/* nag_ip_bb (h02bbc) Example Program
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5, 1998.
 * Mark 6 revised, 2000.
 * Mark 7 revised, 2001.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nag_string.h>
#include <nagh02.h>

static void ex1(void);
static void ex2(void);
#ifdef __cplusplus
extern "C" {
#endif
static void qphess(Integer n, Integer jthcol, double h[], Integer tdh,
                   double x[], double hx[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

#define MAXN 10
#define MAXM 7
#define MAXBND MAXN+MAXM

int main(void)
{
  /* Two examples are called, ex1() uses the
   * default settings to solve a problem while
   * ex2() solves another problem with some
   * of the optional parameters set by the user.
   */
  Vprintf("h02bbc Example Program Results.\n");
  ex1();
  ex2();
  return EXIT_SUCCESS;
}

static void ex1(void)
{
  /* Local variables */
  double a[MAXM][MAXN], cvec[MAXN], bl[MAXBND], bu[MAXBND];
  double x[MAXN];
  double objf;
  Integer i, j, is_int;
  Integer m,  n, nbnd, tda;
  Boolean intvar[MAXN];
  static NagError fail;

  Vprintf("\nExample 1: default options used.\n");
  Vscanf(" %*[^\n]"); /* Skip headings in data file */
  Vscanf(" %*[^\n]");

  fail.print = TRUE;
  tda = MAXN;

  /* Read the problem dimensions */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld", &m, &n);

  /* Read objective coefficients */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf", &cvec[i]);

  /* Read the matrix coefficients */
  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    for (j = 0; j < n; ++j)
      Vscanf("%lf",&a[i][j]);

  /* Read the bounds */
  nbnd = n+m;
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf", &bl[i]);
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf", &bu[i]);

  /* Read which variables are integer */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    {
      Vscanf("%ld", &is_int);
      /* is_int = 1 if integer variable, 0 if not */
      intvar[i] = is_int ? TRUE : FALSE;
    }

  /* Read the initial estimate of x */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf", &x[i]);

  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar, cvec, (double *)0, 0,
         NULLFN, x, &objf, H02_DEFAULT, NAGCOMM_NULL, &fail);
} /* ex1 */

static void qphess(Integer n, Integer jthcol, double h[], Integer tdh,
                   double x[], double hx[], Nag_Comm *comm)
{
  Integer i;

  /* In this qphess function the Hessian is defined implicitly */
  for (i = 0; i < n; ++i)
    hx[i] = 2.0*x[i];
} /* qphess */


static void ex2(void)
{
  /* Local variables */
  double a[MAXM][MAXN], cvec[MAXN], bl[MAXBND], bu[MAXBND];
  double x[MAXN];
  double objf, red_bnd;
  Integer i, j, is_int;
  Integer m,  n, nbnd, tda;
  char *crnames[MAXBND];
  char names[9*MAXBND];
  Boolean intvar[MAXN], intvar2[MAXN];
  static NagError fail;
  Nag_H02_Opt options;

  Vprintf("\nExample 2: some options set.\n");
  Vscanf(" %*[^\n]"); /* Skip heading */

  fail.print = TRUE;
  tda = MAXN;

  /* Read the problem dimensions */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld", &m, &n);

  /* Read names */
  Vscanf(" %*[^\n]");
  nbnd = n+m;
  for (i = 0; i < nbnd; ++i)
    {
      Vscanf("%s", &names[9*i]);
      crnames[i] = &names[9*i];
    }
  /* Read objective coefficients */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf", &cvec[i]);

  /* Read the matrix coefficients */
  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    for (j = 0; j < n; ++j)
      Vscanf("%lf",&a[i][j]);

  /* Read the bounds */
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf", &bl[i]);
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf", &bu[i]);

  /* Read which variables are integer */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    {
      Vscanf("%ld", &is_int);
      /* is_int = 1 if integer variable, 0 if not */
      intvar[i] = is_int ? TRUE : FALSE;
    }

  /* Read the initial estimate of x */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf", &x[i]);

  h02xxc(&options); /* Initialise options structure */
  options.crnames = crnames;
  options.print_level = Nag_Soln;
  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar, cvec, (double *)0, 0,
         NULLFN, x, &objf, &options, NAGCOMM_NULL, &fail);

  /* Now solve a related problem obtained by reducing lower
     bound on a constraint */

  /* Read amount to reduce lower bound on constraint 1 by */
  Vscanf(" %*[^\n]");
  Vscanf("%lf", &red_bnd);
  bl[n] -= red_bnd;

  Vprintf("\nSolve modified problem - use different tree search.\n");
  Vprintf("---------------------------------------------------\n");

  options.list = FALSE;
  if (red_bnd > 0.0)
    {
      /* We have a valid bound for the objective since this problem
         is less constrained than first one */
      options.int_obj_bound = objf + 1.0e-3;
    }
  options.nodsel = Nag_Deep_Search;
  options.print_level = Nag_Iter;

  Vprintf("***Set options.list = FALSE\n");
  Vprintf("***Set options.int_obj_bound = %15.7e\n", options.int_obj_bound);
  Vprintf("***Set options.nodsel = Nag_Deep_Search\n");
  Vprintf("***Set options.print_level = Nag_Iter\n");

  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar, cvec, (double *)0, 0,
         NULLFN, x, &objf, &options, NAGCOMM_NULL, &fail);
  Vprintf("\n***IP objective value = %15.7e\n", objf);

  Vprintf("\n\nIllustrate effect of supplying branching directions.\n");
  Vprintf("----------------------------------------------------\n\n");

  options.branch_dir = Nag_Branch_InitX;
  Vprintf("***Set options.branch_dir = Nag_Branch_InitX\n");

  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar, cvec, (double *)0, 0,
         NULLFN, x, &objf, &options, NAGCOMM_NULL, &fail);
  Vprintf("\n***IP objective value = %15.7e\n", objf);
  h02xzc(&options, "", NAGERR_DEFAULT);

  /* Finally, illustrate solution of an MIQP problem
     - we find the IP solution which is closest in
     least-squares sense to the root node LP solution
     of BB tree */

  Vprintf("\n\nObtain solution of root LP problem.\n");
  Vprintf("-----------------------------------\n\n");

  /* Set all variables non-integer to obtain LP solution */
  for (i = 0; i < n; ++i)
    intvar2[i] = 0;

  options.print_level = Nag_NoPrint;
  Vprintf("***Printout suppressed: options.print_level = Nag_NoPrint\n");

  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar2, cvec, (double *)0, 0,
         NULLFN, x, &objf, &options, NAGCOMM_NULL, &fail);
  Vprintf("***LP objective value = %15.7e\n", objf);

  /* Set linear part of solution */
  for (i = 0; i < n; ++i)
    cvec[i] = -2.0*x[i];

  /* Re-initialise options structure */
  h02xzc(&options, "", NAGERR_DEFAULT);
  h02xxc(&options);
  options.crnames = crnames;

  options.list = TRUE;
  options.prob = Nag_MIQP2;

  Vprintf("\n\nFinally, solve a related MIQP problem.\n");
  Vprintf("--------------------------------------\n");

  h02bbc(n, m, &a[0][0], tda, bl, bu, intvar, cvec, (double *)0, 0,
         qphess, x, &objf, &options, NAGCOMM_NULL, &fail);

  h02xzc(&options, "", NAGERR_DEFAULT);
} /* ex2 */