/* nag_opt_nlp (e04ucc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 5 revised, 1998.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

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

#ifdef E04UCC
static void objfun(Integer n, double x[], double *objf,
                   double objgrd[], Nag_Comm *comm);
static void confun(Integer n, Integer ncnlin, Integer needc[],
                   double x[], double conf[], double conjac[],
                   Nag_Comm *comm);
#else
static void objfun(Integer *mode, Integer n, const double x[], double *objf,
                   double objgrd[], Integer nstate, Nag_Comm *comm);
static void confun(Integer *mode, Integer ncnlin, Integer n,
		   Integer ldcj, const Integer needc[], const double x[], double conf[],
		   double conjac[], Integer nstate, Nag_Comm *comm);
#endif

#define A(I,J) a[(I)*tda + J]
#define CONJAC(I,J) conjac[((I)-1)*n + (J) - 1]

int main(void)
{
  /* Local variables */
  Integer exit_status=0, i, j, majits, n, nclin, ncnlin, tda, totalvars;
  double objf, *objgrd=0, *x=0;
  double *a=0, *bl=0, *bu=0, *ccon=0, *cjac=0, *clamda=0, *hess=0;
  Integer *istate=0;

  /*Nag Types*/
  Nag_E04State state;
  NagError fail;
  Nag_Comm comm;
  Nag_FileID fileid;


  INIT_FAIL(fail);

  Vprintf("\ne04ucc Example Program Results");
  n = 4;
  nclin = 1; 
  ncnlin = 2;

  if (n>0 && nclin>=0 && ncnlin>=0)
    {
      totalvars = n + nclin + ncnlin;
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( a = NAG_ALLOC(nclin*n, double)) ||
           !( bl = NAG_ALLOC(totalvars, double)) ||
           !( bu = NAG_ALLOC(totalvars, double)) ||
	   !(ccon = NAG_ALLOC(ncnlin, double)) ||
	   !(cjac = NAG_ALLOC(ncnlin*n, double)) ||
	   !(clamda = NAG_ALLOC(totalvars, double)) ||
           !(objgrd = NAG_ALLOC(n, double)) ||
	   !(hess = NAG_ALLOC(n*n, double)) ||
	   !(istate = NAG_ALLOC(totalvars, Integer)) 
	   ) 
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tda = n;
    }
  else
    {
      Vprintf("Invalid n or nclin or ncnlin.\n");
      exit_status = 1;
      return exit_status;
    }
  
  /* The matrix of linear constraint coefficients */
  if (nclin > 0)
    {
      for (i = 0; i < nclin; ++i)
        for (j = 0; j < n; ++j)
          A(i,j) = 1.0;
    }
  

  /* Lower bounds */
  bl[0] = 1.0;
  bl[1] =  1.0;
  bl[2] =  1.0;
  bl[3] = 1.0;
  bl[4] = -1.0E+25;
  bl[5] = -1.0E+25;
  bl[6] = 25.0;

  /* Uppper bounds */
  bu[0] = 5.0;
  bu[1] =  5.0;
  bu[2] =  5.0;
  bu[3] = 5.0;
  bu[4] = 20.0;
  bu[5] = 40.0;
  bu[6] = 1.0E+25;

  
  /* The initial point x */
  x[0] = 1.0;
  x[1] = 5.0;
  x[2] = 5.0;
  x[3] = 1.0;

#ifdef E04UCC
  e04ucc(n, nclin, ncnlin, a, tda, bl, bu,
         objfun, confun, x, &objf, objgrd,
         E04_DEFAULT, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from e04ucc.\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
#else
  /* Call e04wcc to initialise e04wdc. */
  e04wcc(&state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Initialisation of e04wcc failed.\n");
      exit_status = 1;
	  goto END;
    }
  
  /* By default e04wdc does not print monitoring */
  /* information. Call x04acc to set the print file fileid */
  x04acc("", 2, &fileid, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Fileid could not be obtained.\n");
      exit_status = 1;
      goto END;
    }
  e04wgc("Print file", fileid, &state, &fail);

