/* nag_opt_miqp_mps_write (e04mwc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.0, 2024.
*/
#include <nag.h>
#include <stdio.h>
#include <string.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
Integer nstate, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
/* Make a typedef for convenience when allocating crname. */
typedef char e04mw_name[9];
int main(void) {
/* Scalars and arrays */
/* Scalars */
Integer exit_status = 0;
double obj, objadd, sinf;
Integer i, icol, iobj, j, jcol, lenc, m, n, ncolh, ne, ninf, nnzh, minmax,
lintvar;
Integer nname, ns;
/* output file */
char fname[] = "e04mwce.mps";
/* Arrays */
char prob[9];
char **names;
char pnames[5][9] = {"", "", "", "", ""};
char(*crname)[9] = 0;
double *acol = 0, *bl = 0, *bu = 0, *c = 0, *pi = 0, *rc = 0, *x = 0, *h = 0,
*ruser = 0;
Integer *helast = 0, *hs = 0, *inda = 0, *loca = 0, *iccolh = 0, *irowh = 0,
*iuser = 0;
/* Nag Types */
Nag_E04State state;
Nag_Start start;
NagError fail;
Nag_Comm comm;
Nag_FileID fileid;
INIT_FAIL(fail);
printf("nag_opt_miqp_mps_write (e04mwc) Example Program Results\n\n");
fflush(stdout);
/* Skip heading in data file. */
scanf("%*[^\n] ");
/* Read ne, iobj, ncolh, nnzh and nname from data file. */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &m);
scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT
"%*[^\n] ",
&ne, &iobj, &ncolh, &nnzh, &nname);
if (n >= 1 && m >= 1) {
/* Allocate memory */
if (!(names = NAG_ALLOC(n + m, char *)) ||
!(acol = NAG_ALLOC(ne, double)) || !(bl = NAG_ALLOC(m + n, double)) ||
!(bu = NAG_ALLOC(m + n, double)) || !(c = NAG_ALLOC(1, double)) ||
!(pi = NAG_ALLOC(m, double)) || !(rc = NAG_ALLOC(n + m, double)) ||
!(x = NAG_ALLOC(n + m, double)) ||
!(helast = NAG_ALLOC(n + m, Integer)) ||
!(hs = NAG_ALLOC(n + m, Integer)) || !(inda = NAG_ALLOC(ne, Integer)) ||
!(loca = NAG_ALLOC(n + 1, Integer)) ||
!(iccolh = NAG_ALLOC(ncolh + 1, Integer)) ||
!(irowh = NAG_ALLOC(nnzh, Integer)) || !(h = NAG_ALLOC(nnzh, double)) ||
!(crname = NAG_ALLOC(n + m, e04mw_name))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
} else {
printf("%s", "Either m or n invalid\n");
exit_status = 1;
return exit_status;
}
/* Read names fron file */
for (i = 0; i < nname; ++i) {
if (!(names[i] = NAG_ALLOC(9, char))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf(" ' %8s '", names[i]);
}
scanf("%*[^\n] ");
/* Read the matrix acol from data file. Set up loca. */
jcol = 0;
loca[jcol] = 1;
for (i = 0; i < ne; ++i) {
/* Element (inda[i], icol) is stored in acol[i]. */
scanf("%lf%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &acol[i], &inda[i], &icol);
if (icol <= jcol) {
/* Elements not ordered by increasing column index. */
printf("%s%5" NAG_IFMT "%s%5" NAG_IFMT "%s%s\n", "Element in column",
icol, " found after element in column", jcol + 1, ". Problem",
" abandoned.");
}
while (jcol + 1 < icol) {
/* Fill in loca[] for missing columns */
jcol++;
loca[jcol] = i + 1;
}
}
while (jcol < n) {
/* Fill in loca[] for remaining columns */
jcol++;
