/* nag_opt_nlin_lsq (e04unc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.1, 2024.
*
*
*/
#include <math.h>
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer m, Integer n, const double x[], double f[],
double fjac[], Integer tdfjac, Nag_Comm *comm);
static void NAG_CALL confun(Integer n, Integer ncnlin, const Integer needc[],
const double x[], double conf[], double cjac[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void NAG_CALL objfun(Integer m, Integer n, const double x[], double f[],
double fjac[], Integer tdfjac, Nag_Comm *comm) {
#define FJAC(I, J) fjac[(I)*tdfjac + (J)]
/* Initialized data */
static double a[44] = {8.0, 8.0, 10.0, 10.0, 10.0, 10.0, 12.0, 12.0, 12.0,
12.0, 14.0, 14.0, 14.0, 16.0, 16.0, 16.0, 18.0, 18.0,
20.0, 20.0, 20.0, 22.0, 22.0, 22.0, 24.0, 24.0, 24.0,
26.0, 26.0, 26.0, 28.0, 28.0, 30.0, 30.0, 30.0, 32.0,
32.0, 34.0, 36.0, 36.0, 38.0, 38.0, 40.0, 42.0};
/* Local variables */
double temp;
Integer i;
double x0, x1, ai;
/* Function to evaluate the objective subfunctions
* and their 1st derivatives.
*/
x0 = x[0];
x1 = x[1];
for (i = 0; i < m; ++i) {
ai = a[i];
temp = exp(-x1 * (ai - 8.0));
/* Evaluate objective subfunction f(i+1) only if required */
if (comm->needf == i + 1 || comm->needf == 0)
f[i] = x0 + (.49 - x0) * temp;
if (comm->flag == 2) {
FJAC(i, 0) = 1.0 - temp;
FJAC(i, 1) = -(.49 - x0) * (ai - 8.0) * temp;
}
}
} /* objfun */
static void NAG_CALL confun(Integer n, Integer ncnlin, const Integer needc[],
const double x[], double conf[], double cjac[],
Nag_Comm *comm) {
#define CJAC(I, J) cjac[(I)*n + (J)]
/* Function to evaluate the nonlinear constraints and its 1st derivatives. */
if (comm->first == Nag_TRUE) {
/* First call to confun. Set all Jacobian elements to zero.
* Note that this will only work when options.obj_deriv = TRUE
* (the default).
*/
CJAC(0, 0) = CJAC(0, 1) = 0.0;
}
if (needc[0] > 0) {
conf[0] = -x[0] * x[1] + 0.49 * x[1];
if (comm->flag == 2) {
CJAC(0, 0) = -x[1];
CJAC(0, 1) = -x[0] + 0.49;
}
}
} /* confun */
#define A(I, J) a[(I)*tda + J]
int main(void) {
Integer exit_status = 0, i, j, m, n, nbnd, nclin, ncnlin, tda, tdfjac;
Nag_E04_Opt options;
Nag_Comm comm;
double *a = 0, *bl = 0, *bu = 0, *f = 0, *fjac = 0, objf, *x = 0;
double *y = 0;
NagError fail;
INIT_FAIL(fail);
printf("nag_opt_nlin_lsq (e04unc) Example Program Results\n");
fflush(stdout);
scanf(" %*[^\n]"); /* Skip heading in data file */
/* Read problem dimensions */
scanf(" %*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &m, &n);
scanf(" %*[^\n]");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n]", &nclin, &ncnlin);
if (m > 0 && n > 0 && nclin >= 0 && ncnlin >= 0) {
nbnd = n + nclin + ncnlin;
if (!(x = NAG_ALLOC(n, double)) || !(a = NAG_ALLOC(nclin * n, double)) ||
!(f = NAG_ALLOC(m, double)) || !(y = NAG_ALLOC(m, double)) ||
!(fjac = NAG_ALLOC(m * n, double)) || !(bl = NAG_ALLOC(nbnd, double)) ||
!(bu = NAG_ALLOC(nbnd, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tda = n;
tdfjac = n;
} else {
printf("Invalid m or n nclin or ncnlin.\n");
exit_status = 1;
return exit_status;
}
/* Read a, y, bl, bu and x from data file */
if (nclin > 0) {
scanf(" %*[^\n]");
for (i = 0; i < nclin; ++i)
for (j = 0; j < n; ++j)
scanf("%lf", &A(i, j));
}
/* Read the y vector of the objective */
scanf(" %*[^\n]");
for (i = 0; i < m; ++i)
scanf("%lf", &y[i]);
/* Read lower bounds */
scanf(" %*[^\n]");
for (i = 0; i < n + nclin + ncnlin; ++i)
scanf("%lf", &bl[i]);
/* Read upper bounds */
scanf(" %*[^\n]");
for (i = 0; i < n + nclin + ncnlin; ++i)
scanf("%lf", &bu[i]);
/* Read the initial point x */
scanf(" %*[^\n]");
for (i = 0; i < n; ++i)
scanf("%lf", &x[i]);
/* Set an option */
/* nag_opt_init (e04xxc).
* Initialization function for option setting
*/
nag_opt_init(&options);
/* Solve the problem */
/* nag_opt_nlin_lsq (e04unc), see above. */
nag_opt_nlin_lsq(m, n, nclin, ncnlin, a, tda, bl, bu, y, objfun, confun, x,
&objf, f, fjac, tdfjac, &options, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_nlin_lsq (e04unc).\n%s\n", fail.message);
exit_status = 1;
}
/* nag_opt_free (e04xzc).
* Memory freeing function for use with option setting
*/
nag_opt_free(&options, "all", &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(x);
NAG_FREE(a);
NAG_FREE(f);
NAG_FREE(y);
NAG_FREE(fjac);
NAG_FREE(bl);
NAG_FREE(bu);
return exit_status;
}