/* nag_opt_bounds_deriv(e04kbc) Example Program
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 6 revised, 2000.
 * Mark 7, revised, 2001.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>

#ifdef __cplusplus
extern "C" {
#endif
static void objfun(Integer n, double x[], double *f,
                   double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void ex1(void);
static void ex2(void);

#define NMAX 4

int main(void)
{
  /* Two examples are called, ex1() which uses the
   * default settings to solve the problem and
   * ex2() which solves the same problem with
   * some optional parameters set by the user.
   */

  Vprintf("e04kbc Example Program Results.\n");
  ex1();
  ex2();
  return EXIT_SUCCESS;
}

static void objfun(Integer n, double x[], double *objf,
                   double g[], Nag_Comm *comm)
{
  /* Routine to evaluate objective function. */

  double x1, x2, x3, x4;
  double tmp, tmp1, tmp2, tmp3, tmp4;

  x1 = x[0];
  x2 = x[1];
  x3 = x[2];
  x4 = x[3];

  /* Supply a single function value */
  tmp1 = x1 + 10.0*x2;
  tmp2 = x3 - x4;
  tmp3 = x2 - 2.0*x3, tmp3 *= tmp3;
  tmp4 = x1 - x4, tmp4 *= tmp4;
  *objf = tmp1*tmp1 + 5.0*tmp2*tmp2 + tmp3*tmp3 + 10.0*tmp4*tmp4;

  if (comm->flag != 0)
    {
      tmp = x1 - x4;
      g[0] = 2.0*(x1 + 10.0*x2) + 40.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[1] = 20.0*(x1 + 10.0*x2) + 4.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[2] = 10.0*(x3 - x4) - 8.0*tmp*tmp*tmp;
      tmp = x1 - x4;
      g[3] = 10.0*(x4 - x3) - 40.0*tmp*tmp*tmp;
    }
}                               /* objfun */


static void ex1(void)
{
  double x[NMAX], g[NMAX], bl[NMAX], bu[NMAX];

  double objf;
  Integer n;
  Nag_BoundType bound;
  static NagError fail;

  fail.print = TRUE;

  Vprintf("\ne04kbc example 1: no option setting.\n");

  n = NMAX;
  x[0] = 3.0;
  x[1] = -0.9;
  x[2] = 0.13;
  x[3] = 1.1;

  /* Set bounds on variables */
  bound = Nag_Bounds;
  bl[0] = 1.0;
  bu[0] = 3.0;
  bl[1] = -2.0;
  bu[1] = 0.0;
  /* Third variable is not bounded, so third lower bound
   * is set to a large negative number and third upper
   * bound to a large positive number.
   */
  bl[2] = -1.0e10;
  bu[2] = 1.0e10;
  bl[3] = 1.0;
  bu[3] = 3.0;

  /* Call optimization routine */
  e04kbc(n, objfun, bound, bl, bu, x, &objf,
         g, E04_DEFAULT, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR && fail.code != NW_COND_MIN) exit(EXIT_FAILURE);
} /* ex1 */


static void ex2(void)
{
  double x[NMAX], g[NMAX], bl[NMAX], bu[NMAX];

  double objf;
  Integer n;
  Boolean print;
  Nag_BoundType bound;
  Nag_E04_Opt options;
  static NagError fail, fail2;

  fail.print = TRUE;

  Vprintf("\n\ne04kbc example 2: using option setting.\n");

  n = NMAX;
  x[0] = 3.0;
  x[1] = -0.9;
  x[2] = 0.13;
  x[3] = 1.1;

  /* Initialise options structure and read option values from file */
  print = TRUE;
  e04xxc(&options);
  e04xyc("e04kbc", "stdin", &options, print, "stdout", &fail);
  if (fail.code != NE_NOERROR) exit(EXIT_FAILURE);

  bound = Nag_Bounds;
  bl[0] = 1.0;
  bu[0] = 3.0;
  bl[1] = -2.0;
  bu[1] = 0.0;
  /* Third variable is not bounded, so third lower bound
   * is set to a large negative number and third upper
   * bound to a large positive number.
   */
  bl[2] = -1.0e10;
  bu[2] = 1.0e10;
  bl[3] = 1.0;
  bu[3] = 3.0;

  e04kbc(n, objfun, bound, bl, bu, x, &objf,
         g, &options, NAGCOMM_NULL, &fail);

  /* Free memory allocated by e04kbc to pointers hesd, hesl and state */
  fail2.print = TRUE;
  e04xzc(&options, "all", &fail2);
  if ((fail.code != NE_NOERROR && fail.code != NW_COND_MIN) ||
      fail2.code != NE_NOERROR) exit(EXIT_FAILURE);
} /* ex2 */