparse_solve(n, m, nnz, iobj, ncolh, qphess, a, ha, ka, bl,
bu, xs, &ninf, &sinf, &obj, &options, &comm,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_qpconvex1_sparse_solve (e04nkc).\n%s\n",
fail.message);
exit_status = 1;
}
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
exit_status = 1;
goto END;
} else {
printf("Optimal objective value: %11.3e\n", obj);
printf("Optimal X:\n");
for (i = 0; i < n; i++)
printf(" x[%" NAG_IFMT "] = %8.4f\n", i, xs[i]);
}
/* Free memory returned by nag_opt_qpconvex1_sparse_mps (e04mzc) */
/* nag_opt_sparse_mps_free (e04myc), see above. */
nag_opt_sparse_mps_free(&a, &ha, &ka, &bl, &bu, &xs);
/* Free memory in options (including column & row names) */
/* nag_opt_free (e04xzc).
* Memory freeing function for use with option setting
*/
nag_opt_free(&options, "all", &fail);
END:
return exit_status;
}
static void NAG_CALL qphess(Integer ncolh, const double x[], double hx[],
Nag_Comm *comm) {
/* Function to compute H*x. */
if (comm->user[0] == -1.0) {
printf("(User-supplied callback qphess, first invocation.)\n");
fflush(stdout);
comm->user[0] = 0.0;
}
hx[0] = 2.0 * x[0] + x[1] + x[2] + x[3] + x[4];
hx[1] = x[0] + 2.0 * x[1] + x[2] + x[3] + x[4];
hx[2] = x[0] + x[1] + 2.0 * x[2] + x[3] + x[4];
hx[3] = x[0] + x[1] + x[2] + 2.0 * x[3] + x[4];
hx[4] = x[0] + x[1] + x[2] + x[3] + 2.0 * x[4];
} /* qphess */