loca[jcol] = i + 1;
}
/* Read the matrix h, from data file. Set up iccolh */
jcol = 0;
iccolh[jcol] = 1;
for (i = 0; i < nnzh; ++i) {
/* Element (irowh[i], icol) is stored in h[i]. */
scanf("%lf%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &h[i], &irowh[i], &icol);
if (icol <= jcol) {
/* Elements not ordered by increasing column index. */
printf("%s%5" NAG_IFMT "%s%5" NAG_IFMT "%s%s\n", "Element in column",
icol, " found after element in column", jcol, ". Problem",
" abandoned.");
}
while (jcol + 1 < icol) {
/* Fill in iccolh[] for missing columns */
jcol++;
iccolh[jcol] = i + 1;
}
}
while (jcol < ncolh) {
/* Fill in iccolh[] for remaining columns */
jcol++;
iccolh[jcol] = i + 1;
}
/* Read lower and upper bound */
for (i = 0; i < n + m; ++i) {
scanf("%lf", &bl[i]);
}
scanf("%*[^\n] ");
for (i = 0; i < n + m; ++i) {
scanf("%lf", &bu[i]);
}
scanf("%*[^\n] ");
/* Set cold start and hs*/
start = Nag_Cold;
for (i = 0; i < n; ++i) {
hs[i] = 0.0;
}
/* Read the initial point x_0 */
for (i = 0; i < n; ++i) {
scanf("%lf", &x[i]);
}
scanf("%*[^\n] ");
/* nag_opt_qpconvex2_sparse_init (e04npc).
Initialization function for nag_opt_qpconvex2_sparse_solve (e04nqc) */
nag_opt_qpconvex2_sparse_init(&state, &fail);
if (fail.code != NE_NOERROR) {
printf("Initialization of "
"nag_opt_qpconvex2_sparse_solve (e04nqc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* By default nag_opt_qpconvex2_sparse_solve (e04nqc) does not print
monitoring information. Call nag_file_open (x04acc) to set the print file
fileid
nag_file_open (x04acc).
Open unit number for reading, writing or appending, and
associate unit with named file */
nag_file_open("", 2, &fileid, NAGERR_DEFAULT);
/* nag_opt_qpconvex2_sparse_option_integer_set (e04ntc).
Set a single option for nag_opt_qpconvex2_sparse_solve (e04nqc)
from an integer argument */
nag_opt_qpconvex2_sparse_option_integer_set("Print file", fileid, &state,
&fail);
if (fail.code != NE_NOERROR) {
exit_status = 1;
goto END;
}
/* We have no explicit objective vector so set lenc = 0; the
objective vector is stored in row iobj of acol. */
lenc = 0;
objadd = 0.;
strcpy(prob, " ");
/* Do not allow any elastic variables (i.e. they cannot be
infeasible). If we'd set optional argument "Elastic mode" to 0,
we wouldn't need to set the individual elements of array helast. */
for (i = 0; i < n + m; ++i) {
helast[i] = 0;
}
/* Illustrate how to pass information to the user-supplied
function qphx via the comm structure */
comm.p = 0;
if (!(iuser = NAG_ALLOC(ncolh + 1 + nnzh, Integer)) ||
!(ruser = NAG_ALLOC(nnzh, double))) {
printf("Allocation failure\n");
exit_status = -3;
goto END;
}
if (ncolh > 0) {
/* Store the nonzeros of H in ruser for use by qphx. */
for (i = 0; i < nnzh; i++)
ruser[i] = h[i];
/* Store iccolh and irowh in iuser for use by qphx. */
for (i = 0; i < ncolh + 1; i++)
iuser[i] = iccolh[i];
for (i = ncolh + 1, j = 0; i < nnzh + ncolh + 1; i++, j++)
iuser[i] = irowh[j];
comm.iuser = iuser;
comm.user = ruser;
}
/* nag_opt_qpconvex2_sparse_init (e04npc).