  /* Solve the problem. */
  e04wdc(n, nclin, ncnlin, n, n, n, a, bl, bu, 
	 confun, objfun, &majits, istate, ccon, cjac, clamda, 
	 &objf, objgrd, hess, x, &state, &comm, &fail);
  
  if (fail.code == NE_NOERROR)
    {
      Vprintf("\n\nFinal objective value = %11.3f\n",   objf);
      
      Vprintf("Optimal X = ");
      
      for (i = 1; i <= n; ++i)
	{
	  Vprintf("%9.2f%s", x[i - 1], i%7 == 0 || i == n ?"\n":" ");
	}
      
        }
  else
    {
      Vprintf ("Error message from e04wdc %s\n", fail.message);
    }
#endif
 END:
  if (x) NAG_FREE(x);
  if (a) NAG_FREE(a);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (ccon) NAG_FREE(ccon);
  if (cjac) NAG_FREE(cjac);
  if (clamda) NAG_FREE(clamda);
  if (objgrd) NAG_FREE(objgrd);
  if (hess) NAG_FREE(hess);
  if (istate) NAG_FREE(istate);
  return exit_status;

}
#ifdef E04UCC
static void objfun(Integer n, double x[], double *objf,
                   double objgrd[], Nag_Comm *comm)
#else
static void objfun(Integer *mode, Integer n, const double x[], double *objf,
                   double objgrd[], Integer nstate, Nag_Comm *comm)
#endif
{
  /* Routine to evaluate objective function and its 1st derivatives. */

#ifdef E04UCC
  if (comm->flag == 0 || comm->flag == 2)
#else
  if (*mode == 0 || *mode == 2)
#endif
    *objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];

#ifdef E04UCC
  if (comm->flag == 2)
#else
  if (*mode == 1 || *mode == 2)
#endif
    {
      objgrd[0] = x[3] * (2.0*x[0] + x[1] + x[2]);
      objgrd[1] = x[0] * x[3];
      objgrd[2] = x[0] * x[3] + 1.0;
      objgrd[3] = x[0] * (x[0] + x[1] + x[2]);
    }
} /* objfun */


#ifdef E04UCC
static void confun(Integer n, Integer ncnlin, Integer needc[],
                   double x[], double conf[], double conjac[],
                   Nag_Comm *comm)
#else 
static void confun(Integer *mode, Integer ncnlin, Integer n,
  Integer ldcj, const Integer needc[], const double x[], double conf[],
  double conjac[], Integer nstate, Nag_Comm *comm)
#endif
{

  Integer i, j;

  /* Routine to evaluate the nonlinear constraints and
   * their 1st derivatives.
   */

  /* Function Body */
#ifdef E04UCC
  if (comm->first)
#else 
  if (nstate == 1)
#endif 
    {
      /* First call to confun.  Set all Jacobian elements to zero.
       * Note that this will only work when con_deriv = TRUE
       * (the default; see Section 4 (confun) and 8.2 (con_deriv)).
       */
      for (j = 1; j <= n; ++j)
        for (i = 1; i <= ncnlin; ++i)
          CONJAC(i,j) = 0.0;
    }

  if (needc[0] > 0)
    {
#ifdef E04UCC
      if (comm->flag == 0 || comm->flag == 2)
#else
      if (*mode == 0 || *mode == 2)
#endif
        conf[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];

#ifdef E04UCC
      if (comm->flag == 2)
#else 
      if (*mode == 2)
#endif
        {
          CONJAC(1,1) = x[0] * 2.0;
          CONJAC(1,2) = x[1] * 2.0;
          CONJAC(1,3) = x[2] * 2.0;
          CONJAC(1,4) = x[3] * 2.0;
        }
    }

  if (needc[1] > 0)
    {
#ifdef E04UCC
      if (comm->flag == 0 || comm->flag == 2)
#else
      if (*mode == 0 || *mode == 2)
#endif
        conf[1] = x[0] * x[1] * x[2] * x[3];

#ifdef E04UCC
      if (comm->flag == 2)
#else
      if (*mode == 2)
#endif
        {
          CONJAC(2,1) = x[1] * x[2] * x[3];
          CONJAC(2,2) = x[0] * x[2] * x[3];
          CONJAC(2,3) = x[0] * x[1] * x[3];
          CONJAC(2,4) = x[0] * x[1] * x[2];
        }
    }
} /* confun */