/* nag_opt_bounds_deriv (e04kbc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 6 revised, 2000.
 * Mark 7, revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#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 int ex1(void);
static int ex2(void);

#define NMAX 4

int main(void)
{

  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  /* 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("nag_opt_bounds_deriv (e04kbc) Example Program Results.\n");

  exit_status_ex1 = ex1();
  exit_status_ex2 = ex2();

  return exit_status_ex1 == 0 && exit_status_ex2 == 0 ? 0 : 1;
}
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 int ex1(void)
{
  Integer exit_status=0, n;
  NagError fail;
  Nag_BoundType bound;
  double *bl=0, *bu=0, *g=0, objf, *x=0;

  INIT_FAIL(fail);


  Vprintf("\nnag_opt_bounds_deriv (e04kbc) example 1: no option setting.\n");

  n = NMAX;

  if (n>=1)
    {
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( g = NAG_ALLOC(n, double)) ||
           !( bl = NAG_ALLOC(n, double)) ||
           !( bu = NAG_ALLOC(n, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      Vprintf("Invalid n.\n");
      exit_status = 1;
      return exit_status;
    }
  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 */
  /* nag_opt_bounds_deriv (e04kbc).
   * Bound constrained nonlinear minimization (first
   * derivatives required)
   */
  nag_opt_bounds_deriv(n, objfun, bound, bl, bu, x, &objf,
                       g, E04_DEFAULT, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error/Warning from nag_opt_bounds_deriv (e04kbc).\n%s\n",
              fail.message);
      if (fail.code != NW_COND_MIN)
        exit_status = 1;
      goto END;
    }
 END:
  if (x) NAG_FREE(x);
  if (g) NAG_FREE(g);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  return exit_status;

} /* ex1 */


static int ex2(void)
{
  Nag_Boolean print;
  Integer exit_status=0, n;
  NagError fail;
  Nag_BoundType bound;
  Nag_E04_Opt options;
  double *bl=0, *bu=0, *g=0, objf, *x=0;

  INIT_FAIL(fail);

  Vprintf("\n\nnag_opt_bounds_deriv (e04kbc) example 2: using option"
          " setting.\n");

  n = NMAX;
  if (n>=1)
    {
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( g = NAG_ALLOC(n, double)) ||
           !( bl = NAG_ALLOC(n, double)) ||
           !( bu = NAG_ALLOC(n, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      Vprintf("Invalid n.\n");
      exit_status = 1;
      return exit_status;
    }

  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 = Nag_TRUE;
  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  /* nag_opt_read (e04xyc).
   * Read options from a text file
   */
  nag_opt_read("e04kbc", "stdin", &options, print, "stdout", &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  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;

  /* nag_opt_bounds_deriv (e04kbc), see above. */
  nag_opt_bounds_deriv(n, objfun, bound, bl, bu, x, &objf,
                       g, &options, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error/Warning from nag_opt_bounds_deriv (e04kbc).\n%s\n",
              fail.message);
      if (fail.code != NW_COND_MIN)
        exit_status = 1;
    }

  /* Free memory allocated by nag_opt_bounds_deriv (e04kbc) to pointers hesd,
   * hesl and state.
   */
  /* nag_opt_free (e04xzc).
   * Memory freeing function for use with option setting
   */
  nag_opt_free(&options, "all", &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
      exit_status = 3;
      goto END;
    }
 END:
  if (x) NAG_FREE(x);
  if (g) NAG_FREE(g);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  return exit_status;
} /* ex2 */