/* nag_opt_handle_solve_lp_simplex (e04mkc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.3, 2024.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
Integer nclin, nvar, nnza, nnzc, nnzu, exit_status, i;
Integer idlc, ioflag, liarr;
Integer *irowa = 0, *icola = 0, *hs = 0;
Integer iuser[2];
double *cvec = 0, *a = 0, *bla = 0, *bua = 0, *xl = 0, *xu = 0, *x = 0,
*u = 0;
double rinfo[100], stats[100];
const char *cmdstr = "Basis";
void *handle = 0;
/* Nag Types */
Nag_Comm comm;
exit_status = 0;
printf("nag_opt_handle_solve_lp_simplex (e04mkc) Example Program Results\n\n");
fflush(stdout);
/* Read the data file and allocate memory */
scanf(" %*[^\n]"); /* Skip heading in data file */
scanf("%" NAG_IFMT " %" NAG_IFMT " %" NAG_IFMT " %" NAG_IFMT " %*[^\n]",
&nclin, &nvar, &nnza, &nnzc);
/* Allocate memory */
nnzu = 2 * nvar + 2 * nclin;
if (!(irowa = NAG_ALLOC(nnza, Integer)) ||
!(icola = NAG_ALLOC(nnza, Integer)) ||
!(hs = NAG_ALLOC(nvar+nclin, Integer)) ||
!(cvec = NAG_ALLOC(nnzc, double)) || !(a = NAG_ALLOC(nnza, double)) ||
!(bla = NAG_ALLOC(nclin, double)) || !(bua = NAG_ALLOC(nclin, double)) ||
!(xl = NAG_ALLOC(nvar, double)) || !(xu = NAG_ALLOC(nvar, double)) ||
!(x = NAG_ALLOC(nvar, double)) || !(u = NAG_ALLOC(nnzu, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read objective */
for (i = 0; i < nnzc; i++) {
scanf("%lf", &cvec[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix row indices */
for (i = 0; i < nnza; i++) {
scanf("%" NAG_IFMT, &irowa[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix col indices */
for (i = 0; i < nnza; i++) {
scanf("%" NAG_IFMT, &icola[i]);
}
scanf("%*[^\n]");
/* Read constraint matrix values */
for (i = 0; i < nnza; i++) {
scanf("%lf", &a[i]);
}
scanf("%*[^\n]");
/* Read linear constraints lower bounds */
for (i = 0; i < nclin; i++) {
scanf("%lf ", &bla[i]);
}
scanf("%*[^\n]");
/* Read linear constraints upper bounds */
for (i = 0; i < nclin; i++) {
scanf("%lf ", &bua[i]);
}
scanf("%*[^\n]");
/* Read variables lower bounds */
for (i = 0; i < nvar; i++) {
scanf("%lf ", &xl[i]);
}
scanf("%*[^\n]");
/* Read variables upper bounds */
for (i = 0; i < nvar; i++) {
scanf("%lf ", &xu[i]);
}
scanf("%*[^\n]");
/* Read starting point */
for (i = 0; i < nvar; i++) {
scanf("%lf ", &x[i]);
}
scanf("%*[^\n]");
/* Create the problem handle */
/* nag_opt_handle_init (e04rac).
* Initialize an empty problem handle with NVAR variables. */
nag_opt_handle_init(&handle, nvar, NAGERR_DEFAULT);
/* nag_opt_handle_set_linobj (e04rec)
* Define a linear objective */
nag_opt_handle_set_linobj(handle, nvar, cvec, NAGERR_DEFAULT);
/* nag_opt_handle_set_simplebounds (e04rhc)
* Define bounds on the variables */
nag_opt_handle_set_simplebounds(handle, nvar, xl, xu, NAGERR_DEFAULT);
/* nag_opt_handle_set_linconstr (e04rjc)
* Define linear constraints */
idlc = 0;
nag_opt_handle_set_linconstr(handle, nclin, bla, bua, nnza, irowa, icola, a,
&idlc, NAGERR_DEFAULT);
/* nag_opt_handle_opt_set (e04zmc)
* Require printing of the solution at the end of the solve */
nag_opt_handle_opt_set(handle, "Print Solution = Yes", NAGERR_DEFAULT);
/* Turn off option printing */
nag_opt_handle_opt_set(handle, "Print Options = No",
NAGERR_DEFAULT);
/* Turn off printing of intermediate progress output */
nag_opt_handle_opt_set(handle, "Print Level = 1", NAGERR_DEFAULT);
/* nag_opt_handle_solve_lp_simplex (e04mkc)
* Call LP Simplex algorithm */
nag_opt_handle_solve_lp_simplex(handle, nvar, x, nnzu, u, rinfo, stats, NULLFN,
&comm, NAGERR_DEFAULT);
/* nag_opt_handle_set_get_integer (e04rwc)
* Extract Basis information */
ioflag = 1;
liarr = nvar + nclin;
nag_opt_handle_set_get_integer(handle, cmdstr, ioflag, &liarr, hs, NAGERR_DEFAULT);
END:
NAG_FREE(cvec);
NAG_FREE(irowa);
NAG_FREE(icola);
NAG_FREE(a);
NAG_FREE(bla);
NAG_FREE(bua);
NAG_FREE(xl);
NAG_FREE(xu);
NAG_FREE(x);
NAG_FREE(u);
NAG_FREE(hs);
/* nag_opt_handle_free (e04rzc).
* Destroy the problem handle and deallocate all the memory. */
if (handle)
nag_opt_handle_free(&handle, NAGERR_DEFAULT);
return exit_status;
}