/* nag_opt_handle_set_nlnls (e04rmc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*/
#include <nag.h>
#include <stdio.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
double rx[], Integer *inform, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void) {
int nvar, nres, isparse, nnzrd;
Integer icolrd[] = {1, 2, 3, 1, 2, 3}, irowrd[] = {1, 2, 1, 2, 1, 2};
double x[] = {2.0, 2.0};
double rinfo[100], stats[100];
double *rx;
void *handle;
int exit_status = 0;
/* Nag Types */
Nag_Comm comm;
NagError fail;
printf("nag_opt_handle_set_nlnls (e04rmc) Example Program Results\n\n");
fflush(stdout);
/* Fill the problem data structure */
nvar = 2;
nres = 3;
/* Allocate memory */
if (!(rx = NAG_ALLOC(nres, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* nag_opt_handle_init (e04rac).
* Initialize the handle
*/
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_nlnls (e04rmc)
* Define residuals structure,
*/
isparse = 1;
nnzrd = 6;
nag_opt_handle_set_nlnls(handle, nres, isparse, nnzrd, irowrd, icolrd,
NAGERR_DEFAULT);
/* nag_opt_handle_opt_set (e04zmc)
* Set options
*/
/* Relax the main convergence criteria a bit */
nag_opt_handle_opt_set(handle, "DFLS Trust Region Tolerance = 1.0e-3",
NAGERR_DEFAULT);
/* Deactivate the slow convergence detection */
nag_opt_handle_opt_set(handle, "DFLS Maximum slow steps = 0", NAGERR_DEFAULT);
/* Turn off option printing */
nag_opt_handle_opt_set(handle, "Print Options = NO", NAGERR_DEFAULT);
/* Print the solution */
nag_opt_handle_opt_set(handle, "Print Solution = YES", NAGERR_DEFAULT);
/* Deactivate iteration log */
nag_opt_handle_opt_set(handle, "Print Level = 1", NAGERR_DEFAULT);
/* nag_opt_handle_solve_dfls (e04ffc)
* Call the solver
*/
INIT_FAIL(fail);
nag_opt_handle_solve_dfls(handle, objfun, NULL, nvar, x, nres, rx, rinfo,
stats, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_handle_solve_dfls (e04ffc).\n%s\n",
fail.message);
exit_status = 1;
}
END:
/* 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);
NAG_FREE(rx);
return exit_status;
}
static void NAG_CALL objfun(Integer nvar, const double x[], Integer nres,
double rx[], Integer *inform, Nag_Comm *comm) {
/* Interrupt the solver if the dimensions does not correspond to the
* problem
*/
if (nvar != 2 || nres != 3) {
*inform = -1;
return;
}
rx[0] = x[0] + x[1] - 1.1;
rx[1] = 2.0 * x[0] + x[1] - 1.9;
rx[2] = 3.0 * x[0] + x[1] - 3.0;
}