Initialization function for nag_opt_qpconvex2_sparse_solve (e04nqc). */
nag_opt_qpconvex2_sparse_init(&state, NAGERR_DEFAULT);
/* nag_opt_qpconvex2_sparse_solve (e04nqc).
LP or QP problem (suitable for sparse problems). */
nag_opt_qpconvex2_sparse_solve(
start, qphx, m, n, ne, nname, lenc, ncolh, iobj, objadd, pnames[0], acol,
inda, loca, bl, bu, NULL, (const char **)names, helast, hs, x, pi, rc,
&ns, &ninf, &sinf, &obj, &state, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("nag_opt_qpconvex2_sparse_solve (e04nqc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Print objective function and optimal x* */
printf("Final objective value = %12.3e\n", obj);
printf("Optimal X = ");
for (i = 0; i < n; ++i) {
printf("%9.2f%s", x[i], i % 7 == 6 || i == n - 1 ? "\n" : " ");
}
/* Set the rest of input for e04mwc. Due to iobj > 0, lenc = 0 and c and idxc
will not be referenced (are optional arguments)
c - optional
idxc - optional
intvar - optional */
/* pnames */
strcpy(pnames[0], "USRPNAME");
strcpy(pnames[1], "OBJ.....");
strcpy(pnames[2], "RHS.....");
strcpy(pnames[3], "RANGE...");
strcpy(pnames[4], "BOUND...");
lintvar = 0;
minmax = -1;
/* transform char *names[] to (*crname)[9] */
for (i = 0; i < n + m; i++)
strcpy(crname[i], names[i]);
/* open data file for writing */
nag_file_open(fname, 1, &fileid, NAGERR_DEFAULT);
/* nag_opt_miqp_mps_write (e04mwc).
writes data for sparse lP, MILP, QP or MIQP problems to a
file in MPS format. */
nag_opt_miqp_mps_write(fileid, n, m, lenc, ne, ncolh, nnzh, lintvar, NULL,
NULL, iobj, acol, inda, loca, bl, bu, pnames, crname,
h, irowh, iccolh, minmax, NULL, &fail);
if (fail.code != NE_NOERROR) {
printf("nag_opt_miqp_mps_write (e04mwc) failed.\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Print name of the outfile */
printf("\nMPS file was written: %s\n", fname);
/* Close data file */
nag_file_close(fileid, NAGERR_DEFAULT);
END:
for (i = 0; i < n + m; i++) {
NAG_FREE(names[i]);
}
NAG_FREE(acol);
NAG_FREE(bl);
NAG_FREE(bu);
NAG_FREE(h);
NAG_FREE(c);
NAG_FREE(pi);
NAG_FREE(rc);
NAG_FREE(x);
NAG_FREE(helast);
NAG_FREE(hs);
NAG_FREE(loca);
NAG_FREE(iccolh);
NAG_FREE(inda);
NAG_FREE(irowh);
NAG_FREE(iuser);
NAG_FREE(ruser);
NAG_FREE(crname);
NAG_FREE(names);
return exit_status;
}
static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
Integer nstate, Nag_Comm *comm) {
/* Function to compute H*x.
Note: comm->iuser and comm->user contain the following data:
comm->user[0:nnzh-1] = h[0:nnzh-1]
comm->iuser[0:ncolh] = iccolh[0:ncolh]
comm->iuser[ncolh+1:nnzh+ncolh] = irowh[0:nnzh-1] */
Integer i, end, icol, idx, irow, start;
for (i = 0; i < ncolh; i++)
hx[i] = 0.0;
for (icol = 0; icol < ncolh; icol++) {
start = comm->iuser[icol];
end = comm->iuser[icol + 1] - 1;
for (idx = start - 1; idx < end; idx++) {
irow = comm->iuser[ncolh + 1 + idx] - 1;
hx[irow] = hx[irow] + x[icol] * comm->user[idx];
if (irow != icol)
hx[icol] = hx[icol] + x[irow] * comm->user[idx];
}
}
}